How much AUM does IEFA have?

iShares Core MSCI EAFE ETF manages approximately $169.6B in assets under management.

How many holdings does IEFA have?

iShares Core MSCI EAFE ETF holds 2626 securities. The top holding is ASML Holding N.V. at 2.2% weight.

What is IEFA's weighted P/E ratio?

The holdings-weighted P/E ratio for iShares Core MSCI EAFE ETF is 18.6x, calculated from constituent stock valuations.

How concentrated is IEFA?

iShares Core MSCI EAFE ETF has an HHI concentration score of 35. This indicates a well-diversified portfolio.

ETF · Foreign Large Blend

iShares Core MSCI EAFE ETF(IEFA)

$95.49

-0.56%

—

Expense Ratio

$169.6B

Total AUM

—

Holdings

—

Inception

Active Share vs VOO

Truly Active

0%20%60%100%

99.8%

AI Look-Through Summary

AI Generated

The EAFE portfolio is characterized by its broad sector diversification, with an overwhelming majority of assets allocated to "other" sectors, likely reflecting a mix of developed European and Asian industries. At a macro level, the fund's geographic exposure appears to be skewed towards developed markets in Europe and Asia, which are represented by various large-cap stocks.

The portfolio's valuation posture is somewhat rich, with a weighted P/E ratio of 18.6x and a weighted P/B ratio of 38.40x, suggesting that investors may be willing to pay a premium for these foreign developed market equities. Concentration risk appears to be relatively low due to the numerous top holdings, although the largest holding at approximately 2.2% does contribute to some sector-specific risk. The fund's sector mix diverges from the broader market, which may present opportunities or challenges depending on macroeconomic conditions.

Generated by Qwen-32B from constituent-level data. Not investment advice. Updated: 2026-06-27 07:26:13.257118+00

🔍 Theme Alignment Audit

AI GeneratedPurity: 10/100

The investment theme implied by the name "iShares Core MSCI EAFE ETF" is a broad exposure to developed international markets outside North America and Europe, yet the provided top holdings list lacks specific company names or sector classifications. Without identifiable assets in the data, it is impossible to verify if individual stocks align with a narrow thematic focus or if they represent a diversified global basket as intended by an "EAFE" mandate. The absence of recognizable industry leaders or distinct sectors in the visible holding details suggests that any assessment of thematic purity relies entirely on the underlying index methodology rather than observable stock selection, making it difficult to distinguish between a true broad-market proxy and a fund with hidden concentration risks based solely on this snippet.

Concentration risk appears manageable given the low top-10 weight of 11.4%, which indicates a lack of over-reliance on any single mega-cap entity within the visible portion of the portfolio. However, sector coherence cannot be evaluated because the provided data does not include industry breakdowns or stock identifiers necessary to determine if the fund's composition matches its stated geographic and market cap objectives. The list consists primarily of generic ticker codes with no descriptive context regarding their business operations, preventing an analysis of whether the fund is genuinely differentiated from a broad international index or if it inadvertently tilts toward specific sub-regions due to weighting anomalies. Consequently, while the low concentration metric suggests stability similar to a passive benchmark, the lack of granular data prevents confirmation that the actual holdings strictly adhere to the "Core" and "EAFE" definitions implied by the fund's name.

AI analysis of holdings alignment vs fund theme. Not investment advice. Updated: 2026-05-23 02:55:23.382817+00

Flow Driver Analysis

2-Step Circle

Which larger ETFs share IEFA's holdings — and mechanically drive its price through index rebalancing flows?

Approximately 100% of IEFA's weight flows through these larger ETFs

Driver ETF	AUM	Expense	Shared Stocks	Weight Overlap
IXUSiShares Core MSCI Total International Stock ETF	$52B	—	2078	98.4%
SCHFSCHF	$57B	—	1149	87.9%
EFAiShares MSCI EAFE ETF	$71B	—	696	85.6%
ACWIiShares MSCI ACWI ETF	$28B	—	695	85.6%
URTHiShares MSCI World ETF	$7B	—	664	82.4%

98% of IEFA's portfolio by weight is also held by IXUS. When IXUS receives inflows, it mechanically buys these shared stocks — dragging IEFA's NAV along regardless of any thematic or sector catalyst. Combined, the top 5 overlapping ETFs control exposure to 100% ofIEFA's weight.

Overlap computed from constituent-level holdings data across 5 ETFs. Price co-movement with driver ETFs is structural, not coincidental. Not investment advice.

ETF Look-Through Dashboard

Peer through the ETF wrapper to see exactly what you own. Every metric is computed from constituent-level data.

18.6x

Weighted P/E

Harmonic weighted-average P/E across constituents. Excludes negative earnings. Resistant to outlier distortion.

38.37x

Weighted P/B

Weighted-average price-to-book ratio of constituent holdings.

$1.5T

Wtd Avg Market Cap

Weighted metrics calculated based on 35% of fund assets with available data.

Herfindahl-Hirschman Concentration Index

Well Diversified

Top 5: 6.9%Top 10: 11.4%

Morningstar-Style Box

Value

Blend

Growth

Large

Mid

Small

Large Blend

Sector & Cap Explorer

Visualization Mode

ETF Fundamental Radar

Total Analysis

59% Weight

Market Cap

Large

Risk Profile

Elevated

Operational health is mixed, with the bulk of weight in the mid-range (4–6) Piotroski scores.

Piotroski F-Score (Operational Health)

Score 0-9: Measures Profitability, Leverage, and Efficiency

↑ Weight (%)100%80%60%40%20%

0–3 Weak

32%

4–6 Average

25%

7–9 Strong

Based on 59% of fund weight with Piotroski data.

Computed by rolling up individual stock Piotroski F-Scores, Altman Z-Scores, and Beneish M-Scores weighted by each constituent's allocation.

Dividend Safety True-Up

Deterministic

49%

Wtd FCF Payout Ratio

0.00%

TTM Yield

Very Safe

Dividend Durability

49% of FCF

0% (retains all cash)50%100% (pays out everything)

The dividend-paying companies inside IEFA collectively pay out 49% of their Free Cash Flow to maintain the current yield. This leaves a substantial cash buffer, making dividend cuts unlikely even in a downturn. Based on 27% of fund weight in dividend-paying stocks.

FCF Payout Ratio = Dividends Paid / Free Cash Flow, weighted by constituent allocation. Not investment advice.

Earnings vs. Price Decomposition

Proprietary

+16.8%

ETF 1Y Return

+16.7%

Wtd Earnings Growth

+0.2%

Multiple Expansion

Earnings

P/E Inflation

IEFA is up 16.8% over the last 12 months. The underlying weighted earnings growth of its constituents is +16.7%. Price performance is closely aligned with fundamental earnings growth — valuations are roughly unchanged.

Earnings growth = weighted average YoY EPS growth of all constituents (capped at ±500% to limit outlier distortion). Based on 58% of fund weight with earnings data. Not investment advice.

Value Creation Map

ROIC vs WACC

What percentage of IEFA's weight is allocated to companies that create economic value (ROIC > WACC) vs. destroy it?

74% Creators

Value Creators (ROIC > WACC)16.7%

Value Destroyers5.8%

Of IEFA's analyzed weight, 74% is invested in companies earning more than their cost of capital — genuine value creators. The remaining 26% consists of companies whose ROIC falls below their WACC, effectively destroying shareholder value with every dollar invested.

ROIC-WACC spread for 23% of fund weight with available data. Not investment advice.

Passive Crowding Score

LOW

How much of each constituent's market cap is structurally locked in passive ETFs — a proxy for liquidity fragility during sell-offs.

Wtd Avg Passive Ownership1.2%

Most Crowded HoldingGB0005405286 (2.1%)

Least CrowdedJP3633400001 (0.0%)

Coverage33% of fund weight

0 — Low255075100 — Extreme

IEFA has a low Passive Crowding Score of 4/100. On average, 1.2% of the market capitalization of IEFA's underlying holdings is structurally locked in passive ETF vehicles. This indicates relatively low passive crowding — the underlying stocks have ample active-market liquidity to absorb ETF-driven flows without significant price distortion.

Passive $ = Σ(ETF AUM × holding weight) across all 6 tracked ETFs. Actual passive ownership is higher (includes mutual funds, pension funds). Not investment advice.

Under the Hood — Top 15 Constituents

Top 10 Concentration11.4%

#	Ticker	Company	Weight	P/E	F-Score
1	NL0010273215	ASML Holding N.V.	2.21%	61.0x	8/9
2	GB0005405286	HSBC HOLDINGS PLC	1.24%	13.5x	5/9
3	GB0009895292	ASTRAZENECA PLC	1.16%	28.4x	7/9
4	CH1499059983	Roche Holding AG	1.13%	20.9x	—
5	CH0012005267	Novartis AG	1.11%	21.3x	8/9
6	CH0038863350	Nestle S.A.	1.03%	21.7x	6/9
7	GB00BP6MXD84	SHELL PLC	1.02%	15.6x	5/9
8	DE0007236101	Siemens Aktiengesellschaft	0.89%	20.9x	6/9
9	AU000000CBA7	COMMONWEALTH BANK OF AUSTRALIA	0.83%	27.8x	2/9
10	066922519	BlackRock Funds III: BlackRock Cash Funds: Institutional; SL Agency Shares	0.81%	—	—
11	JP3902900004	Mitsubishi UFJ Financial Group, Inc.	0.80%	16.0x	6/9
12	AU000000BHP4	BHP GROUP LIMITED	0.79%	17.4x	4/9
13	FR0000120271	TOTALENERGIES SE	0.73%	15.9x	5/9
14	JP3633400001	TOYOTA MOTOR CORPORATION	0.71%	11.9x	5/9
15	ES0113900J37	Banco Santander, S.A.	0.70%	11.3x	4/9

The bottom 2611 stocks in IEFA account for only 84.8% of the total fund weight.Only the top 50 holdings are shown. Total holdings: 2,626.

Historical Holdings Snapshots

Browse how IEFA’s holdings have changed across SEC filing dates. Showing top holdings per snapshot.

2026-06-28

15 holdings · 15.2% tracked weight

#	Ticker	Weight	Shares	Market Value
1	NL0010273215	2.21%	2,765,594	$4.0B
2	GB0005405286	1.24%	122,192,625	$2.2B
3	GB0009895292	1.16%	11,046,578	$2.1B
4	CH1499059983	1.13%	5,010,188	$2.0B
5	CH0012005267	1.11%	13,538,199	$2.0B
6	CH0038863350	1.03%	18,355,139	$1.9B
7	GB00BP6MXD84	1.02%	40,555,797	$1.8B
8	DE0007236101	0.89%	5,413,707	$1.6B
9	AU000000CBA7	0.83%	11,924,135	$1.5B
10	066922519	0.81%	1,471,735,737	$1.5B
11	JP3902900004	0.80%	80,129,600	$1.4B
12	AU000000BHP4	0.79%	36,167,383	$1.4B
13	FR0000120271	0.73%	14,103,427	$1.3B
14	JP3633400001	0.71%	67,212,125	$1.3B
15	ES0113900J37	0.70%	104,179,801	$1.3B

2026-06-27

15 holdings · 15.2% tracked weight

#	Ticker	Weight	Shares	Market Value
1	NL0010273215	2.21%	2,765,594	$4.0B
2	GB0005405286	1.24%	122,192,625	$2.2B
3	GB0009895292	1.16%	11,046,578	$2.1B
4	CH1499059983	1.13%	5,010,188	$2.0B
5	CH0012005267	1.11%	13,538,199	$2.0B
6	CH0038863350	1.03%	18,355,139	$1.9B
7	GB00BP6MXD84	1.02%	40,555,797	$1.8B
8	DE0007236101	0.89%	5,413,707	$1.6B
9	AU000000CBA7	0.83%	11,924,135	$1.5B
10	066922519	0.81%	1,471,735,737	$1.5B
11	JP3902900004	0.80%	80,129,600	$1.4B
12	AU000000BHP4	0.79%	36,167,383	$1.4B
13	FR0000120271	0.73%	14,103,427	$1.3B
14	JP3633400001	0.71%	67,212,125	$1.3B
15	ES0113900J37	0.70%	104,179,801	$1.3B

2026-06-26

15 holdings · 15.2% tracked weight

#	Ticker	Weight	Shares	Market Value
1	NL0010273215	2.21%	2,765,594	$4.0B
2	GB0005405286	1.24%	122,192,625	$2.2B
3	GB0009895292	1.16%	11,046,578	$2.1B
4	CH1499059983	1.13%	5,010,188	$2.0B
5	CH0012005267	1.11%	13,538,199	$2.0B
6	CH0038863350	1.03%	18,355,139	$1.9B
7	GB00BP6MXD84	1.02%	40,555,797	$1.8B
8	DE0007236101	0.89%	5,413,707	$1.6B
9	AU000000CBA7	0.83%	11,924,135	$1.5B
10	066922519	0.81%	1,471,735,737	$1.5B
11	JP3902900004	0.80%	80,129,600	$1.4B
12	AU000000BHP4	0.79%	36,167,383	$1.4B
13	FR0000120271	0.73%	14,103,427	$1.3B
14	JP3633400001	0.71%	67,212,125	$1.3B
15	ES0113900J37	0.70%	104,179,801	$1.3B

2026-06-25

15 holdings · 15.2% tracked weight

#	Ticker	Weight	Shares	Market Value
1	NL0010273215	2.21%	2,662,621	$3.8B
2	CH0012032048	1.27%	4,826,438	$2.2B
3	GB0005405286	1.21%	118,253,297	$2.1B
4	GB0009895292	1.15%	10,643,152	$2.0B
5	CH0012005267	1.12%	13,030,190	$1.9B
6	CH0038863350	0.98%	17,661,635	$1.7B
7	DE0007236101	0.91%	5,208,535	$1.6B
8	GB00BP6MXD84	0.89%	39,735,114	$1.5B
9	JP3633400001	0.85%	64,962,625	$1.5B
10	DE0007164600	0.83%	7,158,276	$1.4B
11	JP3902900004	0.82%	78,506,000	$1.4B
12	DK0062498333	0.76%	22,090,318	$1.3B
13	ES0113900J37	0.76%	102,377,345	$1.3B
14	AU000000BHP4	0.70%	34,806,345	$1.2B
15	AU000000CBA7	0.69%	11,474,118	$1.2B

2026-06-24

15 holdings · 15.2% tracked weight

#	Ticker	Weight	Shares	Market Value
1	NL0010273215	2.21%	2,662,621	$3.8B
2	CH0012032048	1.27%	4,826,438	$2.2B
3	GB0005405286	1.21%	118,253,297	$2.1B
4	GB0009895292	1.15%	10,643,152	$2.0B
5	CH0012005267	1.12%	13,030,190	$1.9B
6	CH0038863350	0.98%	17,661,635	$1.7B
7	DE0007236101	0.91%	5,208,535	$1.6B
8	GB00BP6MXD84	0.89%	39,735,114	$1.5B
9	JP3633400001	0.85%	64,962,625	$1.5B
10	DE0007164600	0.83%	7,158,276	$1.4B
11	JP3902900004	0.82%	78,506,000	$1.4B
12	DK0062498333	0.76%	22,090,318	$1.3B
13	ES0113900J37	0.76%	102,377,345	$1.3B
14	AU000000BHP4	0.70%	34,806,345	$1.2B
15	AU000000CBA7	0.69%	11,474,118	$1.2B

2026-06-23

15 holdings · 15.2% tracked weight

#	Ticker	Weight	Shares	Market Value
1	NL0010273215	2.21%	2,662,621	$3.8B
2	CH0012032048	1.27%	4,826,438	$2.2B
3	GB0005405286	1.21%	118,253,297	$2.1B
4	GB0009895292	1.15%	10,643,152	$2.0B
5	CH0012005267	1.12%	13,030,190	$1.9B
6	CH0038863350	0.98%	17,661,635	$1.7B
7	DE0007236101	0.91%	5,208,535	$1.6B
8	GB00BP6MXD84	0.89%	39,735,114	$1.5B
9	JP3633400001	0.85%	64,962,625	$1.5B
10	DE0007164600	0.83%	7,158,276	$1.4B
11	JP3902900004	0.82%	78,506,000	$1.4B
12	DK0062498333	0.76%	22,090,318	$1.3B
13	ES0113900J37	0.76%	102,377,345	$1.3B
14	AU000000BHP4	0.70%	34,806,345	$1.2B
15	AU000000CBA7	0.69%	11,474,118	$1.2B

Source: SEC filings and fund provider disclosures. Shows last 6 snapshot dates, top 15 holdings per date by weight.

Risk Profile

17.7%

Annual Volatility

0.90

Sharpe (1Y)

-13.8%

Max Drawdown (5Y)

Sharpe = risk-adjusted return (higher is better). Computed from 1,200+ trading days with 5% risk-free rate.

Fama-French 5-Factor Exposure

Academic factor model decomposition — what's really driving this ETF's returns.

0.71

Market β

-0.017

Size (SMB)

Neutral

+0.097

Value (HML)

Neutral

-0.067

Profit (RMW)

Neutral

+0.197

Invest (CMA)

Conservative

Alpha (annual): +9.89%

R²: 67.4%of variance explained by 5 factors

Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.

Price Chart with Moving Averages

Loading chart...

What Drove IEFA Today?

Daily return attribution — which holdings contributed most (and least) to the fund's move.

Fund move:-0.56%(2026-06-26)

Top Contributors

AU000000NST8

+0.003%

AU000000EVN4

+0.001%

JP3162600005

+0.001%

Top Detractors

JP3932000007

-0.001%

JP3802400006

-0.006%

CH0012221716

-0.016%

Attribution = holding weight × stock daily return. Only the top contributors and detractors are shown.

Technical Setup

AI Generated

The current price of $97.30 for the iShares Core MSCI EAFE ETF sits within a specific technical context that requires evaluation against its moving averages to determine trend direction, though precise average values are not provided in this dataset. Without knowing whether the security is trading above or below key short-term and long-term moving averages, it remains unclear if the asset is exhibiting bullish momentum characterized by prices sustaining higher highs or bearish pressure where costs consistently fall beneath these dynamic support levels. The absence of explicit Moving Average Convergence Divergence data means one cannot definitively assert whether the trend is strengthening or reversing at this moment based solely on the available figures. Regarding short-term velocity, the Relative Strength Index (RSI) metric would typically illuminate whether the security is approaching overbought conditions suggesting potential exhaustion or oversold territory indicating possible relief rallies; however, since specific RSI readings are not included in the provided information, no definitive conclusion can be drawn about immediate momentum shifts. The price point of $97.30 serves as a static reference level against which future market action must be measured to identify any divergence between price movement and underlying trend strength. Ultimately, this technical snapshot relies on incomplete data regarding both moving average positioning and oscillator values to form a comprehensive view of the foreign large blend sector's trajectory. Traders analyzing IEFA would need to supplement these gaps with real-time charting tools to assess if the current valuation aligns with historical support zones or resistance barriers before interpreting

Underwater (Drawdown from Peak)

How far below the all-time high the price has been over time. Deeper = more pain for holders.

Loading drawdown chart...

Rolling 60-Day Beta vs S&P 500 (VOO)

How the ETF's sensitivity to market moves changes over time. β > 1 = more volatile than the market.

Loading beta chart...

Rolling Beta Market (β = 1.0)

Yield & Income

0.00%

TTM Yield

—

30-Day SEC Yield

—

5Y Div CAGR

Sector Drift Over Time

How IEFA’s sector allocation has shifted across snapshots. Use the slider to travel through time.

Other100.0%

2026-03-262026-06-28

Active Conviction Tracker

Shares bought and sold between the latest two data snapshots — reveals what the fund manager is actually doing.

No position changes detected between snapshots.

AUM & Capital Flow Tracker

Estimated assets under management derived from SEC filings and daily price movements — tracks how the fund's value evolves over time.

Total Net Assets

$182.24B

Est. AUM Change (90d)

$-3.53B

Price Change (90d)

-1.90%

Filing Snapshots

Estimated AUMTNA Filing Date

Estimated AUM derived from the latest SEC N-PORT filing TNA ($182.24B) scaled by daily price changes. Filing snapshots update when new regulatory filings are published (quarterly for most funds, daily for ARK).

Explore More

Zero-Overlap ETFs All ETFs Portfolio Optimizer All Screeners →

Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-26.

SecuritiesDB is for informational purposes only. Not investment advice.