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iShares MSCI EAFE Value ETF (EFV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642888774

CUSIP

464288877

Issuer

iShares

Inception Date

Aug 1, 2005

Region

Developed Markets (EAFE)

Leveraged

1x

Index Tracked

MSCI EAFE Value Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

EFV features an expense ratio of 0.39%, falling within the medium range.


Expense ratio chart for EFV: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
EFV vs. VTRIX EFV vs. FIVA EFV vs. VEA EFV vs. VPL EFV vs. SCHF EFV vs. DOX EFV vs. VOO EFV vs. JEPI EFV vs. XLE EFV vs. VBR
Popular comparisons:
EFV vs. VTRIX EFV vs. FIVA EFV vs. VEA EFV vs. VPL EFV vs. SCHF EFV vs. DOX EFV vs. VOO EFV vs. JEPI EFV vs. XLE EFV vs. VBR

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI EAFE Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%350.00%400.00%JuneJulyAugustSeptemberOctoberNovember
116.70%
391.87%
EFV (iShares MSCI EAFE Value ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI EAFE Value ETF had a return of 8.08% year-to-date (YTD) and 12.30% in the last 12 months. Over the past 10 years, iShares MSCI EAFE Value ETF had an annualized return of 4.10%, while the S&P 500 had an annualized return of 11.29%, indicating that iShares MSCI EAFE Value ETF did not perform as well as the benchmark.


EFV

YTD

8.08%

1M

-0.24%

6M

0.07%

1Y

12.30%

5Y (annualized)

6.40%

10Y (annualized)

4.10%

^GSPC (Benchmark)

YTD

26.47%

1M

5.73%

6M

14.30%

1Y

31.29%

5Y (annualized)

14.18%

10Y (annualized)

11.29%

Monthly Returns

The table below presents the monthly returns of EFV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.08%1.18%4.31%-1.71%5.24%-3.06%4.07%2.95%1.23%-4.61%8.08%
20238.20%-2.20%-0.04%3.48%-5.22%5.64%4.31%-3.21%-0.97%-3.47%6.94%5.08%18.85%
20222.08%-2.90%0.62%-5.28%3.81%-9.64%2.14%-4.62%-8.87%7.16%12.59%-0.16%-5.22%
2021-0.57%4.92%3.51%1.80%3.89%-2.41%-0.27%0.66%-2.14%2.22%-5.87%5.42%11.08%
2020-4.25%-8.12%-18.76%4.93%4.57%3.35%-0.20%5.29%-3.93%-3.74%17.89%4.49%-2.97%
20196.50%1.74%-0.24%2.48%-6.21%5.33%-2.77%-3.47%4.99%3.45%0.48%3.30%15.80%
20185.71%-5.33%-1.27%2.35%-4.12%-1.45%3.05%-3.84%2.04%-7.07%0.44%-5.39%-14.67%
20172.86%0.35%3.14%2.17%2.14%0.75%3.08%-0.53%3.00%0.71%0.75%1.07%21.21%
2016-6.75%-3.55%7.22%3.23%-1.08%-4.02%4.12%2.06%1.16%0.13%-0.58%3.87%5.05%
2015-0.04%6.43%-1.86%3.94%-0.22%-3.23%1.41%-7.59%-5.61%6.24%-1.71%-2.74%-5.86%
2014-4.86%6.17%-0.35%2.48%1.19%1.11%-2.36%-0.35%-4.07%-0.79%-0.76%-3.90%-6.78%
20134.81%-2.67%0.24%6.28%-3.35%-3.12%5.89%-1.85%8.21%3.99%0.44%1.97%21.89%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EFV is 39, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of EFV is 3939
Overall Rank
The Sharpe Ratio Rank of EFV is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of EFV is 3333
Sortino Ratio Rank
The Omega Ratio Rank of EFV is 3232
Omega Ratio Rank
The Calmar Ratio Rank of EFV is 5555
Calmar Ratio Rank
The Martin Ratio Rank of EFV is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EFV, currently valued at 1.10, compared to the broader market-2.000.002.004.001.102.66
The chart of Sortino ratio for EFV, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.0010.0012.001.533.53
The chart of Omega ratio for EFV, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.49
The chart of Calmar ratio for EFV, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.773.84
The chart of Martin ratio for EFV, currently valued at 5.14, compared to the broader market0.0020.0040.0060.0080.00100.005.1417.03
EFV
^GSPC

The current iShares MSCI EAFE Value ETF Sharpe ratio is 1.10. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI EAFE Value ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.10
2.66
EFV (iShares MSCI EAFE Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI EAFE Value ETF provided a 4.55% dividend yield over the last twelve months, with an annual payout of $2.49 per share.


2.50%3.00%3.50%4.00%4.50%5.00%$0.00$0.50$1.00$1.50$2.00$2.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.49$2.27$1.92$2.05$1.14$2.31$2.06$1.97$1.55$1.67$2.49$1.82

Dividend yield

4.55%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.27%3.59%4.87%3.19%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI EAFE Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$1.54$0.00$0.00$0.00$0.00$0.00$1.54
2023$0.00$0.00$0.00$0.00$0.00$1.32$0.00$0.00$0.00$0.00$0.00$0.96$2.27
2022$0.00$0.00$0.00$0.00$0.00$1.38$0.00$0.00$0.00$0.00$0.00$0.54$1.92
2021$0.00$0.00$0.00$0.00$0.00$0.88$0.00$0.00$0.00$0.00$0.00$1.17$2.05
2020$0.00$0.00$0.00$0.00$0.00$0.51$0.00$0.00$0.00$0.00$0.00$0.64$1.14
2019$0.00$0.00$0.00$0.00$0.00$1.38$0.00$0.00$0.00$0.00$0.00$0.93$2.31
2018$0.00$0.00$0.00$0.00$0.00$1.43$0.00$0.00$0.00$0.00$0.00$0.64$2.06
2017$0.00$0.00$0.00$0.00$0.00$1.18$0.00$0.00$0.00$0.00$0.00$0.78$1.97
2016$0.00$0.00$0.00$0.00$0.00$1.07$0.00$0.00$0.00$0.00$0.00$0.48$1.55
2015$0.00$0.00$0.00$0.00$0.00$1.18$0.00$0.00$0.00$0.00$0.00$0.49$1.67
2014$0.00$0.00$0.00$0.00$0.00$1.80$0.00$0.00$0.00$0.00$0.00$0.69$2.49
2013$1.11$0.00$0.00$0.00$0.00$0.00$0.71$1.82

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.54%
0
EFV (iShares MSCI EAFE Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI EAFE Value 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 Value ETF was 63.94%, occurring on Mar 9, 2009. Recovery took 2164 trading sessions.

The current iShares MSCI EAFE Value ETF drawdown is 5.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.94%Nov 1, 2007339Mar 9, 20092164Oct 10, 20172503
-43.16%Jan 29, 2018541Mar 23, 2020283May 6, 2021824
-25.84%Feb 10, 2022158Sep 27, 2022198Jul 13, 2023356
-14.78%May 10, 200624Jun 13, 200685Oct 12, 2006109
-12.13%Jul 13, 200725Aug 16, 200751Oct 29, 200776

Volatility

Volatility Chart

The current iShares MSCI EAFE Value ETF volatility is 4.17%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.17%
4.02%
EFV (iShares MSCI EAFE Value ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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