PortfoliosLab logoPortfoliosLab logo
EFA vs. IEAC.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EFA vs. IEAC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE ETF (EFA) and iShares Core € Corp Bond UCITS ETF (IEAC.AS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EFA is traded in USD, while IEAC.AS is traded in EUR. To make them comparable, the IEAC.AS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EFA achieves a 7.13% return, which is significantly higher than IEAC.AS's -0.58% return. Over the past 10 years, EFA has outperformed IEAC.AS with an annualized return of 9.28%, while IEAC.AS has yielded a comparatively lower 1.24% annualized return.


EFA

1D
0.61%
1M
-1.04%
YTD
7.13%
6M
9.67%
1Y
18.74%
3Y*
15.87%
5Y*
8.03%
10Y*
9.28%

IEAC.AS

1D
0.21%
1M
-1.08%
YTD
-0.58%
6M
0.68%
1Y
4.02%
3Y*
7.44%
5Y*
-0.86%
10Y*
1.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFA vs. IEAC.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFA
iShares MSCI EAFE ETF
7.13%31.55%3.49%18.36%-14.39%11.45%7.60%22.04%-13.82%25.07%
IEAC.AS
iShares Core € Corp Bond UCITS ETF
-0.58%16.90%-2.06%11.14%-18.82%-7.76%11.63%4.22%-6.12%16.65%

Correlation

The correlation between EFA and IEAC.AS is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since May 7, 2009

0.45

The correlation between EFA and IEAC.AS shifts across timeframes, from 0.45 (all time) to 0.58 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

EFA vs. IEAC.AS — Risk / Return Rank

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

EFA
EFA Risk / Return Rank: 3838
Overall Rank
EFA Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EFA Sortino Ratio Rank: 3737
Sortino Ratio Rank
EFA Omega Ratio Rank: 3737
Omega Ratio Rank
EFA Calmar Ratio Rank: 3636
Calmar Ratio Rank
EFA Martin Ratio Rank: 4141
Martin Ratio Rank

IEAC.AS
IEAC.AS Risk / Return Rank: 2020
Overall Rank
IEAC.AS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IEAC.AS Sortino Ratio Rank: 2020
Sortino Ratio Rank
IEAC.AS Omega Ratio Rank: 2020
Omega Ratio Rank
IEAC.AS Calmar Ratio Rank: 1919
Calmar Ratio Rank
IEAC.AS Martin Ratio Rank: 2222
Martin Ratio Rank
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. IEAC.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) and iShares Core € Corp Bond UCITS ETF (IEAC.AS). 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.


EFAIEAC.ASDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.23

1.09

+0.13

Calmar ratioReturn relative to maximum drawdown

1.65

0.57

+1.07

Martin ratioReturn relative to average drawdown

6.15

1.58

+4.58

EFA vs. IEAC.AS - Sharpe Ratio Comparison

The current EFA Sharpe Ratio is 1.23, which is higher than the IEAC.AS Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of EFA and IEAC.AS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


EFAIEAC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.23

0.49

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

-0.09

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.14

+0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.24

+0.07

Drawdowns

EFA vs. IEAC.AS - Drawdown Comparison

The maximum EFA drawdown since its inception was -61.04%, which is greater than IEAC.AS's maximum drawdown of -34.76%. Use the drawdown chart below to compare losses from any high point for EFA and IEAC.AS.


Loading charts...

Drawdown Indicators


EFAIEAC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-61.04%

-34.76%

-26.28%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-6.52%

-4.90%

Max Drawdown (3Y)

Largest decline over 3 years

-14.05%

-8.38%

-5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-29.53%

-33.53%

+4.00%

Max Drawdown (10Y)

Largest decline over 10 years

-34.19%

-34.76%

+0.57%

Current Drawdown

Current decline from peak

-2.63%

-6.16%

+3.53%

Average Drawdown

Average peak-to-trough decline

-11.93%

-9.92%

-2.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.38%

+0.67%

Volatility

EFA vs. IEAC.AS - Volatility Comparison

iShares MSCI EAFE ETF (EFA) has a higher volatility of 4.54% compared to iShares Core € Corp Bond UCITS ETF (IEAC.AS) at 2.00%. This indicates that EFA's price experiences larger fluctuations and is considered to be riskier than IEAC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EFAIEAC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.54%

2.00%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

12.82%

5.72%

+7.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.31%

7.61%

+7.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.52%

9.28%

+7.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.28%

8.69%

+8.59%

EFA vs. IEAC.AS - Expense Ratio Comparison

EFA has a 0.32% expense ratio, which is higher than IEAC.AS's 0.20% expense ratio.


Dividends

EFA vs. IEAC.AS - Dividend Comparison

EFA's dividend yield for the trailing twelve months is around 3.16%, less than IEAC.AS's 3.33% yield.


PositionTTM20252024202320222021202020192018201720162015
EFA
iShares MSCI EAFE ETF
3.16%3.38%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%
IEAC.AS
iShares Core € Corp Bond UCITS ETF
3.33%3.29%3.39%2.51%0.84%0.81%0.84%1.10%0.98%1.52%1.66%0.90%

Frequently Asked Questions


EFA and IEAC.AS have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEAC.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEAC.AS is cheaper with a 0.20% expense ratio, compared with 0.32% for EFA.

EFA is categorized as Foreign Large Cap Equities, while IEAC.AS is Corporate Bonds. EFA tracks MSCI EAFE Index (Net), while IEAC.AS tracks Bloomberg Euro Corporate Bond Index. Their fees differ too: 0.32% for EFA and 0.20% for IEAC.AS.

Portfolio Optimizer

Find the right allocation for EFA and IEAC.AS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer