Correlation
The correlation between EFAV and EFAD is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
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.
Performance
EFAV vs. EFAD - Performance Comparison
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Key characteristics
EFAV:
1.93
EFAD:
1.05
EFAV:
2.39
EFAD:
1.39
EFAV:
1.33
EFAD:
1.17
EFAV:
2.52
EFAD:
0.62
EFAV:
6.22
EFAD:
2.08
EFAV:
3.50%
EFAD:
6.00%
EFAV:
12.35%
EFAD:
13.81%
EFAV:
-27.56%
EFAD:
-35.74%
EFAV:
-0.47%
EFAD:
-7.14%
Returns By Period
In the year-to-date period, EFAV achieves a 18.89% return, which is significantly higher than EFAD's 13.95% return. Over the past 10 years, EFAV has outperformed EFAD with an annualized return of 5.24%, while EFAD has yielded a comparatively lower 2.96% annualized return.
EFAV
18.89%
2.45%
16.11%
23.54%
10.32%
7.63%
5.24%
EFAD
13.95%
2.71%
9.80%
14.40%
6.42%
5.49%
2.96%
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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 Rank
EFAV
EFAD
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.
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Dividends
EFAV vs. EFAD - Dividend Comparison
EFAV's dividend yield for the trailing twelve months is around 2.72%, more than EFAD's 2.35% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares Edge MSCI Min Vol EAFE ETF | 2.72% | 3.24% | 3.07% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% | 3.57% |
EFAD ProShares MSCI EAFE Dividend Growers ETF | 2.35% | 2.64% | 2.29% | 1.76% | 2.98% | 1.49% | 2.05% | 2.37% | 2.42% | 2.88% | 1.93% | 0.61% |
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.
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Volatility
EFAV vs. EFAD - Volatility Comparison
iShares Edge MSCI Min Vol EAFE ETF (EFAV) has a higher volatility of 3.60% compared to ProShares MSCI EAFE Dividend Growers ETF (EFAD) at 3.22%. This indicates that EFAV's price experiences larger fluctuations and is considered to be riskier than EFAD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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