- ISIN
- US4642888774
- CUSIP
- 464288877
- Issuer
- iShares
- Inception Date
- Aug 1, 2005
- Region
- Developed Markets (EAFE)
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI EAFE Value Index (Net)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $29B
Highlights
- Avg. Volume (1M)
- 5M
- Avg. Volume Value (1M)
- $363.40M
Share Price Chart
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Performance
EFV Performance Chart
iShares MSCI EAFE Value ETF (EFV) is up 16.3% since the beginning of the year. EFV is currently trading at $81 per share. Investors who bought $1,000 worth of EFV shares 5 years ago would now be looking at an investment worth $1,961.
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Returns By Period
iShares MSCI EAFE Value ETF (EFV) has returned 16.27% so far this year and 34.23% over the past 12 months. Over the last ten years, EFV has returned 10.63% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
iShares MSCI EAFE Value ETF
- 1D
- -0.53%
- 1M
- 3.89%
- 6M
- 10.21%
- YTD
- 16.27%
- 1Y
- 34.23%
- 3Y*
- 22.38%
- 5Y*
- 14.42%
- 10Y*
- 10.63%
- ALL TIME*
- 6.14%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
EFV Monthly Returns History
Based on dividend-adjusted daily data since Aug 5, 2005, EFV's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.
Historically, 57% of months were positive and 43% 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% | 4.36% | 1.35% | -0.07% | 5.66% | 16.27% | |||||
| 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 -1.76%, beta of 0.97, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since August 05, 2005.
- This ETF participated in 101.68% of S&P 500 Index downside but only 89.06% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.97 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
- -1.76%
- Beta
- 0.97
- R²
- 0.72
- Upside Capture
- 89.06%
- Downside Capture
- 101.68%
Expense Ratio
EFV has an expense ratio of 0.31%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EFV ranks 88 for risk / return — above 88% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EFV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.25 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 2.00 | +1.14 |
| Martin ratioReturn relative to average drawdown | 11.73 | 8.49 | +3.24 |
Dividends
Dividend History
iShares MSCI EAFE Value ETF provided a 4.52% dividend yield over the last twelve months, with an annual payout of $3.65 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 | $3.65 | $2.97 | $2.45 | $2.27 | $1.91 | $2.05 | $1.14 | $2.31 | $2.06 | $1.97 | $1.55 | $1.67 |
Dividend yield | 4.52% | 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 | $0.00 | $2.04 | $0.00 | $2.04 | |||||
| 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 0.53%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-63.94%Mar 2009 | 1y 4mo | 8y 7mo | 9y 11moNov 2007 - Oct 2017 | Financial crisis2007–2009 |
-43.16%Mar 2020 | 2y 1mo | 1y 1mo | 3y 3moJan 2018 - May 2021 | COVID crash2020 |
-25.84%Sep 2022 | 7mo 19d | 9mo 19d | 1y 5moFeb 2022 - Jul 2023 | Bear market2022 |
-14.78%Jun 2006 | 1mo 4d | 4mo 1d | 5mo 5dMay 2006 - Oct 2006 | — |
-13.72%Apr 2025 | 19d | 20d | 1mo 9dMar 2025 - Apr 2025 | 2025 selloff2025 |
Drawdown Indicators
| EFV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.94% | -56.78% | -7.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.90% | -9.10% | -1.80% |
Max Drawdown (3Y)Largest decline over 3 years | -13.72% | -18.90% | +5.18% |
Max Drawdown (5Y)Largest decline over 5 years | -25.84% | -25.43% | -0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -33.92% | -9.24% |
Current DrawdownCurrent decline from peak | -0.53% | -1.58% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -14.72% | -10.70% | -4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.14% | +0.77% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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