EFAV iShares MSCI EAFE Min Vol Factor ETF
What is EFAV?
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.
EFAV Summary Data
Peers
Fund Flows
EFAV Portfolio Data
EFAV Index Data
EFAV Portfolio Management
EFAV Tax Exposures
EFAV Fund Structure
Factset Analytics Block Liquidity
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
EFAV Sector/Industry Breakdown
Benchmark
EFAV Top 10 Holdings
EFAV Performance Statistics
EFAV Countries
Benchmark
EFAV Regions
Benchmark
EFAV Economic Development
Benchmark
EFAV Benchmark Comparison Summary
Benchmark
EFAV Benchmark Comparison Market Cap Size
Benchmark
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MSCI ESG Research LLC’s ("MSCI ESG") Fund Metrics products (the "Information") provide environmental, social and governance data with respect to underlying securities within more than 24,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.