iShares MSCI EAFE Minimum Volatility ETF (EFAV)
Description
The investment seeks to track the performance of the MSCI EAFE Minimum Volatility Index. The EFAV ETF contains 259 constituents. It is focused on blend holdings in the Europe region.
Price $57.28 as of 2022-10-21Cost/Risk/Yield
| Dividend yield | 3.04% |
| Expense ratio | 0.2% |
| Average spread | 0.017% |
| 1Y roundtrip cost | 0.217% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -5.0% | -1.4% | 0.3% | -5.2% | -0.8% | -5.1% | 3.7% | -5.5% | -8.1% | 0.5% | -26.6% | ||
| 2021 | -1.1% | -1.5% | 2.1% | 1.6% | 3.1% | 0.5% | 2.3% | 1.6% | -4.0% | 1.8% | -2.5% | 3.5% | 7.3% |
| 2020 | -0.3% | -7.4% | -9.8% | 3.8% | 2.6% | 1.4% | 0.8% | 3.4% | -1.1% | -3.9% | 8.8% | 3.0% | 1.4% |
| 2019 | 4.6% | 1.7% | 1.6% | 0.0% | -1.4% | 4.2% | -1.5% | 0.5% | 1.9% | 2.4% | 0.2% | 1.5% | 15.7% |
| 2018 | 3.2% | -3.0% | 0.8% | 0.6% | -1.1% | -1.0% | 2.7% | -1.1% | 0.8% | -6.2% | 1.9% | -3.1% | -5.5% |
| 2017 | 3.2% | 1.8% | 2.7% | 1.9% | 5.3% | -0.3% | 1.8% | 0.8% | -0.1% | 1.0% | 1.4% | 0.8% | 20.4% |
| 2016 | -2.1% | -0.5% | 5.2% | 1.2% | -0.3% | 0.6% | 2.1% | -1.9% | 1.7% | -5.0% | -3.5% | 1.0% | -1.6% |
| 2015 | 4.0% | 3.2% | -0.5% | 3.2% | -0.4% | -2.2% | 3.3% | -5.5% | -2.1% | 5.5% | -0.9% | 0.5% | 8.0% |
| 2014 | -3.5% | 5.6% | 0.0% | 2.5% | 2.4% | 1.4% | -0.9% | 0.9% | -4.2% | 2.6% | -0.8% | -1.9% | 4.0% |
| 2013 | 2.7% | 1.2% | 5.1% | 4.0% | -6.6% | -0.2% | 2.8% | -1.7% | 5.4% | 1.8% | -0.6% | 1.1% | 15.3% |
| 2012 | 0.2% | 3.8% | 0.5% | -0.2% | -7.5% | 7.2% | 1.3% | 2.8% | 2.1% | -0.1% | 0.7% | 0.5% | 11.3% |
| 2011 | -1.7% | 0.6% | -1.1% | ||||||||||
| 5.8% | 3.4% | 8.1% | 13.4% | -4.7% | 6.5% | 18.5% | -5.6% | -7.8% | 0.5% | 2.9% | 7.7% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 1.11 | 1.11 | |||||||||||
| 2021 | 1.26 | 0.63 | 1.90 | ||||||||||
| 2020 | 0.98 | 0.98 | |||||||||||
| 2019 | 1.39 | 1.73 | 3.12 | ||||||||||
| 2018 | 1.45 | 0.77 | 2.22 | ||||||||||
| 2017 | 1.40 | 0.39 | 1.79 | ||||||||||
| 2016 | 1.00 | 1.41 | 2.41 | ||||||||||
| 2015 | 0.94 | 0.67 | 1.61 | ||||||||||
| 2014 | 1.37 | 0.83 | 2.20 | ||||||||||
| 2013 | 0.79 | 0.77 | 1.56 | ||||||||||
| 2012 | 0.58 | 0.50 | 1.08 | ||||||||||
| 2011 | 0.23 | 0.23 | |||||||||||
| 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 12.27 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 7.95 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| EFAV | FLV | GSID | KOKU | OVF | UMAR | |
|---|---|---|---|---|---|---|
| Product name | iShares MSCI EAFE Minimum Volatility ETF | American Century Focused Large Cap Value ETF | Goldman Sachs MarketBeta International Equity ETF | Xtrackers MSCI Kokusai Equity ETF | Overlay Shares Foreign Equity ETF | Innovator S&P 500 Ultra Buffer ETF March Series |
| Issuer | iShares | American Century | Goldman Sachs | Xtrackers | Overlay Shares | Innovator |
| Price | $57.28 | $55.29 | $41.1799 | $65.6427 | $18.948 | $27.908 |
| Expense Ratio | 0.2% |  0.42% | 0.2% |  0.09% | 0.95% | 0.79% |
| Average Spread | 0.017% | 0.163% | 0.267% | 0.396% | 0.369% | 0.358% |
| AUM | $6,110,210,000 | $219,939,000 | $254,882,000 | $509,156,000 | $6,076,620 | $31,375,300 |
| Shares | 106,672,713 | 3,977,918 | 6,189,481 | 7,756,477 | 320,700 | 1,124,240 |
| Average Daily Volume | 2,819,280 | 5,494 | 6,273 | 340 | 2,047 | 35,453 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2011-10-18 | 2020-03-31 | 2020-05-12 | 2020-04-08 | 2019-09-30 | 2020-03-02 |
| Index Tracked | MSCI EAFE Minimum Volatility Index | No Underlying Index | Solactive GBS Developed Markets ex North America Large & Mid Cap Index | MSCI Kokusai Index | No Underlying Index | No Underlying Index |
| Category | Foreign Large Cap Equities | Global Equities | Foreign Large Cap Equities | Large Cap Growth Equities | Foreign Large Cap Equities | Large Cap Blend Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large Caps | Large/Mid Caps | ||
| Value or Growth | Blend | Value | Blend | Blend | Blend | Blend |
| Region | Europe | North America | Europe | North America | Asia-Pacific | North America |
| Countries | EAFE | U.S. | Broad | Broad | Broad | U.S. |
| Annual Dividend Rate | $1.743 | $2.265 | $1.188 | $1.633 | $1.162 | $0 |
| Annual Dividend Yield | 0.030% | 0.041% | 0.029% | 0.025% | 0.061% | 0.000% |
| Number of Holdings | 259 | 47 | 979 | 1248 | 548 | 0 |
| YTD Return | -24.12% | -8.67% | -25.76% | -23.46% | -27.31% | -6.33% |
| Beta | 0.59 | 0.81 | 0.75 | 0.95 | 0.42 | 0.33 |
| Upside Beta | -0.08 | 0.63 | 0.30 | 0.50 | 0.20 | 0.27 |
| Downside Beta | -0.27 | 0.04 | -0.49 | -0.18 | -0.65 | 0.06 |
| Volatility 1Y | 14.52% | 16.35% | 20.09% | 22.00% | 15.89% | 7.73% |
| Sharpe Ratio 3Y | -0.67 | 0.00 | 0.00 | 0.00 | -0.63 | 0.00 |
| Treynor Ratio 3Y | -0.01 | 0.00 | 0.00 | 0.00 | -0.02 | 0.00 |