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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.
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Returns By Period
iShares MSCI EAFE Value ETF (EFV) has returned 4.12% so far this year and 31.82% over the past 12 months. Over the last ten years, EFV has returned 9.63% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
iShares MSCI EAFE Value ETF
- 1D
- 2.75%
- 1M
- -6.78%
- YTD
- 4.12%
- 6M
- 12.10%
- 1Y
- 31.82%
- 3Y*
- 20.57%
- 5Y*
- 12.40%
- 10Y*
- 9.63%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Aug 5, 2005, EFV's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, your investment would double in approximately 9.7 years.
Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +17.9%, while the worst month was Oct 2008 at -19.8%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 7 months.
On a daily basis, EFV closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +15.8%, while the worst single day was Sep 29, 2008 at -12.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.50% | 5.87% | -6.78% | 4.12% | |||||||||
| 2025 | 4.55% | 4.45% | 2.86% | 3.43% | 4.40% | 1.92% | -0.24% | 5.73% | 1.30% | 0.90% | 2.67% | 3.93% | 42.22% |
| 2024 | -1.07% | 1.18% | 4.31% | -1.71% | 5.24% | -3.06% | 4.07% | 2.95% | 1.23% | -4.61% | -0.24% | -2.52% | 5.35% |
| 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% |
Benchmark Metrics
iShares MSCI EAFE Value ETF has an annualized alpha of -1.73%, beta of 0.98, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since August 08, 2005.
- This ETF participated in 103.40% of S&P 500 Index downside but only 90.92% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.98 and R² of 0.72, 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
- -1.73%
- Beta
- 0.98
- R²
- 0.72
- Upside Capture
- 90.92%
- Downside Capture
- 103.40%
Expense Ratio
EFV has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EFV ranks 88 for risk / return — in the top 88% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and compare them to a chosen benchmark (S&P 500 Index).
| EFV | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.89 | 0.90 | +0.99 |
Sortino ratioReturn per unit of downside risk | 2.54 | 1.39 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.21 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 1.40 | +1.32 |
Martin ratioReturn relative to average drawdown | 10.58 | 6.61 | +3.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore EFV risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
iShares MSCI EAFE Value ETF provided a 4.00% dividend yield over the last twelve months, with an annual payout of $2.97 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 | $2.97 | $2.97 | $2.45 | $2.27 | $1.91 | $2.05 | $1.14 | $2.31 | $2.06 | $1.97 | $1.55 | $1.67 |
Dividend yield | 4.00% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.36 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.61 | $2.97 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.54 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.91 | $2.45 |
| 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 | $1.91 |
| 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 |
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.
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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 6.99%.
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 |
| -13.72% | Mar 20, 2025 | 14 | Apr 8, 2025 | 13 | Apr 28, 2025 | 27 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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