IDEQ vs. EFAV
IDEQ (Lazard International Dynamic Equity ETF) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both Foreign Large Cap Equities funds. IDEQ is actively managed, while EFAV is passively managed. A 0.66 correlation means they provide meaningful diversification when combined. IDEQ charges 0.40%/yr vs 0.20%/yr for EFAV.
Performance
IDEQ vs. EFAV - Performance Comparison
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Returns By Period
In the year-to-date period, IDEQ achieves a 15.58% return, which is significantly higher than EFAV's 2.67% return.
IDEQ
- 1D
- -3.09%
- 1M
- 1.29%
- YTD
- 15.58%
- 6M
- 15.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EFAV
- 1D
- -0.18%
- 1M
- -3.17%
- YTD
- 2.67%
- 6M
- 2.24%
- 1Y
- 8.51%
- 3Y*
- 12.53%
- 5Y*
- 5.83%
- 10Y*
- 6.31%
IDEQ vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDEQ Lazard International Dynamic Equity ETF | 15.58% | 12.10% |
EFAV iShares MSCI EAFE Min Vol Factor ETF | 2.67% | 2.65% |
Correlation
The correlation between IDEQ and EFAV is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 29, 2025 | 0.66 |
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Return for Risk
IDEQ vs. EFAV — Risk / Return Rank
IDEQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EFAV
IDEQ vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Dynamic Equity ETF (IDEQ) 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.
| IDEQ | EFAV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.15 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.28 | — |
| Martin ratioReturn relative to average drawdown | — | 3.26 | — |
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Drawdowns
IDEQ vs. EFAV - Drawdown Comparison
The maximum IDEQ drawdown since its inception was -12.95%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for IDEQ and EFAV.
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Drawdown Indicators
| IDEQ | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.95% | -27.56% | +14.61% |
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 | -3.09% | -6.66% | +3.57% |
Average DrawdownAverage peak-to-trough decline | -2.07% | -4.77% | +2.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.61% | — |
Volatility
IDEQ vs. EFAV - Volatility Comparison
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Volatility by Period
| IDEQ | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.10% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.53% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.48% | 10.57% | +8.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.48% | 11.82% | +7.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.48% | 13.06% | +6.42% |
IDEQ vs. EFAV - Expense Ratio Comparison
IDEQ has a 0.40% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Dividends
IDEQ vs. EFAV - Dividend Comparison
IDEQ's dividend yield for the trailing twelve months is around 1.34%, less than EFAV's 3.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares MSCI EAFE Min Vol Factor ETF | 3.29% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
IDEQ Lazard International Dynamic Equity ETF | 1.34% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDEQ and EFAV have a correlation of 0.66, 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 0.40% for IDEQ.
EFAV has the higher dividend yield at 3.29%, compared with 1.34% for IDEQ.
They also come from different issuers: Lazard and iShares. Their fees differ too: 0.40% for IDEQ and 0.20% for EFAV.
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