EFV vs. AAPL
EFV (iShares MSCI EAFE Value ETF) is Foreign Large Cap Equities fund tracking the MSCI EAFE Value Index, while AAPL (Apple Inc) is a stock. Over the past 10 years, EFV returned 9.94%/yr vs 29.63%/yr for AAPL. At a 0.43 correlation, their price movements are largely independent.
Performance
EFV vs. AAPL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EFV achieves a 8.07% return, which is significantly lower than AAPL's 11.12% return. Over the past 10 years, EFV has underperformed AAPL with an annualized return of 9.94%, while AAPL has yielded a comparatively higher 29.63% annualized return.
EFV
- 1D
- 0.35%
- 1M
- -1.10%
- YTD
- 8.07%
- 6M
- 12.00%
- 1Y
- 25.73%
- 3Y*
- 21.26%
- 5Y*
- 11.92%
- 10Y*
- 9.94%
AAPL
- 1D
- -1.89%
- 1M
- 2.90%
- YTD
- 11.12%
- 6M
- 8.71%
- 1Y
- 48.46%
- 3Y*
- 19.11%
- 5Y*
- 19.46%
- 10Y*
- 29.63%
EFV vs. AAPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 8.07% | 42.22% | 5.35% | 18.85% | -5.22% | 11.08% | -2.97% | 15.80% | -14.67% | 21.22% |
AAPL Apple Inc | 11.12% | 9.05% | 30.71% | 49.01% | -26.40% | 34.65% | 82.31% | 88.96% | -5.39% | 48.46% |
Correlation
The correlation between EFV and AAPL is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2005 | 0.43 |
The correlation between EFV and AAPL shifts across timeframes, from 0.33 (3 years) to 0.44 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EFV vs. AAPL — Risk / Return Rank
EFV
AAPL
EFV vs. AAPL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and Apple Inc (AAPL). 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.
| EFV | AAPL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.39 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | 3.53 | -1.16 |
| Martin ratioReturn relative to average drawdown | 8.79 | 8.89 | -0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EFV | AAPL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 2.18 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.71 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 1.03 | -0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.44 | -0.18 |
Drawdowns
EFV vs. AAPL - Drawdown Comparison
The maximum EFV drawdown since its inception was -63.94%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for EFV and AAPL.
Loading charts...
Drawdown Indicators
| EFV | AAPL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.94% | -81.80% | +17.86% |
Max Drawdown (1Y)Largest decline over 1 year | -10.90% | -13.80% | +2.90% |
Max Drawdown (3Y)Largest decline over 3 years | -13.72% | -33.36% | +19.64% |
Max Drawdown (5Y)Largest decline over 5 years | -25.84% | -33.36% | +7.52% |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | -38.52% | -4.64% |
Current DrawdownCurrent decline from peak | -3.47% | -4.33% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -14.82% | -29.60% | +14.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 5.48% | -2.55% |
Volatility
EFV vs. AAPL - Volatility Comparison
The current volatility for iShares MSCI EAFE Value ETF (EFV) is 3.81%, while Apple Inc (AAPL) has a volatility of 5.68%. This indicates that EFV experiences smaller price fluctuations and is considered to be less risky than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EFV | AAPL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.81% | 5.68% | -1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 11.74% | 15.99% | -4.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.35% | 22.41% | -8.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.98% | 27.47% | -11.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.87% | 28.91% | -11.04% |
Dividends
EFV vs. AAPL - Dividend Comparison
EFV's dividend yield for the trailing twelve months is around 3.85%, more than AAPL's 0.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAPL Apple Inc | 0.35% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
EFV iShares MSCI EAFE Value ETF | 3.85% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
Frequently Asked Questions
EFV and AAPL have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AAPL has higher volatility (5.68%) compared to EFV (3.81%). In terms of maximum drawdown, EFV dropped -63.94% vs AAPL's -81.80%.
AAPL currently has the higher Sharpe Ratio (2.18 vs 1.80), 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.
Find the right allocation for EFV and AAPL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer