EFA vs. XEF.TO
Compare and contrast key facts about iShares MSCI EAFE ETF (EFA) and iShares Core MSCI EAFE IMI Index ETF (XEF.TO).
EFA and XEF.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001. XEF.TO is a passively managed fund by iShares that tracks the performance of the Morningstar DM xNA GR CAD. It was launched on Apr 10, 2013. Both EFA and XEF.TO 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: EFA or XEF.TO.
Correlation
The correlation between EFA and XEF.TO is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EFA vs. XEF.TO - Performance Comparison
Key characteristics
EFA:
0.65
XEF.TO:
0.83
EFA:
1.03
XEF.TO:
1.22
EFA:
1.14
XEF.TO:
1.17
EFA:
0.81
XEF.TO:
0.90
EFA:
2.44
XEF.TO:
4.20
EFA:
4.69%
XEF.TO:
3.06%
EFA:
17.61%
XEF.TO:
15.45%
EFA:
-61.04%
XEF.TO:
-28.51%
EFA:
-0.91%
XEF.TO:
-4.06%
Returns By Period
In the year-to-date period, EFA achieves a 11.26% return, which is significantly higher than XEF.TO's 6.74% return. Over the past 10 years, EFA has underperformed XEF.TO with an annualized return of 5.19%, while XEF.TO has yielded a comparatively higher 6.61% annualized return.
EFA
11.26%
1.32%
6.74%
12.17%
12.00%
5.19%
XEF.TO
6.74%
-1.68%
6.15%
13.73%
11.24%
6.61%
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EFA vs. XEF.TO - Expense Ratio Comparison
EFA has a 0.32% expense ratio, which is higher than XEF.TO's 0.22% expense ratio.
Risk-Adjusted Performance
EFA vs. XEF.TO — Risk-Adjusted Performance Rank
EFA
XEF.TO
EFA vs. XEF.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) and iShares Core MSCI EAFE IMI Index ETF (XEF.TO). 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
EFA vs. XEF.TO - Dividend Comparison
EFA's dividend yield for the trailing twelve months is around 2.91%, more than XEF.TO's 2.58% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 2.91% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 2.58% | 2.76% | 2.75% | 2.93% | 2.42% | 1.93% | 2.72% | 2.76% | 2.10% | 2.42% | 2.42% | 5.21% |
Drawdowns
EFA vs. XEF.TO - Drawdown Comparison
The maximum EFA drawdown since its inception was -61.04%, which is greater than XEF.TO's maximum drawdown of -28.51%. Use the drawdown chart below to compare losses from any high point for EFA and XEF.TO. For additional features, visit the drawdowns tool.
Volatility
EFA vs. XEF.TO - Volatility Comparison
iShares MSCI EAFE ETF (EFA) and iShares Core MSCI EAFE IMI Index ETF (XEF.TO) have volatilities of 11.86% and 12.14%, 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.