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iShares Core MSCI EAFE ETF (IEFA)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46432F8427
CUSIP46432F842
IssueriShares
Inception DateOct 18, 2012
RegionDeveloped Markets (EAFE)
CategoryForeign Large Cap Equities
Index TrackedMSCI EAFE Investable Market Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

IEFA has an expense ratio of 0.07%, which is considered low compared to other funds.


Expense ratio chart for IEFA: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Core MSCI EAFE ETF

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.


100.00%150.00%200.00%250.00%300.00%FebruaryMarchAprilMayJuneJuly
112.83%
283.94%
IEFA (iShares Core MSCI EAFE ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Core MSCI EAFE ETF had a return of 7.02% year-to-date (YTD) and 10.61% in the last 12 months. Over the past 10 years, iShares Core MSCI EAFE ETF had an annualized return of 4.77%, while the S&P 500 had an annualized return of 10.77%, indicating that iShares Core MSCI EAFE ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date7.02%15.41%
1 month1.62%0.33%
6 months9.29%13.74%
1 year10.61%21.39%
5 years (annualized)6.86%13.11%
10 years (annualized)4.77%10.77%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.68%2.76%3.37%-3.26%5.08%-2.02%7.02%
20238.81%-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%
20196.69%2.74%0.80%2.95%-5.07%5.46%-1.68%-1.72%2.93%3.54%0.93%3.62%22.64%
20185.21%-4.88%-0.39%1.15%-1.52%-1.72%2.45%-1.86%0.58%-8.27%0.34%-5.48%-14.14%
20173.38%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%
20150.85%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%
20133.60%-1.01%1.57%4.78%-3.23%-2.74%5.58%-1.67%7.90%3.38%0.55%2.37%22.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IEFA is 40, 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.


The Risk-Adjusted Performance Rank of IEFA is 4040
IEFA (iShares Core MSCI EAFE ETF)
The Sharpe Ratio Rank of IEFA is 4040Sharpe Ratio Rank
The Sortino Ratio Rank of IEFA is 3939Sortino Ratio Rank
The Omega Ratio Rank of IEFA is 3838Omega Ratio Rank
The Calmar Ratio Rank of IEFA is 4444Calmar Ratio Rank
The Martin Ratio Rank of IEFA is 3838Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


IEFA
Sharpe ratio
The chart of Sharpe ratio for IEFA, currently valued at 0.83, compared to the broader market0.002.004.006.000.83
Sortino ratio
The chart of Sortino ratio for IEFA, currently valued at 1.25, compared to the broader market0.005.0010.0015.001.25
Omega ratio
The chart of Omega ratio for IEFA, currently valued at 1.15, compared to the broader market1.002.003.001.15
Calmar ratio
The chart of Calmar ratio for IEFA, currently valued at 0.61, compared to the broader market0.005.0010.0015.0020.000.61
Martin ratio
The chart of Martin ratio for IEFA, currently valued at 2.43, compared to the broader market0.0050.00100.00150.002.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0050.00100.00150.006.82

Sharpe Ratio

The current iShares Core MSCI EAFE ETF Sharpe ratio is 0.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Core MSCI EAFE ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.83
1.82
IEFA (iShares Core MSCI EAFE ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Core MSCI EAFE ETF granted a 3.08% dividend yield in the last twelve months. The annual payout for that period amounted to $2.28 per share.


PeriodTTM20232022202120202019201820172016201520142013
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

3.08%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$1.31$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$0.33$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$0.96$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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.30%
-2.86%
IEFA (iShares Core MSCI EAFE ETF)
Benchmark (^GSPC)

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 2.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.78%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-30.41%Sep 7, 2021267Sep 27, 2022358Mar 1, 2024625
-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

Volatility Chart

The current iShares Core MSCI EAFE ETF volatility is 3.17%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
3.17%
2.76%
IEFA (iShares Core MSCI EAFE ETF)
Benchmark (^GSPC)