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EFAV vs. VXZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EFAV vs. VXZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI Min Vol EAFE ETF (EFAV) and iPath Series B S&P 500® VIX Mid-Term Futures ETN (VXZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EFAV achieves a 4.42% return, which is significantly higher than VXZ's 0.67% return.


EFAV

1D
0.57%
1M
-1.23%
YTD
4.42%
6M
5.83%
1Y
9.78%
3Y*
13.24%
5Y*
6.29%
10Y*
5.92%

VXZ

1D
-0.81%
1M
-3.67%
YTD
0.67%
6M
-2.94%
1Y
-8.91%
3Y*
-12.52%
5Y*
-12.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFAV vs. VXZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EFAV
iShares Edge MSCI Min Vol EAFE ETF
4.42%26.00%5.30%12.52%-15.11%7.20%-0.06%16.67%-7.91%
VXZ
iPath Series B S&P 500® VIX Mid-Term Futures ETN
0.67%5.73%-12.65%-43.98%0.47%-16.38%72.77%-20.10%31.89%

Correlation

The correlation between EFAV and VXZ is -0.33, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.33

Correlation (3Y)
Calculated over the trailing 3-year period

-0.38

Correlation (5Y)
Calculated over the trailing 5-year period

-0.46

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2018

-0.46

The correlation between EFAV and VXZ shifts across timeframes, from -0.46 (all time) to -0.33 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EFAV vs. VXZ — Risk / Return Rank

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

EFAV
EFAV Risk / Return Rank: 2828
Overall Rank
EFAV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EFAV Sortino Ratio Rank: 2626
Sortino Ratio Rank
EFAV Omega Ratio Rank: 2626
Omega Ratio Rank
EFAV Calmar Ratio Rank: 3232
Calmar Ratio Rank
EFAV Martin Ratio Rank: 3030
Martin Ratio Rank

VXZ
VXZ Risk / Return Rank: 2020
Overall Rank
VXZ Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VXZ Sortino Ratio Rank: 1919
Sortino Ratio Rank
VXZ Omega Ratio Rank: 2020
Omega Ratio Rank
VXZ Calmar Ratio Rank: 2020
Calmar Ratio Rank
VXZ Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EFAV vs. VXZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Min Vol EAFE ETF (EFAV) and iPath Series B S&P 500® VIX Mid-Term Futures ETN (VXZ). 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.


EFAVVXZDifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+1.92

Omega ratioGain probability vs. loss probability

1.17

0.94

+0.24

Calmar ratioReturn relative to maximum drawdown

1.52

-0.61

+2.13

Martin ratioReturn relative to average drawdown

4.22

-1.04

+5.26

EFAV vs. VXZ - Sharpe Ratio Comparison

The current EFAV Sharpe Ratio is 0.95, which is higher than the VXZ Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of EFAV and VXZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EFAVVXZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

-0.47

+1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

-0.44

+0.98

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

-0.08

+0.62

Drawdowns

EFAV vs. VXZ - Drawdown Comparison

The maximum EFAV drawdown since its inception was -27.56%, smaller than the maximum VXZ drawdown of -69.00%. Use the drawdown chart below to compare losses from any high point for EFAV and VXZ.


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Drawdown Indicators


EFAVVXZDifference

Max Drawdown

Largest peak-to-trough decline

-27.56%

-69.00%

+41.44%

Max Drawdown (1Y)

Largest decline over 1 year

-6.46%

-14.67%

+8.21%

Max Drawdown (3Y)

Largest decline over 3 years

-8.75%

-38.89%

+30.14%

Max Drawdown (5Y)

Largest decline over 5 years

-27.46%

-62.05%

+34.59%

Max Drawdown (10Y)

Largest decline over 10 years

-27.56%

Current Drawdown

Current decline from peak

-5.07%

-65.07%

+60.00%

Average Drawdown

Average peak-to-trough decline

-4.77%

-36.79%

+32.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

8.58%

-6.26%

Volatility

EFAV vs. VXZ - Volatility Comparison

The current volatility for iShares Edge MSCI Min Vol EAFE ETF (EFAV) is 3.14%, while iPath Series B S&P 500® VIX Mid-Term Futures ETN (VXZ) has a volatility of 3.63%. This indicates that EFAV experiences smaller price fluctuations and is considered to be less risky than VXZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFAVVXZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.14%

3.63%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

13.53%

-5.34%

Volatility (1Y)

Calculated over the trailing 1-year period

10.32%

19.11%

-8.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.79%

29.15%

-17.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.21%

34.10%

-20.89%

EFAV vs. VXZ - Expense Ratio Comparison

EFAV has a 0.20% expense ratio, which is lower than VXZ's 0.89% expense ratio.


Dividends

EFAV vs. VXZ - Dividend Comparison

EFAV's dividend yield for the trailing twelve months is around 3.06%, while VXZ has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EFAV
iShares Edge MSCI Min Vol EAFE ETF
3.06%3.20%3.24%3.08%2.53%2.47%1.33%4.19%3.34%2.45%3.94%2.49%
VXZ
iPath Series B S&P 500® VIX Mid-Term Futures ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EFAV and VXZ have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VXZ has higher volatility (3.63%) compared to EFAV (3.14%). In terms of maximum drawdown, EFAV dropped -27.56% vs VXZ's -69.00%.

EFAV currently has the higher Sharpe Ratio (0.95 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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