ITOL vs. EFAV
ITOL (Tema International Durable Quality ETF) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both exchange-traded funds - ITOL is a Quality Factor fund actively managed by Tema, while EFAV is a Foreign Large Cap Equities fund tracking the MSCI EAFE Minimum Volatility (USD) Index. ITOL is actively managed, while EFAV is passively managed. Their 0.52 correlation means they have sometimes moved together and sometimes differently. ITOL charges 0.60%/yr vs 0.20%/yr for EFAV.
Performance
ITOL vs. EFAV - Performance Comparison
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Returns By Period
In the year-to-date period, ITOL achieves a 0.58% return, which is significantly lower than EFAV's 9.79% return.
ITOL
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- -2.81%
- YTD
- 0.58%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
EFAV
- 1D
- -1.09%
- 1M
- 4.40%
- 6M
- 6.21%
- YTD
- 9.79%
- 1Y
- 16.01%
- 3Y*
- 14.35%
- 5Y*
- 6.86%
- 10Y*
- 6.38%
- ALL TIME*
- 7.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $54.17M | $49.40M | $45.31M | |
| $0.00 | $0.00 | $1.61K |
ITOL vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ITOL Tema International Durable Quality ETF | 0.58% | 3.85% |
EFAV iShares MSCI EAFE Min Vol Factor ETF | 9.79% | 2.05% |
Correlation
The correlation between ITOL and EFAV is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 11, 2025 | 0.52 |
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Return for Risk
ITOL vs. EFAV — Risk / Return Rank
ITOL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EFAV
ITOL vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tema International Durable Quality ETF (ITOL) 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.
| ITOL | EFAV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.62 | — |
| Martin ratioReturn relative to average drawdown | — | 6.10 | — |
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Drawdowns
ITOL vs. EFAV - Drawdown Comparison
The maximum ITOL drawdown since its inception was -15.54%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for ITOL and EFAV.
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Drawdown Indicators
| ITOL | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.54% | -27.56% | +12.02% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.66% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.65% | — |
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 | -5.46% | -1.09% | -4.37% |
Average DrawdownAverage peak-to-trough decline | -3.91% | -4.76% | +0.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.86% | — |
Volatility
ITOL vs. EFAV - Volatility Comparison
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Volatility by Period
| ITOL | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.28% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.85% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.17% | 10.67% | +5.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 11.88% | +4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.17% | 13.03% | +3.14% |
ITOL vs. EFAV - Expense Ratio Comparison
ITOL has a 0.60% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Dividends
ITOL vs. EFAV - Dividend Comparison
ITOL's dividend yield for the trailing twelve months is around 0.13%, less than EFAV's 3.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares MSCI EAFE Min Vol Factor ETF | 3.07% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
ITOL Tema International Durable Quality ETF | 0.13% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ITOL and EFAV have a correlation of 0.52, 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 0.60% for ITOL.
EFAV has the higher dividend yield at 3.07%, compared with 0.13% for ITOL.
ITOL is categorized as Quality Factor, while EFAV is Foreign Large Cap Equities. They also come from different issuers: Tema and iShares. Their fees differ too: 0.60% for ITOL and 0.20% for EFAV.
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