EFAV vs. EEMV
Compare and contrast key facts about iShares Edge MSCI Min Vol EAFE ETF (EFAV) and iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV).
EFAV and EEMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 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. Both EFAV and EEMV 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: EFAV or EEMV.
Key characteristics
| EFAV | EEMV | |
|---|---|---|
| YTD Return | 0.72% | 1.55% |
| 1Y Return | 2.41% | 4.17% |
| 3Y Return (Ann) | 0.69% | -1.60% |
| 5Y Return (Ann) | 2.25% | 1.37% |
| 10Y Return (Ann) | 3.78% | 2.10% |
| Sharpe Ratio | 0.25 | 0.48 |
| Daily Std Dev | 9.63% | 9.55% |
| Max Drawdown | -27.56% | -31.56% |
| Current Drawdown | -6.35% | -7.96% |
Correlation
The correlation between EFAV and EEMV 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
EFAV vs. EEMV - Performance Comparison
In the year-to-date period, EFAV achieves a 0.72% return, which is significantly lower than EEMV's 1.55% return. Over the past 10 years, EFAV has outperformed EEMV with an annualized return of 3.78%, while EEMV has yielded a comparatively lower 2.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EFAV vs. EEMV - Expense Ratio Comparison
EFAV has a 0.20% expense ratio, which is lower than EEMV's 0.25% expense ratio. Despite the difference, 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
EFAV vs. EEMV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Min Vol EAFE ETF (EFAV) and iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV). 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
EFAV vs. EEMV - Dividend Comparison
EFAV's dividend yield for the trailing twelve months is around 3.05%, more than EEMV's 2.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares Edge MSCI Min Vol EAFE ETF | 3.05% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% | 3.57% | 2.53% |
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 2.71% | 2.75% | 1.93% | 2.14% | 2.45% | 2.63% | 2.46% | 2.34% | 2.79% | 2.55% | 2.71% | 2.51% |
Drawdowns
EFAV vs. EEMV - Drawdown Comparison
The maximum EFAV drawdown since its inception was -27.56%, smaller than the maximum EEMV drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for EFAV and EEMV. For additional features, visit the drawdowns tool.
Volatility
EFAV vs. EEMV - Volatility Comparison
iShares Edge MSCI Min Vol EAFE ETF (EFAV) has a higher volatility of 2.95% compared to iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) at 2.58%. This indicates that EFAV's price experiences larger fluctuations and is considered to be riskier than EEMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.