EEMV vs. EFAV
Compare and contrast key facts about iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) and iShares Edge MSCI Min Vol EAFE ETF (EFAV).
EEMV and EFAV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EEMV is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Minimum Volatility Index. It was launched on Oct 18, 2011. EFAV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Minimum Volatility Index. It was launched on Oct 18, 2011. Both EEMV and EFAV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EEMV or EFAV.
Correlation
The correlation between EEMV and EFAV is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EEMV vs. EFAV - Performance Comparison
Key characteristics
EEMV:
0.84
EFAV:
1.65
EEMV:
1.23
EFAV:
2.25
EEMV:
1.17
EFAV:
1.31
EEMV:
0.76
EFAV:
2.29
EEMV:
2.24
EFAV:
5.68
EEMV:
4.21%
EFAV:
3.49%
EEMV:
11.28%
EFAV:
12.05%
EEMV:
-31.56%
EFAV:
-27.56%
EEMV:
-4.74%
EFAV:
-0.39%
Returns By Period
In the year-to-date period, EEMV achieves a 1.57% return, which is significantly lower than EFAV's 14.62% return. Over the past 10 years, EEMV has underperformed EFAV with an annualized return of 1.79%, while EFAV has yielded a comparatively higher 4.58% annualized return.
EEMV
1.57%
0.44%
-1.21%
9.32%
6.39%
1.79%
EFAV
14.62%
4.35%
10.62%
20.77%
7.59%
4.58%
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EEMV vs. EFAV - Expense Ratio Comparison
EEMV has a 0.25% expense ratio, which is higher than EFAV's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
EEMV vs. EFAV — Risk-Adjusted Performance Rank
EEMV
EFAV
EEMV vs. EFAV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) and iShares Edge MSCI Min Vol EAFE ETF (EFAV). 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.
Dividends
EEMV vs. EFAV - Dividend Comparison
EEMV's dividend yield for the trailing twelve months is around 3.45%, more than EFAV's 2.82% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 3.45% | 3.50% | 2.75% | 1.93% | 2.14% | 2.45% | 2.63% | 2.46% | 2.34% | 2.79% | 2.55% | 2.71% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 2.82% | 3.24% | 3.07% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% | 3.57% |
Drawdowns
EEMV vs. EFAV - Drawdown Comparison
The maximum EEMV drawdown since its inception was -31.56%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for EEMV and EFAV. For additional features, visit the drawdowns tool.
Volatility
EEMV vs. EFAV - Volatility Comparison
iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) and iShares Edge MSCI Min Vol EAFE ETF (EFAV) have volatilities of 7.23% and 7.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.