EFAV vs. THLV
Compare and contrast key facts about iShares Edge MSCI Min Vol EAFE ETF (EFAV) and THOR Equal Weight Low Volatility ETF (THLV).
EFAV and THLV 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. THLV is a passively managed fund by THOR that tracks the performance of the THOR Equal Weight Low Volatility Index. It was launched on Sep 12, 2022. Both EFAV and THLV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EFAV vs. THLV - Performance Comparison
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EFAV vs. THLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EFAV iShares Edge MSCI Min Vol EAFE ETF | 6.56% | 26.00% | 5.30% | 12.52% | 4.90% |
THLV THOR Equal Weight Low Volatility ETF | 6.72% | 10.50% | 9.52% | 5.88% | 2.55% |
Returns By Period
The year-to-date returns for both investments are quite close, with EFAV having a 6.56% return and THLV slightly higher at 6.72%.
EFAV
- 1D
- 0.59%
- 1M
- -1.60%
- YTD
- 6.56%
- 6M
- 9.32%
- 1Y
- 21.69%
- 3Y*
- 14.35%
- 5Y*
- 7.66%
- 10Y*
- 6.52%
THLV
- 1D
- -0.09%
- 1M
- -4.34%
- YTD
- 6.72%
- 6M
- 7.72%
- 1Y
- 20.34%
- 3Y*
- 11.17%
- 5Y*
- —
- 10Y*
- —
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EFAV vs. THLV - Expense Ratio Comparison
EFAV has a 0.20% expense ratio, which is lower than THLV's 0.64% expense ratio.
Return for Risk
EFAV vs. THLV — Risk / Return Rank
EFAV
THLV
EFAV vs. THLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Min Vol EAFE ETF (EFAV) and THOR Equal Weight Low Volatility ETF (THLV). 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.
| EFAV | THLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.78 | 1.81 | -0.03 |
Sortino ratioReturn per unit of downside risk | 2.38 | 2.53 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.06 | 3.00 | +0.06 |
Martin ratioReturn relative to average drawdown | 11.18 | 10.82 | +0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFAV | THLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 1.81 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.85 | -0.30 |
Correlation
The correlation between EFAV and THLV is 0.58, 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.
Dividends
EFAV vs. THLV - Dividend Comparison
EFAV's dividend yield for the trailing twelve months is around 3.00%, more than THLV's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares Edge MSCI Min Vol EAFE ETF | 3.00% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
THLV THOR Equal Weight Low Volatility ETF | 1.66% | 1.77% | 1.25% | 2.72% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EFAV vs. THLV - Drawdown Comparison
The maximum EFAV drawdown since its inception was -27.56%, which is greater than THLV's maximum drawdown of -13.15%. Use the drawdown chart below to compare losses from any high point for EFAV and THLV.
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Drawdown Indicators
| EFAV | THLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.56% | -13.15% | -14.41% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -6.66% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -27.46% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -27.56% | — | — |
Current DrawdownCurrent decline from peak | -3.12% | -4.46% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -4.78% | -3.75% | -1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 1.85% | +0.10% |
Volatility
EFAV vs. THLV - Volatility Comparison
iShares Edge MSCI Min Vol EAFE ETF (EFAV) has a higher volatility of 4.83% compared to THOR Equal Weight Low Volatility ETF (THLV) at 3.33%. This indicates that EFAV's price experiences larger fluctuations and is considered to be riskier than THLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFAV | THLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 3.33% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 7.57% | 7.61% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 11.29% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.74% | 11.80% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.21% | 11.80% | +1.41% |