PortfoliosLab logo

iShares Core MSCI EAFE ETF

IEFA
ETF · Currency in USD
ISIN
US46432F8427
CUSIP
46432F842
Issuer
iShares
Inception Date
Oct 18, 2012
Region
Developed Markets (EAFE)
Category
Foreign Large Cap Equities
Expense Ratio
0.07%
Index Tracked
MSCI EAFE Investable Market Index
ETF Home Page
www.ishares.com
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

IEFAPrice Chart


Click Calculate to get results
S&P 500

IEFAPerformance

The chart shows the growth of $10,000 invested in iShares Core MSCI EAFE ETF on Oct 25, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,507 for a total return of roughly 95.07%. All prices are adjusted for splits and dividends.


IEFA (iShares Core MSCI EAFE ETF)
Benchmark (S&P 500)

IEFAReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M2.02%
YTD7.40%
6M22.78%
1Y49.65%
5Y9.67%
10Y8.24%

IEFAMonthly Returns Heatmap


Click Calculate to get results

IEFASharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares Core MSCI EAFE ETF Sharpe ratio is 2.64. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


IEFA (iShares Core MSCI EAFE ETF)
Benchmark (S&P 500)

IEFADividends

iShares Core MSCI EAFE ETF granted a 1.77% dividend yield in the last twelve months, as of Apr 11, 2021. The annual payout for that period amounted to $1.31 per share.


PeriodTTM202020192018201720162015201420132012
Dividend$1.31$1.31$2.08$1.90$1.70$1.59$1.43$1.72$1.32$0.17
Dividend yield
1.77%1.90%3.18%3.46%2.57%2.96%2.63%3.10%2.16%0.34%

IEFADrawdowns Chart


IEFA (iShares Core MSCI EAFE ETF)
Benchmark (S&P 500)

IEFAWorst Drawdowns

The table below shows the maximum drawdowns of the iShares Core MSCI EAFE ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 34.79%, recorded on Mar 23, 2020. It took 166 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-34.79%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-22.06%May 18, 2015187Feb 11, 2016302Apr 25, 2017489
-14.41%Jul 7, 2014128Jan 6, 201589May 14, 2015217
-10.06%May 22, 201323Jun 24, 201354Sep 10, 201377
-6.74%Jan 22, 20149Feb 3, 201414Feb 24, 201423
-4.42%Jan 11, 202114Jan 29, 20217Feb 9, 202121
-4.27%Mar 7, 20146Mar 14, 201432Apr 30, 201438
-4.02%Oct 23, 201337Dec 13, 20139Dec 27, 201346
-3.92%Nov 2, 201210Nov 15, 20125Nov 23, 201215
-3.63%Feb 17, 20218Feb 26, 202113Mar 17, 202121

IEFAVolatility Chart

Current iShares Core MSCI EAFE ETF volatility is 13.51%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


IEFA (iShares Core MSCI EAFE ETF)
Benchmark (S&P 500)

Portfolios with iShares Core MSCI EAFE ETF


Loading data...

More Tools for iShares Core MSCI EAFE ETF