- ISIN
- US4642888857
- CUSIP
- 464288885
- Issuer
- iShares
- Inception Date
- Aug 1, 2005
- Region
- Developed Markets (EAFE)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI EAFE Growth Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $17B
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
EFG Performance Chart
iShares MSCI EAFE Growth ETF (EFG) is up 11.0% since the beginning of the year. EFG is currently trading at $125 per share. Investors who bought $1,000 worth of EFG shares 5 years ago would now be looking at an investment worth $1,275.
Loading charts...
Returns By Period
iShares MSCI EAFE Growth ETF (EFG) has returned 10.97% so far this year and 19.63% over the past 12 months. Over the last ten years, EFG has returned 8.96% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
iShares MSCI EAFE Growth ETF
- 1D
- 0.25%
- 1M
- 4.06%
- YTD
- 10.97%
- 6M
- 11.15%
- 1Y
- 19.63%
- 3Y*
- 12.41%
- 5Y*
- 4.98%
- 10Y*
- 8.96%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EFG Monthly Returns History
Based on dividend-adjusted daily data since Aug 5, 2005, EFG's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +14.0%, while the worst month was Oct 2008 at -19.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, EFG closed higher 53% of trading days. The best single day was Oct 28, 2008 with a return of +14.2%, while the worst single day was Sep 29, 2008 at -13.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.39% | 3.44% | -9.46% | 6.94% | 3.55% | 2.50% | 10.97% | ||||||
| 2025 | 5.11% | 1.05% | -2.77% | 4.36% | 5.20% | 3.02% | -4.04% | 3.26% | 2.61% | 1.56% | -1.39% | 1.48% | 20.70% |
| 2024 | 0.29% | 4.56% | 2.20% | -4.73% | 4.98% | -0.60% | 1.04% | 3.97% | 0.18% | -6.33% | 0.27% | -3.57% | 1.53% |
| 2023 | 9.40% | -3.74% | 6.21% | 2.24% | -2.75% | 3.42% | 1.23% | -4.72% | -6.22% | -2.61% | 9.63% | 5.83% | 17.55% |
| 2022 | -9.46% | -3.90% | 0.31% | -8.34% | 0.32% | -8.14% | 8.17% | -7.53% | -9.87% | 5.00% | 13.97% | -3.34% | -23.12% |
| 2021 | -1.41% | -0.06% | 1.04% | 4.08% | 3.30% | 0.14% | 1.77% | 1.93% | -4.33% | 4.21% | -3.24% | 3.49% | 11.01% |
Benchmark Metrics
iShares MSCI EAFE Growth ETF has an annualized alpha of -1.65%, beta of 0.95, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since August 05, 2005.
- This ETF participated in 102.67% of S&P 500 Index downside but only 90.54% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.95 and R2 of 0.76, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.65%
- Beta
- 0.95
- R²
- 0.76
- Upside Capture
- 90.54%
- Downside Capture
- 102.67%
Expense Ratio
EFG has an expense ratio of 0.40%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EFG ranks 32 for risk / return — below 32% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI EAFE Growth ETF (EFG) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EFG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.37 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.78 | -1.24 |
| Martin ratioReturn relative to average drawdown | 5.68 | 12.44 | -6.76 |
Dividends
Dividend History
iShares MSCI EAFE Growth ETF provided a 2.22% dividend yield over the last twelve months, with an annual payout of $2.79 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.79 | $2.88 | $1.59 | $1.57 | $1.06 | $1.70 | $0.86 | $1.46 | $1.37 | $1.26 | $1.40 | $1.18 |
Dividend yield | 2.22% | 2.53% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI EAFE Growth ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.98 | $0.98 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.07 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.81 | $2.88 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.89 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.69 | $1.59 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.66 | $1.57 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.88 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $1.06 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.89 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.81 | $1.70 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares MSCI EAFE Growth ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iShares MSCI EAFE Growth ETF was 58.40%, occurring on Mar 9, 2009. Recovery took 1296 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -58.40%Mar 2009 | 1y 4mo | 5y 1mo | 6y 6moNov 2007 - May 2014 |
Bear market2022 | -35.78%Sep 2022 | 1y 19d | 2y 7mo | 3y 8moSep 2021 - May 2025 |
COVID crash2020 | -29.88%Mar 2020 | 2mo 2d | 4mo 1d | 6mo 3dJan 2020 - Jul 2020 |
Rate-hike selloffLate 2018 | -20.73%Dec 2018 | 10mo 29d | 10mo 12d | 1y 9moJan 2018 - Nov 2019 |
2016 correction2016 | -18.89%Feb 2016 | 8mo 25d | 1y 2mo | 1y 11moMay 2015 - May 2017 |
Drawdown Indicators
| EFG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.40% | -56.78% | -1.62% |
Max Drawdown (1Y)Largest decline over 1 year | -12.78% | -9.10% | -3.68% |
Max Drawdown (3Y)Largest decline over 3 years | -16.87% | -18.90% | +2.03% |
Max Drawdown (5Y)Largest decline over 5 years | -35.78% | -25.43% | -10.35% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -33.92% | -1.86% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -12.13% | -10.71% | -1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.03% | +1.44% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with EFG
Add iShares MSCI EAFE Growth ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with EFG