iShares MSCI EAFE Value ETF (EFV)
EFV is a passive ETF by iShares tracking the investment results of the MSCI EAFE Value Index. EFV launched on Aug 1, 2005 and has a 0.39% expense ratio.
ETF Info
US4642888774
464288877
Aug 1, 2005
Developed Markets (EAFE)
1x
MSCI EAFE Value Index
Large-Cap
Value
Share Price Chart
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Compare to other instruments
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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.
Returns By Period
iShares MSCI EAFE Value ETF had a return of 6.52% year-to-date (YTD) and 14.58% in the last 12 months. Over the past 10 years, iShares MSCI EAFE Value ETF had an annualized return of 3.93%, while the S&P 500 had an annualized return of 11.11%, indicating that iShares MSCI EAFE Value ETF did not perform as well as the benchmark.
EFV
6.52%
-4.29%
-1.62%
14.58%
5.80%
3.93%
^GSPC (Benchmark)
23.08%
0.10%
10.70%
30.05%
13.52%
11.11%
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.08% | 1.18% | 4.31% | -1.71% | 5.24% | -3.06% | 4.07% | 2.95% | 1.23% | -4.61% | 6.52% | ||
| 2023 | 8.20% | -2.20% | -0.04% | 3.48% | -5.22% | 5.64% | 4.31% | -3.21% | -0.97% | -3.47% | 6.94% | 5.08% | 18.85% |
| 2022 | 2.08% | -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% |
| 2019 | 6.50% | 1.74% | -0.24% | 2.48% | -6.21% | 5.33% | -2.77% | -3.47% | 4.99% | 3.45% | 0.48% | 3.30% | 15.80% |
| 2018 | 5.71% | -5.33% | -1.27% | 2.35% | -4.12% | -1.45% | 3.05% | -3.84% | 2.04% | -7.07% | 0.44% | -5.39% | -14.67% |
| 2017 | 2.86% | 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% |
| 2013 | 4.81% | -2.67% | 0.24% | 6.28% | -3.35% | -3.12% | 5.89% | -1.85% | 8.21% | 3.99% | 0.44% | 1.97% | 21.89% |
Expense Ratio
EFV features an expense ratio of 0.39%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EFV is 42, 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.
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.
Dividends
Dividend History
iShares MSCI EAFE Value ETF provided a 4.62% dividend yield over the last twelve months, with an annual payout of $2.49 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 4.62% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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 6.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.94% | Nov 1, 2007 | 339 | Mar 9, 2009 | 2164 | Oct 10, 2017 | 2503 |
| -43.16% | Jan 29, 2018 | 541 | Mar 23, 2020 | 283 | May 6, 2021 | 824 |
| -25.84% | Feb 10, 2022 | 158 | Sep 27, 2022 | 198 | Jul 13, 2023 | 356 |
| -14.78% | May 10, 2006 | 24 | Jun 13, 2006 | 85 | Oct 12, 2006 | 109 |
| -12.13% | Jul 13, 2007 | 25 | Aug 16, 2007 | 51 | Oct 29, 2007 | 76 |
Volatility
Volatility Chart
The current iShares MSCI EAFE Value ETF volatility is 4.12%, 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.