iShares Core MSCI EAFE ETF (IEFA)
IEFA is a passive ETF by iShares tracking the investment results of the MSCI EAFE Investable Market Index. IEFA launched on Oct 18, 2012 and has a 0.07% expense ratio.
ETF Info
ISIN | US46432F8427 |
---|---|
CUSIP | 46432F842 |
Issuer | iShares |
Inception Date | Oct 18, 2012 |
Region | Developed Markets (EAFE) |
Category | Foreign Large Cap Equities |
Index Tracked | MSCI EAFE Investable Market Index |
Home Page | www.ishares.com |
Asset Class | Equity |
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.
Share Price Chart
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Compare to other instruments
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.
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.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 5.80% | 10.04% |
1 month | 3.61% | 3.53% |
6 months | 17.85% | 22.79% |
1 year | 18.34% | 32.16% |
5 years (annualized) | 7.25% | 13.15% |
10 years (annualized) | 5.04% | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
iShares Core MSCI EAFE ETF | 1.49 | ||||
S&P 500 | 2.76 |
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.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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, 2018 | 541 | Mar 23, 2020 | 166 | Nov 16, 2020 | 707 |
-30.41% | Sep 7, 2021 | 267 | Sep 27, 2022 | 358 | Mar 1, 2024 | 625 |
-22.06% | May 18, 2015 | 187 | Feb 11, 2016 | 302 | Apr 25, 2017 | 489 |
-14.41% | Jul 7, 2014 | 128 | Jan 6, 2015 | 89 | May 14, 2015 | 217 |
-10.06% | May 22, 2013 | 23 | Jun 24, 2013 | 54 | Sep 10, 2013 | 77 |
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.