RWIN vs. EFAV
RWIN (Rayliant NxtGen Multifactor International Equity ETF) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both Foreign Large Cap Equities funds. RWIN is actively managed, while EFAV is passively managed. A 0.67 correlation means they provide meaningful diversification when combined. RWIN charges 0.42%/yr vs 0.20%/yr for EFAV.
Performance
RWIN vs. EFAV - Performance Comparison
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Returns By Period
RWIN
- 1D
- 0.47%
- 1M
- 1.08%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EFAV
- 1D
- 0.16%
- 1M
- 2.16%
- 6M
- 4.84%
- YTD
- 6.52%
- 1Y
- 13.12%
- 3Y*
- 13.25%
- 5Y*
- 6.52%
- 10Y*
- 6.20%
RWIN vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
RWIN Rayliant NxtGen Multifactor International Equity ETF | 3.27% |
EFAV iShares MSCI EAFE Min Vol Factor ETF | -0.55% |
Correlation
The correlation between RWIN and EFAV is 0.67, 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 Apr 8, 2026 | 0.67 |
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Return for Risk
RWIN vs. EFAV — Risk / Return Rank
RWIN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EFAV
RWIN vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rayliant NxtGen Multifactor International Equity ETF (RWIN) 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.
| RWIN | EFAV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.23 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.98 | — |
| Martin ratioReturn relative to average drawdown | — | 4.62 | — |
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Drawdowns
RWIN vs. EFAV - Drawdown Comparison
The maximum RWIN drawdown since its inception was -4.09%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for RWIN and EFAV.
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Drawdown Indicators
| RWIN | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.09% | -27.56% | +23.47% |
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 | 0.00% | -3.16% | +3.16% |
Average DrawdownAverage peak-to-trough decline | -1.34% | -4.77% | +3.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.85% | — |
Volatility
RWIN vs. EFAV - Volatility Comparison
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Volatility by Period
| RWIN | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.03% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.78% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.96% | 10.69% | +4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.96% | 11.84% | +3.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.96% | 13.02% | +1.94% |
RWIN vs. EFAV - Expense Ratio Comparison
RWIN has a 0.42% expense ratio, which is higher than EFAV's 0.20% expense ratio.
Dividends
RWIN vs. EFAV - Dividend Comparison
RWIN's dividend yield for the trailing twelve months is around 1.01%, less than EFAV's 3.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares MSCI EAFE Min Vol Factor ETF | 3.17% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
RWIN Rayliant NxtGen Multifactor International Equity ETF | 1.01% | 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
RWIN and EFAV have a correlation of 0.67, 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 0.42% for RWIN.
EFAV has the higher dividend yield at 3.17%, compared with 1.01% for RWIN.
They also come from different issuers: Rayliant and iShares. Their fees differ too: 0.42% for RWIN and 0.20% for EFAV.
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