EFAV iShares MSCI EAFE Min Vol Factor ETF

*Unless otherwise stated, data provided by FactSet.

EFAV Fund Description

EFAV tracks an index of developed-market equities, ex-US and Canada, selected and weighted to create a low volatility portfolio subject to constraints including sector exposure.

EFAV Factset Analytics Insight

EFAV delivers a popular low-volatility take on international equities. The fund shows low market risk to our benchmark (measured by beta), and its portfolio biases toward defensive sectors are consistent with its low-volatility aims. The underlying index is constructed from the MSCI EAFE Index a rules-based methodology to security eligibility, sector and country exposure. A multi-factor risk model is used to weight securities for low volatility. The portfolio is further refined using an optimizer based on projected riskiness of securities aiming to deliver lowest absolute volatility. Like other EAFE-based products it excludes US and Canada, but in all, EFAV provides a viable vehicle for low-volatility developed international exposure.

PERFORMANCE [as of 09/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EFAV -8.88% -9.68% -24.25% -22.25% -5.47% -1.62% 3.40%
EFAV (NAV) -8.87% -9.81% -24.35% -22.39% -5.54% -1.58% 3.44%
MSCI EAFE Minimum Volatility Index -8.90% -10.12% -24.55% -22.52% -5.59% -1.60% 3.47%
MSCI EAFE IMI -10.39% -11.12% -28.19% -26.52% -2.14% -1.07% 3.82%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

EFAV Summary Data

Blackrock
iShares
10/18/11
Open-Ended Fund
0.20%
$6.55B
$81.75M
0.02%

EFAV Portfolio Data

$48.18B
15.65
1.84
3.05%
12/13/22
235

EFAV Index Data

Multi-Factor
Multi-Factor
MSCI EAFE IMI

EFAV Portfolio Management

0.20%
-0.04%
0.03%
-0.71%

EFAV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

EFAV Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

EFAV Factset Analytics Block Liquidity

As of 09/30/22
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of EFAV. EFAV is rated a 5 out of 5.

EFAV Tradability

1,397,743
$81.75M
531,621
$33.17M
0.02%
$0.01
-0.08%
0.37% / -0.43%
None
16.06%
100,000
5.32
0.03%
0.16%
120
$57.14
5

EFAV Sector/Industry Breakdown


EFAV
Segment Benchmark
17.07%
--
16.33%
--
12.96%
--
9.71%
--
8.66%
--
7.16%
--
5.72%
--
4.11%
--
3.14%
--
2.49%
--

EFAV Top 10 Holdings[View All]

1.71%
1.61%
1.50%
1.47%
1.44%
1.42%
1.30%
1.26%
1.24%
1.18%
14.12%

EFAV Countries


EFAV
Segment Benchmark
28.07%
24.18%
14.78%
9.51%
10.29%
15.72%
7.21%
2.83%
5.92%
9.86%
5.07%
1.71%
4.36%
2.62%
4.22%
8.60%
3.64%
6.93%
2.67%
3.79%

EFAV Regions


EFAV
Segment Benchmark
51.15%
60.65%
45.14%
37.66%
2.14%
0.95%
1.55%
0.74%

EFAV Economic Development


EFAV
Segment Benchmark
99.98%
99.99%
0.00%
0.01%

EFAV Performance Statistics

0.87
0.67
0.69
0.62
0.45%
MSCI EAFE IMI

EFAV Benchmark Comparison Holdings

235
3137
233
29.21%

EFAV Benchmark Comparison Summary


EFAV
Segment Benchmark
235
3137
$48.18B
$61.99B
15.65
12.73
1.84
1.53
3.01%
3.16%
Low
Low

EFAV Benchmark Comparison Market Cap Size


EFAV
Segment Benchmark
69.23%
70.04%
30.51%
20.66%
0.00%
8.35%
0.00%
0.88%