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iShares MSCI EAFE Value ETF (EFV)

ETF · Currency in USD · Last updated Feb 22, 2024

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.

Summary

ETF Info

ISINUS4642888774
CUSIP464288877
IssueriShares
Inception DateAug 1, 2005
RegionDeveloped Markets (EAFE)
CategoryForeign Large Cap Equities
Index TrackedMSCI EAFE Value Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

The iShares MSCI EAFE Value ETF has a high expense ratio of 0.39%, indicating higher-than-average management fees.


0.39%
0.00%2.15%

Share Price Chart


Loading data...

Performance

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.


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
9.58%
13.84%
EFV (iShares MSCI EAFE Value ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with EFV

iShares MSCI EAFE Value ETF

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

Return

iShares MSCI EAFE Value ETF had a return of -0.48% year-to-date (YTD) and 10.64% in the last 12 months. Over the past 10 years, iShares MSCI EAFE Value ETF had an annualized return of 2.88%, while the S&P 500 had an annualized return of 10.51%, indicating that iShares MSCI EAFE Value ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-0.48%4.44%
1 month1.23%2.71%
6 months8.35%12.30%
1 year10.64%24.63%
5 years (annualized)5.37%12.30%
10 years (annualized)2.88%10.51%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.07%
20234.31%-3.21%-0.97%-3.47%6.94%5.08%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
EFV
iShares MSCI EAFE Value ETF
0.72
^GSPC
S&P 500
1.79

Sharpe Ratio

The current iShares MSCI EAFE Value ETF Sharpe ratio is 0.72. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.72
1.79
EFV (iShares MSCI EAFE Value ETF)
Benchmark (^GSPC)

Dividend History

iShares MSCI EAFE Value ETF granted a 4.38% dividend yield in the last twelve months. The annual payout for that period amounted to $2.27 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.27$2.27$1.91$2.05$1.14$2.31$2.06$1.97$1.55$1.67$2.49$1.82

Dividend yield

4.38%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.28%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00
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
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
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
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
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
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
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
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
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
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
2013$1.11$0.00$0.00$0.00$0.00$0.00$0.71

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.01%
-0.95%
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 1.01%.


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 Chart

The current iShares MSCI EAFE Value ETF volatility is 2.83%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.83%
3.37%
EFV (iShares MSCI EAFE Value ETF)
Benchmark (^GSPC)

Portfolios with iShares MSCI EAFE Value ETF


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownCurrent DrawdownExpense RatioSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
Alpha Architect Robust Portfolio1.58%5.81%1.97%12.89%-48.58%-1.82%0.40%0.83
FundAdvice Ultimate Buy & Hold Portfolio-0.20%4.73%2.96%10.01%-21.19%-2.05%0.14%0.77
Larry Swedroe Simple Portfolio-0.70%5.50%2.56%11.03%-39.91%-3.57%0.20%0.42
Paul Merriman Ultimate Portfolio-0.53%6.52%3.04%17.04%-38.24%-3.87%0.16%0.51
Tim Maurer Simple Money Portfolio-0.75%4.59%2.62%10.15%-36.29%-4.34%0.23%0.66