- Issuer
- iShares
- Inception Date
- Aug 14, 2001
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- iShares MSCI EAFE Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
IVE.AX Performance Chart
iShares MSCI EAFE ETF (AU) (IVE.AX) is up 5.3% since the beginning of the year. IVE.AX is currently trading at A$147 per share. Investors who bought A$1,000 worth of IVE.AX shares 5 years ago would now be looking at an investment worth A$1,622.
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Returns By Period
iShares MSCI EAFE ETF (AU) (IVE.AX) has returned 5.33% so far this year and 13.07% over the past 12 months. Over the last ten years, IVE.AX has returned 10.14% per year, falling short of the S&P 500 Index benchmark, which averaged 14.27% annually.
iShares MSCI EAFE ETF (AU)
- 1D
- 0.23%
- 1M
- 0.41%
- 6M
- 2.52%
- YTD
- 5.33%
- 1Y
- 13.07%
- 3Y*
- 13.56%
- 5Y*
- 10.15%
- 10Y*
- 10.14%
Benchmark (S&P 500 Index)
- 1D
- 0.12%
- 1M
- 1.38%
- 6M
- 4.49%
- YTD
- 5.58%
- 1Y
- 12.98%
- 3Y*
- 18.01%
- 5Y*
- 13.12%
- 10Y*
- 14.27%
IVE.AX Monthly Returns History
Based on dividend-adjusted daily data since Oct 10, 2007, IVE.AX's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, an investment would double in approximately 12.1 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +10.8%, while the worst month was Jan 2008 at -11.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, IVE.AX closed higher 52% of trading days. The best single day was Oct 14, 2008 with a return of +7.5%, while the worst single day was Oct 16, 2008 at -8.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.40% | 2.78% | -7.11% | 1.54% | 4.93% | 3.77% | -0.62% | 5.33% | |||||
| 2025 | 5.00% | 1.44% | 0.39% | 1.47% | 4.42% | 0.54% | 0.26% | 2.46% | 0.31% | 2.71% | 0.35% | 0.47% | 21.53% |
| 2024 | 3.05% | 3.42% | 3.24% | -2.02% | 1.23% | -1.47% | 3.89% | -0.29% | -0.39% | -0.70% | -0.32% | 1.35% | 11.29% |
| 2023 | 3.26% | 2.78% | 2.35% | 4.36% | -1.38% | 0.36% | 3.92% | -0.05% | -3.79% | -2.19% | 4.68% | 1.77% | 16.82% |
| 2022 | -1.34% | -6.40% | -0.10% | -2.56% | 0.82% | -5.81% | 3.57% | -1.85% | -5.17% | 7.73% | 6.19% | -0.41% | -6.23% |
| 2021 | -0.77% | 0.23% | 4.30% | 1.89% | 2.95% | 2.28% | 2.52% | 3.28% | -1.46% | -2.32% | 1.89% | 1.22% | 16.98% |
Benchmark Metrics
iShares MSCI EAFE ETF (AU) has an annualized alpha of 5.31%, beta of 0.07, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since October 10, 2007.
- This ETF participated in 78.30% of S&P 500 Index downside but only 59.64% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.07 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 5.31%
- Beta
- 0.07
- R²
- 0.01
- Upside Capture
- 59.64%
- Downside Capture
- 78.30%
Return for Risk
Risk / Return Rank
IVE.AX ranks 35 for risk / return — below 35% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares MSCI EAFE ETF (AU) (IVE.AX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IVE.AX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.11 | +0.17 |
| Martin ratioReturn relative to average drawdown | 4.35 | 3.10 | +1.25 |
Dividends
Dividend History
iShares MSCI EAFE ETF (AU) provided a 3.59% dividend yield over the last twelve months, with an annual payout of A$5.27 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | A$5.27 | A$5.04 | A$1.93 | A$3.07 | A$3.65 | A$3.78 | A$2.43 | A$4.77 | A$2.86 | A$1.06 |
Dividend yield | 3.59% | 3.54% | 1.59% | 2.76% | 3.74% | 3.49% | 2.53% | 4.82% | 3.37% | 1.17% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares MSCI EAFE ETF (AU). 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$3.08 | A$3.08 | |||||
| 2025 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$2.86 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$2.19 | A$5.04 |
| 2024 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$1.93 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$1.93 |
| 2023 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$3.07 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$3.07 |
| 2022 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$3.22 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.43 | A$3.65 |
| 2021 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$2.13 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$1.65 | A$3.78 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares MSCI EAFE ETF (AU). 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 MSCI EAFE ETF (AU) was 45.63%, occurring on Sep 12, 2011. Recovery took 865 trading sessions.
The current iShares MSCI EAFE ETF (AU) drawdown is 1.65%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-45.63%Sep 2011 | 3y 9mo | 3y 5mo | 7y 2moDec 2007 - Feb 2015 | — |
-24.20%Mar 2020 | 18d | 1y 25d | 1y 1moFeb 2020 - Apr 2021 | COVID crash2020 |
-20.88%Jun 2016 | 11mo 8d | 11mo 12d | 1y 10moJul 2015 - Jun 2017 | — |
-19.28%Sep 2022 | 8mo 24d | 6mo 6d | 1y 2moJan 2022 - Mar 2023 | Bear market2022 |
-12.90%Dec 2018 | 2mo 24d | 4mo 1d | 6mo 25dOct 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
Drawdown Indicators
| IVE.AX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.63% | -41.07% | -4.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.66% | -11.69% | +1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -10.66% | -17.74% | +7.08% |
Max Drawdown (5Y)Largest decline over 5 years | -19.28% | -22.01% | +2.73% |
Max Drawdown (10Y)Largest decline over 10 years | -24.20% | -24.71% | +0.51% |
Current DrawdownCurrent decline from peak | -1.65% | -0.60% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -13.68% | -11.02% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 4.20% | -1.02% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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