GIEQ vs. EFAV
GIEQ (Goldman Sachs Data Enhanced International Equity ETF) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both Foreign Large Cap Equities funds. At a 0.34 correlation, their price movements are largely independent. GIEQ charges 0.30%/yr vs 0.20%/yr for EFAV.
Performance
GIEQ vs. EFAV - Performance Comparison
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Returns By Period
GIEQ
- 1D
- 0.42%
- 1M
- 0.58%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EFAV
- 1D
- -0.45%
- 1M
- -1.73%
- YTD
- 3.61%
- 6M
- 3.17%
- 1Y
- 7.77%
- 3Y*
- 12.64%
- 5Y*
- 6.12%
- 10Y*
- 5.92%
GIEQ vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
GIEQ Goldman Sachs Data Enhanced International Equity ETF | 2.40% |
EFAV iShares MSCI EAFE Min Vol Factor ETF | -3.12% |
Correlation
The correlation between GIEQ and EFAV is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 21, 2026 | 0.34 |
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Return for Risk
GIEQ vs. EFAV — Risk / Return Rank
GIEQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EFAV
GIEQ vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Data Enhanced International Equity ETF (GIEQ) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GIEQ | EFAV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.14 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.17 | — |
| Martin ratioReturn relative to average drawdown | — | 2.84 | — |
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Drawdowns
GIEQ vs. EFAV - Drawdown Comparison
The maximum GIEQ drawdown since its inception was -3.19%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for GIEQ and EFAV.
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Drawdown Indicators
| GIEQ | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.19% | -27.56% | +24.37% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.66% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.75% | — |
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 | -0.67% | -5.80% | +5.13% |
Average DrawdownAverage peak-to-trough decline | -0.80% | -4.77% | +3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.74% | — |
Volatility
GIEQ vs. EFAV - Volatility Comparison
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Volatility by Period
| GIEQ | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.25% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.55% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.02% | 10.53% | +5.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.02% | 11.82% | +4.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 13.02% | +3.00% |
GIEQ vs. EFAV - Expense Ratio Comparison
GIEQ has a 0.30% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Dividends
GIEQ vs. EFAV - Dividend Comparison
GIEQ has not paid dividends to shareholders, while EFAV's dividend yield for the trailing twelve months is around 3.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares MSCI EAFE Min Vol Factor ETF | 3.26% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
GIEQ Goldman Sachs Data Enhanced International Equity ETF | 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
GIEQ and EFAV have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EFAV is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EFAV is cheaper with a 0.20% expense ratio, compared with 0.30% for GIEQ.
EFAV has the higher dividend yield at 3.26%, compared with 0.00% for GIEQ.
They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.30% for GIEQ and 0.20% for EFAV.
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