EFAV vs. EFAD
Compare and contrast key facts about iShares Edge MSCI Min Vol EAFE ETF (EFAV) and ProShares MSCI EAFE Dividend Growers ETF (EFAD).
EFAV and EFAD 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. EFAD is a passively managed fund by ProShares that tracks the performance of the MSCI EAFE Dividend Masters Index. It was launched on Aug 19, 2014. Both EFAV and EFAD 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 EFAD.
Key characteristics
| EFAV | EFAD | |
|---|---|---|
| YTD Return | 8.87% | 2.95% |
| 1Y Return | 17.85% | 15.84% |
| 3Y Return (Ann) | 1.19% | -4.19% |
| 5Y Return (Ann) | 2.53% | 2.14% |
| 10Y Return (Ann) | 4.50% | 2.58% |
| Sharpe Ratio | 1.84 | 1.35 |
| Sortino Ratio | 2.61 | 1.99 |
| Omega Ratio | 1.32 | 1.24 |
| Calmar Ratio | 1.27 | 0.61 |
| Martin Ratio | 10.16 | 6.13 |
| Ulcer Index | 1.77% | 2.60% |
| Daily Std Dev | 9.75% | 11.78% |
| Max Drawdown | -27.56% | -35.74% |
| Current Drawdown | -4.33% | -14.49% |
Correlation
The correlation between EFAV and EFAD is 0.89, 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. EFAD - Performance Comparison
In the year-to-date period, EFAV achieves a 8.87% return, which is significantly higher than EFAD's 2.95% return. Over the past 10 years, EFAV has outperformed EFAD with an annualized return of 4.50%, while EFAD has yielded a comparatively lower 2.58% 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. EFAD - Expense Ratio Comparison
EFAV has a 0.20% expense ratio, which is lower than EFAD's 0.50% expense ratio.
Risk-Adjusted Performance
EFAV vs. EFAD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Min Vol EAFE ETF (EFAV) and ProShares MSCI EAFE Dividend Growers ETF (EFAD). 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. EFAD - Dividend Comparison
EFAV's dividend yield for the trailing twelve months is around 3.04%, more than EFAD's 2.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares Edge MSCI Min Vol EAFE ETF | 3.04% | 3.07% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% | 3.57% | 2.53% |
EFAD ProShares MSCI EAFE Dividend Growers ETF | 2.34% | 2.29% | 1.76% | 2.98% | 1.49% | 2.05% | 2.37% | 2.42% | 2.88% | 1.93% | 0.61% | 0.00% |
Drawdowns
EFAV vs. EFAD - Drawdown Comparison
The maximum EFAV drawdown since its inception was -27.56%, smaller than the maximum EFAD drawdown of -35.74%. Use the drawdown chart below to compare losses from any high point for EFAV and EFAD. For additional features, visit the drawdowns tool.
Volatility
EFAV vs. EFAD - Volatility Comparison
The current volatility for iShares Edge MSCI Min Vol EAFE ETF (EFAV) is 3.05%, while ProShares MSCI EAFE Dividend Growers ETF (EFAD) has a volatility of 3.32%. This indicates that EFAV experiences smaller price fluctuations and is considered to be less risky than EFAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.