EFA vs. EGPT

Last updated Jun 3, 2026

EFA (iShares MSCI EAFE ETF) and EGPT (VanEck Vectors Egypt Index ETF) are both exchange-traded funds - EFA is a Foreign Large Cap Equities fund tracking the MSCI EAFE Index (Net), while EGPT is a Emerging Markets Equities fund tracking the MVIS Egypt Index. Both are passively managed. At a 0.29 correlation, their price movements are largely independent. EFA charges 0.32%/yr vs 0.98%/yr for EGPT.

Performance

EFA vs. EGPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE ETF (EFA) and VanEck Vectors Egypt Index ETF (EGPT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EFA

• 1D: 0.56%
• 1M: 2.86%
• YTD: 9.36%
• 6M: 12.50%
• 1Y: 21.18%
• 3Y*: 16.77%
• 5Y*: 8.66%
• 10Y*: 9.21%

EGPT

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EFA vs. EGPT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EFA iShares MSCI EAFE ETF	9.36%	31.55%	3.49%	18.36%	-14.39%	11.45%	7.60%	22.04%	-13.82%	25.07%
EGPT VanEck Vectors Egypt Index ETF	0.00%	0.00%	-11.22%	27.27%	-24.66%	11.31%	-11.53%	6.80%	-13.88%	24.83%

Correlation

The correlation between EFA and EGPT is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (10Y) Calculated over the trailing 10-year period	0.25
Correlation (All Time) Calculated using the full available price history since Feb 19, 2010	0.29

The correlation between EFA and EGPT shifts across timeframes, from 0.05 (3 years) to 0.29 (all time), reflecting how their relationship changes across market environments.

EFA vs. EGPT - Sectors Allocation Comparison

Sectors	EFA	EGPT
Financial Services	24.6%	10.5%
Industrials	19.9%	6.9%
Healthcare	10.6%	2.0%
Technology	10.4%	8.0%
Consumer Cyclical	7.6%	3.5%
Consumer Defensive	6.7%	10.0%
Basic Materials	5.9%	23.4%
Communication Services	4.5%	4.2%
Energy	4.0%	1.1%
Utilities	4.0%	-
Real Estate	1.9%	30.5%

Return for Risk

EFA vs. EGPT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EFA

EFA Risk / Return Rank: 41
EFA Sharpe Ratio Rank: 39
EFA Sortino Ratio Rank: 40
EFA Omega Ratio Rank: 40
EFA Calmar Ratio Rank: 39
EFA Martin Ratio Rank: 45

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EFA vs. EGPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) and VanEck Vectors Egypt Index ETF (EGPT). 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.

	EFA	EGPT	Difference
Sharpe ratio Return per unit of total volatility	1.42	—	—
Sortino ratio Return per unit of downside risk	2.05	—	—
Omega ratio Gain probability vs. loss probability	1.26	—	—
Calmar ratio Return relative to maximum drawdown	1.97	—	—
Martin ratio Return relative to average drawdown	7.39	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	EFA	EGPT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.42	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	—	—

Drawdowns

Drawdown Indicators

	EFA	EGPT	Difference
Max Drawdown Largest peak-to-trough decline	-61.04%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-11.42%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.05%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.53%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.19%	—	—
Current Drawdown Current decline from peak	-0.61%	—	—
Average Drawdown Average peak-to-trough decline	-11.94%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.04%	—	—

Volatility

Volatility by Period

	EFA	EGPT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.12%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.49%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.06%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.48%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.26%	—	—

EFA vs. EGPT - Expense Ratio Comparison

EFA has a 0.32% expense ratio, which is lower than EGPT's 0.98% expense ratio.

Dividends

EFA vs. EGPT - Dividend Comparison

EFA's dividend yield for the trailing twelve months is around 3.09%, while EGPT has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFA iShares MSCI EAFE ETF	3.09%	3.38%	3.24%	2.98%	2.69%	3.33%	2.13%	3.10%	3.39%	2.57%	3.07%	2.76%
EGPT VanEck Vectors Egypt Index ETF	0.00%	0.00%	0.15%	6.02%	1.32%	2.45%	2.50%	2.09%	1.72%	0.77%	1.60%	1.59%

Frequently Asked Questions

Can I hold both EFA and EGPT in my portfolio?

EFA and EGPT have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EFA or EGPT?

On fees, EFA is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EFA or EGPT?

EFA is cheaper with a 0.32% expense ratio, compared with 0.98% for EGPT.

Which ETF pays a higher dividend yield, EFA or EGPT?

EFA has the higher dividend yield at 3.09%, compared with 0.00% for EGPT.

What is the main difference between EFA and EGPT?

EFA is categorized as Foreign Large Cap Equities, while EGPT is Emerging Markets Equities. EFA tracks MSCI EAFE Index (Net), while EGPT tracks MVIS Egypt Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.32% for EFA and 0.98% for EGPT.