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EFAV vs. EFV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EFAV and EFV is 0.71, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

EFAV vs. EFV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI Min Vol EAFE ETF (EFAV) and iShares MSCI EAFE Value ETF (EFV). The values are adjusted to include any dividend payments, if applicable.

100.00%110.00%120.00%130.00%NovemberDecember2025FebruaryMarchApril
134.93%
134.26%
EFAV
EFV

Key characteristics

Sharpe Ratio

EFAV:

1.85

EFV:

1.18

Sortino Ratio

EFAV:

2.50

EFV:

1.67

Omega Ratio

EFAV:

1.35

EFV:

1.23

Calmar Ratio

EFAV:

2.58

EFV:

1.44

Martin Ratio

EFAV:

6.38

EFV:

4.82

Ulcer Index

EFAV:

3.49%

EFV:

4.11%

Daily Std Dev

EFAV:

12.07%

EFV:

16.83%

Max Drawdown

EFAV:

-27.56%

EFV:

-63.94%

Current Drawdown

EFAV:

0.00%

EFV:

0.00%

Returns By Period

The year-to-date returns for both investments are quite close, with EFAV having a 16.05% return and EFV slightly higher at 16.73%. Both investments have delivered pretty close results over the past 10 years, with EFAV having a 4.84% annualized return and EFV not far ahead at 4.93%.


EFAV

YTD

16.05%

1M

4.83%

6M

11.56%

1Y

21.33%

5Y*

7.70%

10Y*

4.84%

EFV

YTD

16.73%

1M

2.99%

6M

12.47%

1Y

18.28%

5Y*

14.83%

10Y*

4.93%

*Annualized

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EFAV vs. EFV - Expense Ratio Comparison

EFAV has a 0.20% expense ratio, which is lower than EFV's 0.39% expense ratio.


Expense ratio chart for EFV: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EFV: 0.39%
Expense ratio chart for EFAV: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EFAV: 0.20%

Risk-Adjusted Performance

EFAV vs. EFV — Risk-Adjusted Performance Rank

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

EFAV
The Risk-Adjusted Performance Rank of EFAV is 9292
Overall Rank
The Sharpe Ratio Rank of EFAV is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of EFAV is 9292
Sortino Ratio Rank
The Omega Ratio Rank of EFAV is 9292
Omega Ratio Rank
The Calmar Ratio Rank of EFAV is 9595
Calmar Ratio Rank
The Martin Ratio Rank of EFAV is 8888
Martin Ratio Rank

EFV
The Risk-Adjusted Performance Rank of EFV is 8484
Overall Rank
The Sharpe Ratio Rank of EFV is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of EFV is 8383
Sortino Ratio Rank
The Omega Ratio Rank of EFV is 8484
Omega Ratio Rank
The Calmar Ratio Rank of EFV is 8989
Calmar Ratio Rank
The Martin Ratio Rank of EFV is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EFAV vs. EFV - 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 EAFE Value ETF (EFV). 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.


The chart of Sharpe ratio for EFAV, currently valued at 1.85, compared to the broader market-1.000.001.002.003.004.00
EFAV: 1.85
EFV: 1.18
The chart of Sortino ratio for EFAV, currently valued at 2.50, compared to the broader market-2.000.002.004.006.008.00
EFAV: 2.50
EFV: 1.67
The chart of Omega ratio for EFAV, currently valued at 1.35, compared to the broader market0.501.001.502.002.50
EFAV: 1.35
EFV: 1.23
The chart of Calmar ratio for EFAV, currently valued at 2.58, compared to the broader market0.002.004.006.008.0010.0012.00
EFAV: 2.58
EFV: 1.44
The chart of Martin ratio for EFAV, currently valued at 6.38, compared to the broader market0.0020.0040.0060.00
EFAV: 6.38
EFV: 4.82

The current EFAV Sharpe Ratio is 1.85, which is higher than the EFV Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of EFAV and EFV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.85
1.18
EFAV
EFV

Dividends

EFAV vs. EFV - Dividend Comparison

EFAV's dividend yield for the trailing twelve months is around 2.79%, less than EFV's 4.00% yield.


TTM20242023202220212020201920182017201620152014
EFAV
iShares Edge MSCI Min Vol EAFE ETF
2.79%3.24%3.07%2.53%2.47%1.33%4.19%3.34%2.45%3.94%2.49%3.57%
EFV
iShares MSCI EAFE Value ETF
4.00%4.67%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.27%3.59%4.87%

Drawdowns

EFAV vs. EFV - Drawdown Comparison

The maximum EFAV drawdown since its inception was -27.56%, smaller than the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for EFAV and EFV. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril00
EFAV
EFV

Volatility

EFAV vs. EFV - Volatility Comparison

The current volatility for iShares Edge MSCI Min Vol EAFE ETF (EFAV) is 7.37%, while iShares MSCI EAFE Value ETF (EFV) has a volatility of 11.34%. This indicates that EFAV experiences smaller price fluctuations and is considered to be less risky than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.37%
11.34%
EFAV
EFV