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
US46432F8427
46432F842
Oct 18, 2012
Developed Markets (EAFE)
1x
MSCI EAFE Investable Market Index
Large-Cap
Blend
Share Price Chart
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Compare to other instruments
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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 4.45% year-to-date (YTD) and 10.79% in the last 12 months. Over the past 10 years, iShares Core MSCI EAFE ETF had an annualized return of 5.22%, while the S&P 500 had an annualized return of 11.14%, indicating that iShares Core MSCI EAFE ETF did not perform as well as the benchmark.
IEFA
4.45%
-5.46%
-3.04%
10.79%
5.55%
5.22%
^GSPC (Benchmark)
24.05%
0.89%
11.19%
30.12%
13.82%
11.14%
Monthly Returns
The table below presents the monthly returns of IEFA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.68% | 2.76% | 3.37% | -3.26% | 5.08% | -2.02% | 2.95% | 3.22% | 1.11% | -5.47% | 4.45% | ||
| 2023 | 8.81% | -3.04% | 2.80% | 2.87% | -3.98% | 4.19% | 3.04% | -3.80% | -3.83% | -3.09% | 8.32% | 5.60% | 17.95% |
| 2022 | -4.06% | -3.24% | 0.32% | -6.76% | 1.68% | -8.83% | 5.44% | -6.06% | -9.64% | 5.79% | 13.16% | -1.71% | -15.24% |
| 2021 | -0.74% | 2.55% | 2.45% | 3.14% | 3.35% | -1.14% | 0.92% | 1.59% | -3.26% | 3.04% | -4.61% | 4.20% | 11.63% |
| 2020 | -2.74% | -7.90% | -14.63% | 6.29% | 5.66% | 3.27% | 2.10% | 5.26% | -1.87% | -3.52% | 13.89% | 5.25% | 8.18% |
| 2019 | 6.69% | 2.74% | 0.80% | 2.95% | -5.07% | 5.46% | -1.68% | -1.72% | 2.93% | 3.54% | 0.93% | 3.62% | 22.64% |
| 2018 | 5.21% | -4.88% | -0.39% | 1.15% | -1.52% | -1.72% | 2.45% | -1.86% | 0.58% | -8.27% | 0.34% | -5.48% | -14.14% |
| 2017 | 3.38% | 1.30% | 3.19% | 2.71% | 3.53% | 0.37% | 2.81% | 0.11% | 2.39% | 1.68% | 0.89% | 1.51% | 26.57% |
| 2016 | -5.70% | -3.16% | 7.01% | 1.99% | 0.13% | -2.60% | 4.18% | 0.39% | 1.60% | -2.36% | -1.82% | 2.58% | 1.58% |
| 2015 | 0.85% | 6.29% | -1.37% | 3.72% | 0.32% | -2.62% | 1.63% | -6.90% | -4.26% | 6.38% | -0.61% | -1.83% | 0.74% |
| 2014 | -4.87% | 6.09% | -0.42% | 1.18% | 1.60% | 0.96% | -2.57% | 0.20% | -4.10% | -0.29% | -0.02% | -3.76% | -6.32% |
| 2013 | 3.60% | -1.01% | 1.57% | 4.78% | -3.23% | -2.74% | 5.58% | -1.67% | 7.90% | 3.38% | 0.55% | 2.37% | 22.46% |
Expense Ratio
IEFA has an expense ratio of 0.07%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of IEFA is 32, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Core MSCI EAFE ETF (IEFA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares Core MSCI EAFE ETF provided a 3.16% dividend yield over the last twelve months, with an annual payout of $2.28 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.28 | $2.25 | $1.67 | $2.48 | $1.31 | $2.08 | $1.90 | $1.70 | $1.59 | $1.43 | $1.72 | $1.32 |
Dividend yield | 3.16% | 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.31 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.31 | |
| 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 | $2.25 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.33 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $1.67 |
| 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 | $2.48 |
| 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 | $1.31 |
| 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 | $2.08 |
| 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 | $1.90 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.97 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.73 | $1.70 |
| 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 | $1.59 |
| 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 | $1.43 |
| 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 | $1.72 |
| 2013 | $0.78 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.54 | $1.32 |
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.
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.
The current iShares Core MSCI EAFE ETF drawdown is 8.31%.
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 3.82%, 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.