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 |
| ETF 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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Performance
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.
Compare to other instruments
Popular comparisons: IEFA vs. EFA, IEFA vs. VXUS, IEFA vs. VEA, IEFA vs. IXUS, IEFA vs. IDEV, IEFA vs. IEMG, IEFA vs. IJH, IEFA vs. SCZ, IEFA vs. ONEQ, IEFA vs. EIMI.L
Return
iShares Core MSCI EAFE ETF had a return of 10.12% year-to-date (YTD) and 6.22% in the last 12 months. Over the past 10 years, iShares Core MSCI EAFE ETF had an annualized return of 5.41%, while the S&P 500 had an annualized return of 10.30%, indicating that iShares Core MSCI EAFE ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -0.28% | 5.45% |
| Year-To-Date | 10.12% | 11.53% |
| 6 months | 7.22% | 5.17% |
| 1 year | 6.22% | 4.23% |
| 5 years (annualized) | 3.42% | 9.30% |
| 10 years (annualized) | 5.41% | 10.30% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 8.81% | -3.04% | 2.80% | 2.87% | -3.98% | |||||||
| 2022 | 13.16% | -1.71% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EAFE ETF (IEFA) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that 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 | |
|---|---|---|---|---|---|
IEFA iShares Core MSCI EAFE ETF | 0.34 | ||||
^GSPC S&P 500 | 0.21 |
Dividend History
iShares Core MSCI EAFE ETF granted a 2.46% dividend yield in the last twelve months. The annual payout for that period amounted to $1.67 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.67 | $1.67 | $2.48 | $1.31 | $2.08 | $1.90 | $1.70 | $1.59 | $1.43 | $1.72 | $1.32 | $0.17 |
Dividend yield | 2.46% | 2.70% | 3.40% | 2.01% | 3.45% | 3.88% | 2.96% | 3.52% | 3.21% | 3.88% | 2.79% | 0.44% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 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 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.78 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.54 |
| 2012 | $0.17 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst 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 34.78%, recorded on Mar 23, 2020. It took 166 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.78% | Jan 29, 2018 | 541 | Mar 23, 2020 | 166 | Nov 16, 2020 | 707 |
| -30.41% | Sep 7, 2021 | 267 | Sep 27, 2022 | — | — | — |
| -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 Chart
The current iShares Core MSCI EAFE ETF volatility is 4.11%, 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.
Alternatives
Portfolios with iShares Core MSCI EAFE ETF
| Portfolio Name | YTD Return | 10Y Return | Div. Yield | 10Y Volatility | Max. Drawdown | Expense Ratio | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Pinwheel Portfolio | 5.53% | 5.67% | 2.34% | 11.14% | -23.65% | 0.09% | 0.03 |