iShares MSCI EAFE Value ETF (EFV)
Description
The investment seeks to track the performance of the MSCI EAFE Value Index. The EFV ETF contains 500 constituents. It is focused on value holdings in the Europe region.
Price $40.38 as of 2022-10-21Cost/Risk/Yield
| Dividend yield | 6.32% |
| Expense ratio | 0.39% |
| Average spread | 0.025% |
| 1Y roundtrip cost | 0.415% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 2.1% | -2.9% | 0.6% | -5.3% | 3.8% | -9.6% | 2.1% | -4.6% | -8.9% | 4.8% | -17.9% | ||
| 2021 | -0.6% | 4.9% | 3.5% | 1.8% | 3.9% | -2.4% | -0.3% | 0.7% | -2.1% | 2.2% | -5.9% | 5.4% | 11.2% |
| 2020 | -4.2% | -8.1% | -18.8% | 4.9% | 4.6% | 3.4% | -0.2% | 5.3% | -3.9% | -3.7% | 17.9% | 4.5% | 1.5% |
| 2019 | 6.5% | 1.7% | -0.2% | 2.5% | -6.2% | 5.3% | -2.8% | -3.5% | 5.0% | 3.5% | 0.5% | 3.3% | 15.6% |
| 2018 | 5.7% | -5.3% | -1.3% | 2.3% | -4.1% | -1.4% | 3.0% | -3.8% | 2.0% | -7.1% | 0.4% | -5.4% | -14.9% |
| 2017 | 2.9% | 0.3% | 3.1% | 2.2% | 2.1% | 0.7% | 3.1% | -0.5% | 3.0% | 0.7% | 0.7% | 1.1% | 19.5% |
| 2016 | -6.7% | -3.6% | 7.2% | 3.2% | -1.1% | -4.0% | 4.1% | 2.1% | 1.2% | 0.1% | -0.6% | 3.9% | 5.8% |
| 2015 | -0.0% | 6.4% | -1.9% | 3.9% | -0.2% | -3.2% | 1.4% | -7.6% | -5.6% | 6.2% | -1.7% | -2.7% | -5.0% |
| 2014 | -4.9% | 6.2% | -0.3% | 2.5% | 1.2% | 1.1% | -2.4% | -0.3% | -4.1% | -0.8% | -0.8% | -3.9% | -6.5% |
| 2013 | 4.8% | -2.7% | 0.2% | 6.3% | -3.3% | -3.1% | 5.9% | -1.9% | 8.2% | 4.0% | 0.4% | 2.0% | 20.8% |
| 2012 | 4.9% | 5.1% | -0.1% | -3.3% | -11.7% | 8.9% | -0.4% | 4.3% | 3.0% | 1.5% | 2.0% | 4.7% | 18.9% |
| 2011 | 4.1% | 3.7% | -3.3% | 6.0% | -3.6% | -1.0% | -3.3% | -9.3% | -9.6% | 9.3% | -2.0% | -2.2% | -11.3% |
| 14.5% | 5.9% | -11.2% | 27.1% | -14.7% | -5.4% | 10.4% | -19.3% | -11.8% | 20.7% | 11.0% | 10.6% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 1.38 | 1.38 | |||||||||||
| 2021 | 0.88 | 1.07 | 1.95 | ||||||||||
| 2020 | 0.51 | 0.64 | 1.14 | ||||||||||
| 2019 | 1.38 | 0.93 | 2.31 | ||||||||||
| 2018 | 1.43 | 0.64 | 2.06 | ||||||||||
| 2017 | 1.18 | 0.78 | 1.97 | ||||||||||
| 2016 | 1.07 | 0.48 | 1.55 | ||||||||||
| 2015 | 1.18 | 0.49 | 1.67 | ||||||||||
| 2014 | 1.80 | 0.69 | 2.49 | ||||||||||
| 2013 | 1.11 | 0.71 | 1.82 | ||||||||||
| 2012 | 1.25 | 0.58 | 1.83 | ||||||||||
| 2011 | 1.22 | 0.71 | 1.93 | ||||||||||
| 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 14.39 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 7.71 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Toyota Motor Corp. | 2.22% |
| Novartis AG | 2.21% |
| Commonwealth Bank of Australia | 1.70% |
| TotalEnergies SE | 1.51% |
| Siemens AG | 1.49% |
| HSBC Holdings Plc | 1.48% |
| Sanofi | 1.35% |
| GlaxoSmithKline plc | 1.24% |
| BP p.l.c. | 1.17% |
| Royal Dutch Shell Plc Class A | 1.15% |
| Allianz SE | 1.15% |
| Royal Dutch Shell Plc Class B | 1.04% |
| British American Tobacco p.l.c. | 0.92% |
| BNP Paribas SA Class A | 0.90% |
| National Australia Bank Limited | 0.87% |
| Top 15 Weights | 20.40% |
Compare with similar ETFs
| EFV | FLV | GSID | MVRL | SSLY | UIVM | |
|---|---|---|---|---|---|---|
| Product name | iShares MSCI EAFE Value ETF | American Century Focused Large Cap Value ETF | Goldman Sachs MarketBeta International Equity ETF | ETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETN | Syntax Stratified SmallCap ETF | USAA MSCI International Value Momentum Blend Index ETF |
| Issuer | iShares | American Century | Goldman Sachs | ETRACS | Syntax | VictoryShares |
| Price | $40.38 | $55.29 | $41.1799 | $18.1825 | $38.743 | $36.293 |
| Expense Ratio | 0.39% |  0.42% |  0.2% | 0.95% | 0.4% | 0.35% |
| Average Spread | 0.025% | 0.163% | 0.267% | 0.440% | 0.336% | 0.193% |
| AUM | $12,070,300,000 | $219,939,000 | $254,882,000 | $18,641,800 | $16,088,000 | $258,789,000 |
| Shares | 298,917,428 | 3,977,918 | 6,189,481 | 1,025,263 | 415,250 | 7,130,539 |
| Average Daily Volume | 4,575,030 | 5,494 | 6,273 | 6,620 | 433 | 8,333 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2005-08-01 | 2020-03-31 | 2020-05-12 | 2020-06-02 | 2020-05-28 | 2017-10-24 |
| Index Tracked | MSCI EAFE Value Index | No Underlying Index | Solactive GBS Developed Markets ex North America Large & Mid Cap Index | MVIS US Mortgage REITs Index | Syntax Stratified SmallCap Index | MSCI World ex USA Select Value Momentum Blend Index |
| Category | Foreign Large Cap Equities | Global Equities | Foreign Large Cap Equities | Leveraged Real Estate | Small Cap Blend Equities | Foreign Large Cap Equities |
| Asset Class | Equity | Equity | Equity | Real Estate | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Mid/Small Caps | Large/Mid Caps | ||
| Value or Growth | Value | Value | Blend | Blend | Blend | |
| Region | Europe | North America | Europe | North America | Europe | |
| Countries | EAFE | U.S. | Broad | U.S. | Broad | |
| Annual Dividend Rate | $2.553 | $2.265 | $1.188 | $5.462 | $3.579 | $1.254 |
| Annual Dividend Yield | 0.063% | 0.041% | 0.029% | 0.300% | 0.092% | 0.035% |
| Number of Holdings | 500 | 47 | 979 | 601 | 280 | |
| YTD Return | -17.55% | -8.67% | -25.76% | -50.73% | -23.10% | -24.32% |
| Beta | -0.20 | 0.81 | 0.75 | 1.57 | 1.17 | 0.16 |
| Upside Beta | -0.23 | 0.63 | 0.30 | 0.48 | 0.67 | -0.09 |
| Downside Beta | -0.22 | 0.04 | -0.49 | -1.51 | -0.37 | -0.40 |
| Volatility 1Y | 20.13% | 16.35% | 20.09% | 45.39% | 25.32% | 19.28% |
| Sharpe Ratio 3Y | -0.28 | 0.00 | 0.00 | 0.00 | 0.00 | -0.43 |
| Treynor Ratio 3Y | 0.02 | 0.00 | 0.00 | 0.00 | 0.00 | -0.04 |