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 2022-10-21

Cost/Risk/Yield

Dividend yield6.32%
Expense ratio0.39%
Average spread0.025%
1Y roundtrip cost0.415%

Historic prices

Total Returns (including dividends)

Monthly returns heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20222.1%-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%
20196.5%1.7%-0.2%2.5%-6.2%5.3%-2.8%-3.5%5.0%3.5%0.5%3.3%15.6%
20185.7%-5.3%-1.3%2.3%-4.1%-1.4%3.0%-3.8%2.0%-7.1%0.4%-5.4%-14.9%
20172.9%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%
20134.8%-2.7%0.2%6.3%-3.3%-3.1%5.9%-1.9%8.2%4.0%0.4%2.0%20.8%
20124.9%5.1%-0.1%-3.3%-11.7%8.9%-0.4%4.3%3.0%1.5%2.0%4.7%18.9%
20114.1%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
20221.381.38
20210.881.071.95
20200.510.641.14
20191.380.932.31
20181.430.642.06
20171.180.781.97
20161.070.481.55
20151.180.491.67
20141.800.692.49
20131.110.711.82
20121.250.581.83
20111.220.711.93
0.000.000.000.000.0014.390.000.000.000.000.007.71

Sectors and Top Holdings

Security % Assets
Toyota Motor Corp.2.22%
Novartis AG2.21%
Commonwealth Bank of Australia1.70%
TotalEnergies SE1.51%
Siemens AG1.49%
HSBC Holdings Plc1.48%
Sanofi1.35%
GlaxoSmithKline plc1.24%
BP p.l.c.1.17%
Royal Dutch Shell Plc Class A1.15%
Allianz SE1.15%
Royal Dutch Shell Plc Class B1.04%
British American Tobacco p.l.c.0.92%
BNP Paribas SA Class A0.90%
National Australia Bank Limited0.87%
Top 15 Weights20.40%

Compare with similar ETFs

EFV FLV GSID MVRL SSLY UIVM
Product nameiShares MSCI EAFE Value ETFAmerican Century Focused Large Cap Value ETFGoldman Sachs MarketBeta International Equity ETFETRACS Monthly Pay 1.5x Leveraged Mortgage REIT ETNSyntax Stratified SmallCap ETFUSAA MSCI International Value Momentum Blend Index ETF
IssueriSharesAmerican CenturyGoldman SachsETRACSSyntaxVictoryShares
Price$40.38$55.29$41.1799$18.1825$38.743$36.293
Expense Ratio0.39%worse0.42%better0.2%worse0.95%worse0.4%better0.35%
Average Spread0.025%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
Shares298,917,4283,977,9186,189,4811,025,263415,2507,130,539
Average Daily Volume4,575,0305,4946,2736,6204338,333
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2005-08-012020-03-312020-05-122020-06-022020-05-282017-10-24
Index TrackedMSCI EAFE Value IndexNo Underlying IndexSolactive GBS Developed Markets ex North America Large & Mid Cap IndexMVIS US Mortgage REITs IndexSyntax Stratified SmallCap IndexMSCI World ex USA Select Value Momentum Blend Index
CategoryForeign Large Cap EquitiesGlobal EquitiesForeign Large Cap EquitiesLeveraged Real EstateSmall Cap Blend EquitiesForeign Large Cap Equities
Asset ClassEquityEquityEquityReal EstateEquityEquity
Asset Class SizeLarge/Mid CapsLarge/Mid CapsMid/Small CapsLarge/Mid Caps
Value or GrowthValueValueBlendBlendBlend
RegionEuropeNorth AmericaEuropeNorth AmericaEurope
CountriesEAFEU.S.BroadU.S.Broad
Annual Dividend Rate$2.553$2.265$1.188$5.462$3.579$1.254
Annual Dividend Yield0.063%0.041%0.029%0.300%0.092%0.035%
Number of Holdings50047979601280
YTD Return-17.55%-8.67%-25.76%-50.73%-23.10%-24.32%
Beta-0.200.810.751.571.170.16
Upside Beta-0.230.630.300.480.67-0.09
Downside Beta-0.220.04-0.49-1.51-0.37-0.40
Volatility 1Y20.13%16.35%20.09%45.39%25.32%19.28%
Sharpe Ratio 3Y-0.280.000.000.000.00-0.43
Treynor Ratio 3Y0.020.000.000.000.00-0.04

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew