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iShares MSCI EAFE Growth ETF (EFG)

ETF · Currency in USD · Last updated May 17, 2022

EFG is a passive ETF by iShares tracking the investment results of the MSCI EAFE Growth Index. EFG launched on Aug 1, 2005 and has a 0.40% expense ratio.

ETF Info

  • ISINUS4642888857
  • CUSIP464288885
  • IssueriShares
  • Inception DateAug 1, 2005
  • RegionDeveloped Markets (EAFE)
  • CategoryForeign Large Cap Equities
  • Expense Ratio0.40%
  • Index TrackedMSCI EAFE Growth Index
  • ETF Home Pagewww.ishares.com
  • Asset ClassEquity
  • Asset Class Size

    Large-Cap
  • Asset Class Style

    Growth

Trading Data

  • Previous Close$84.64
  • Year Range$82.24 - $113.11
  • EMA (50)$91.03
  • EMA (200)$99.62
  • Average Volume$1.36M

EFGShare Price Chart


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EFGPerformance

The chart shows the growth of $10,000 invested in iShares MSCI EAFE Growth ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $18,724 for a total return of roughly 87.24%. All prices are adjusted for splits and dividends.


EFG (iShares MSCI EAFE Growth ETF)
Benchmark (^GSPC)

EFGReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-8.86%-8.76%
YTD-23.26%-15.91%
6M-24.49%-14.41%
1Y-18.00%-3.97%
5Y4.28%10.80%
10Y6.85%11.90%

EFGMonthly Returns Heatmap


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EFGSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares MSCI EAFE Growth ETF Sharpe ratio is -0.96. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


EFG (iShares MSCI EAFE Growth ETF)
Benchmark (^GSPC)

EFGDividend History

iShares MSCI EAFE Growth ETF granted a 2.01% dividend yield in the last twelve months, as of May 17, 2022. The annual payout for that period amounted to $1.70 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$1.70$1.70$0.86$1.46$1.37$1.26$1.40$1.18$1.54$1.33$1.38$1.29$1.09

Dividend yield

2.01%1.54%0.86%1.73%2.07%1.66%2.37%1.94%2.63%2.13%2.68%2.98%2.19%

EFGDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


EFG (iShares MSCI EAFE Growth ETF)
Benchmark (^GSPC)

EFGWorst Drawdowns

The table below shows the maximum drawdowns of the iShares MSCI EAFE Growth ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares MSCI EAFE Growth ETF is 29.88%, recorded on Mar 23, 2020. It took 84 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.88%Jan 21, 202044Mar 23, 202084Jul 22, 2020128
-27.29%Sep 8, 2021172May 12, 2022
-25.82%May 2, 2011108Oct 3, 2011357Mar 7, 2013465
-20.73%Jan 29, 2018229Dec 24, 2018216Nov 1, 2019445
-18.89%May 22, 2015183Feb 11, 2016307May 2, 2017490
-18.82%Apr 15, 201030May 26, 201091Oct 5, 2010121
-13.53%Jul 7, 201473Oct 16, 2014129Apr 23, 2015202
-12.45%Jan 15, 201016Feb 8, 201045Apr 14, 201061
-10.3%Mar 4, 20119Mar 16, 201125Apr 20, 201134
-9.78%May 22, 201323Jun 24, 201354Sep 10, 201377

EFGVolatility Chart

Current iShares MSCI EAFE Growth ETF volatility is 35.95%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


EFG (iShares MSCI EAFE Growth ETF)
Benchmark (^GSPC)

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