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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


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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 $20,145 for a total return of roughly 101.45%. 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
1M0.16%
6M9.32%
YTD10.91%
1Y27.89%
5Y9.92%
10Y8.34%

IEFAMonthly Returns Heatmap


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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 1.96. A Sharpe ratio greater than 1.0 is considered acceptable.

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 2.25% dividend yield in the last twelve months, as of Jul 31, 2021. The annual payout for that period amounted to $1.70 per share.


PeriodTTM202020192018201720162015201420132012
Dividend$1.70$1.31$2.08$1.90$1.70$1.59$1.43$1.72$1.32$0.17

Dividend yield

2.25%1.90%3.18%3.46%2.57%2.96%2.63%3.10%2.16%0.34%

IEFADrawdowns Chart

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


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 iShares Core MSCI EAFE ETF 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
-5.32%Jun 16, 202123Jul 19, 2021
-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

IEFAVolatility Chart

Current iShares Core MSCI EAFE ETF volatility is 10.31%. 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)

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