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iShares Core MSCI EAFE ETF (IEFA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46432F8427
CUSIP46432F842
IssueriShares
Inception DateOct 18, 2012
RegionDeveloped Markets (EAFE)
CategoryForeign Large Cap Equities
Index TrackedMSCI EAFE Investable Market Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The iShares Core MSCI EAFE ETF has an expense ratio of 0.07% which is considered to be low.


0.50%1.00%1.50%2.00%0.07%

Share Price Chart


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Compare to other instruments

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

iShares Core MSCI EAFE ETF

Popular comparisons: IEFA vs. EFA, IEFA vs. VEA, IEFA vs. VXUS, IEFA vs. IXUS, IEFA vs. IDEV, IEFA vs. IEMG, IEFA vs. FSPSX, IEFA vs. IJH, IEFA vs. SCZ, IEFA vs. ONEQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Core MSCI EAFE ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%OctoberNovemberDecember2024FebruaryMarch
110.41%
266.05%
IEFA (iShares Core MSCI EAFE ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Core MSCI EAFE ETF had a return of 5.80% year-to-date (YTD) and 18.34% in the last 12 months. Over the past 10 years, iShares Core MSCI EAFE ETF had an annualized return of 5.04%, while the S&P 500 had an annualized return of 10.96%, indicating that iShares Core MSCI EAFE ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.80%10.04%
1 month3.61%3.53%
6 months17.85%22.79%
1 year18.34%32.16%
5 years (annualized)7.25%13.15%
10 years (annualized)5.04%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.68%2.76%
2023-3.80%-3.83%-3.09%8.32%5.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for iShares Core MSCI EAFE ETF (IEFA) 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
IEFA
iShares Core MSCI EAFE ETF
1.49
^GSPC
S&P 500
2.76

Sharpe Ratio

The current iShares Core MSCI EAFE ETF Sharpe ratio is 1.49. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.49
2.76
IEFA (iShares Core MSCI EAFE ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Core MSCI EAFE ETF granted a 3.03% dividend yield in the last twelve months. The annual payout for that period amounted to $2.25 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.25$2.25$1.67$2.48$1.31$2.08$1.90$1.70$1.59$1.43$1.72$1.32

Dividend yield

3.03%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%3.10%2.16%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Core MSCI EAFE ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$1.28$0.00$0.00$0.00$0.00$0.00$0.97
2022$0.00$0.00$0.00$0.00$0.00$1.33$0.00$0.00$0.00$0.00$0.00$0.33
2021$0.00$0.00$0.00$0.00$0.00$1.09$0.00$0.00$0.00$0.00$0.00$1.39
2020$0.00$0.00$0.00$0.00$0.00$0.70$0.00$0.00$0.00$0.00$0.00$0.61
2019$0.00$0.00$0.00$0.00$0.00$1.20$0.00$0.00$0.00$0.00$0.00$0.88
2018$0.00$0.00$0.00$0.00$0.00$1.15$0.00$0.00$0.00$0.00$0.00$0.75
2017$0.00$0.00$0.00$0.00$0.00$0.96$0.00$0.00$0.00$0.00$0.00$0.73
2016$0.00$0.00$0.00$0.00$0.00$1.00$0.00$0.00$0.00$0.00$0.00$0.59
2015$0.00$0.00$0.00$0.00$0.00$1.00$0.00$0.00$0.00$0.00$0.00$0.43
2014$0.00$0.00$0.00$0.00$0.00$1.17$0.00$0.00$0.00$0.00$0.00$0.55
2013$0.78$0.00$0.00$0.00$0.00$0.00$0.54

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
IEFA (iShares Core MSCI EAFE ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Core MSCI EAFE 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 Core MSCI EAFE ETF was 34.78%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.78%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-30.41%Sep 7, 2021267Sep 27, 2022358Mar 1, 2024625
-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

Volatility

Volatility Chart

The current iShares Core MSCI EAFE ETF volatility is 2.73%, 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%OctoberNovemberDecember2024FebruaryMarch
2.73%
2.82%
IEFA (iShares Core MSCI EAFE ETF)
Benchmark (^GSPC)