Correlation
The correlation between EFAV and EFV is 0.70, 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.
EFAV vs. EFV
Compare and contrast key facts about iShares Edge MSCI Min Vol EAFE ETF (EFAV) and iShares MSCI EAFE Value ETF (EFV).
EFAV and EFV 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. EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005. Both EFAV and EFV 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 EFV.
Performance
EFAV vs. EFV - Performance Comparison
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Key characteristics
EFAV:
1.93
EFV:
1.25
EFAV:
2.39
EFV:
1.65
EFAV:
1.33
EFV:
1.23
EFAV:
2.52
EFV:
1.41
EFAV:
6.22
EFV:
4.71
EFAV:
3.50%
EFV:
4.10%
EFAV:
12.35%
EFV:
16.80%
EFAV:
-27.56%
EFV:
-63.94%
EFAV:
-0.47%
EFV:
-0.64%
Returns By Period
In the year-to-date period, EFAV achieves a 18.89% return, which is significantly lower than EFV's 21.15% return. Both investments have delivered pretty close results over the past 10 years, with EFAV having a 5.24% annualized return and EFV not far ahead at 5.47%.
EFAV
18.89%
2.45%
16.11%
23.54%
10.32%
7.63%
5.24%
EFV
21.15%
3.79%
19.78%
20.80%
13.24%
14.59%
5.47%
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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.
Risk-Adjusted Performance
EFAV vs. EFV — Risk-Adjusted Performance Rank
EFAV
EFV
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.
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Dividends
EFAV vs. EFV - Dividend Comparison
EFAV's dividend yield for the trailing twelve months is around 2.72%, less than EFV's 3.85% 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% |
EFV iShares MSCI EAFE Value ETF | 3.85% | 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.
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Volatility
EFAV vs. EFV - Volatility Comparison
iShares Edge MSCI Min Vol EAFE ETF (EFAV) has a higher volatility of 3.60% compared to iShares MSCI EAFE Value ETF (EFV) at 3.07%. This indicates that EFAV's price experiences larger fluctuations and is considered to be riskier than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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