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iShares Core MSCI EAFE ETF (IEFA)

ETF · Currency in USD · Last updated Jun 3, 2023

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

ISINUS46432F8427
CUSIP46432F842
IssueriShares
Inception DateOct 18, 2012
RegionDeveloped Markets (EAFE)
CategoryForeign Large Cap Equities
Index TrackedMSCI EAFE Investable Market Index
ETF 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.


0.07%
0.00%2.15%

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.


-5.00%0.00%5.00%10.00%2023FebruaryMarchAprilMayJune
8.70%
7.09%
IEFA (iShares Core MSCI EAFE ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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

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.


PeriodReturnBenchmark
1 month-0.28%5.45%
Year-To-Date10.12%11.53%
6 months7.22%5.17%
1 year6.22%4.23%
5 years (annualized)3.42%9.30%
10 years (annualized)5.41%10.30%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20238.81%-3.04%2.80%2.87%-3.98%
202213.16%-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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IEFA
iShares Core MSCI EAFE ETF
0.34
^GSPC
S&P 500
0.21

Sharpe 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 0.34. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.502023FebruaryMarchAprilMayJune
0.34
0.21
IEFA (iShares Core MSCI EAFE ETF)
Benchmark (^GSPC)

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.


PeriodTTM20222021202020192018201720162015201420132012
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-20.00%-15.00%-10.00%2023FebruaryMarchAprilMayJune
-9.23%
-10.72%
IEFA (iShares Core MSCI EAFE ETF)
Benchmark (^GSPC)

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, 2018541Mar 23, 2020166Nov 16, 2020707
-30.41%Sep 7, 2021267Sep 27, 2022
-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 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.


3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMayJune
4.11%
3.77%
IEFA (iShares Core MSCI EAFE ETF)
Benchmark (^GSPC)

Alternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. YieldMax. DrawdownSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
EFAAug 14, 20010.32%10.7%4.9%2.4%-61.0%0.4
IXUSOct 18, 20120.09%8.4%4.5%2.3%-36.2%0.1
VEAJul 20, 20070.05%10.0%5.1%3.0%-60.7%0.3
VXUSJan 26, 20110.07%8.4%4.5%3.1%-36.0%0.1

Portfolios with iShares Core MSCI EAFE ETF


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownExpense RatioSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
Pinwheel Portfolio5.53%5.67%2.34%11.14%-23.65%0.09%0.03