Correlation
The correlation between IEUR and EFA is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
IEUR vs. EFA
Compare and contrast key facts about iShares Core MSCI Europe ETF (IEUR) and iShares MSCI EAFE ETF (EFA).
IEUR and EFA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEUR is a passively managed fund by iShares that tracks the performance of the MSCI Europe Investable Market Index. It was launched on Jun 10, 2014. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001. Both IEUR and EFA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEUR or EFA.
Performance
IEUR vs. EFA - Performance Comparison
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Key characteristics
IEUR:
0.80
EFA:
0.80
IEUR:
1.17
EFA:
1.15
IEUR:
1.16
EFA:
1.16
IEUR:
0.95
EFA:
0.93
IEUR:
2.56
EFA:
2.79
IEUR:
5.30%
EFA:
4.68%
IEUR:
17.94%
EFA:
17.57%
IEUR:
-36.96%
EFA:
-61.04%
IEUR:
-0.48%
EFA:
-0.57%
Returns By Period
In the year-to-date period, IEUR achieves a 21.71% return, which is significantly higher than EFA's 17.46% return. Over the past 10 years, IEUR has outperformed EFA with an annualized return of 6.40%, while EFA has yielded a comparatively lower 5.92% annualized return.
IEUR
21.71%
5.02%
18.18%
14.28%
12.27%
12.77%
6.40%
EFA
17.46%
4.79%
13.99%
13.91%
11.45%
11.45%
5.92%
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IEUR vs. EFA - Expense Ratio Comparison
IEUR has a 0.09% expense ratio, which is lower than EFA's 0.32% expense ratio.
Risk-Adjusted Performance
IEUR vs. EFA — Risk-Adjusted Performance Rank
IEUR
EFA
IEUR vs. EFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe ETF (IEUR) and iShares MSCI EAFE ETF (EFA). 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.
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Dividends
IEUR vs. EFA - Dividend Comparison
IEUR's dividend yield for the trailing twelve months is around 2.91%, more than EFA's 2.76% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEUR iShares Core MSCI Europe ETF | 2.91% | 3.54% | 3.17% | 3.05% | 2.87% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% |
EFA iShares MSCI EAFE ETF | 2.76% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% |
Drawdowns
IEUR vs. EFA - Drawdown Comparison
The maximum IEUR drawdown since its inception was -36.96%, smaller than the maximum EFA drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for IEUR and EFA.
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Volatility
IEUR vs. EFA - Volatility Comparison
iShares Core MSCI Europe ETF (IEUR) and iShares MSCI EAFE ETF (EFA) have volatilities of 3.29% and 3.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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