EFAV

iShares Edge MSCI Min Vol EAFE ETF
A

53
*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 fund's expense ratio ranks among the lowest in the segment, especially impressive given EFAV's alternative methodology. EFAV undercuts its sister fund from iShares, EFA, which charges a higher fee for plain-vanilla exposure to the same EAFE index. EFAV has firmly established itself in the space with a healthy asset base. The fund trades very well at all sizes. Like other EAFE-based products it excludes Canada, but in all, EFAV provides a viable vehicle for low-volatility developed international exposure.

EFAV MSCI ESG Analytics Insight

iShares Edge MSCI Min Vol EAFE ETF has an MSCI ESG Fund Rating of A based on a score of 6.85 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. iShares Edge MSCI Min Vol EAFE ETF ranks in the 85th percentile within its peer group and in the 71st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

EFAV MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

EFAV CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/22/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EFAV -1.31% 2.23% 9.98% 3.05% 5.51% 5.06% --
EFAV (NAV) -1.51% 1.94% 9.49% 2.53% 5.30% 5.04% --
MSCI EAFE Minimum Volatility Index -1.46% 2.05% 9.41% 2.62% 5.35% 5.10% --
MSCI World ex USA IMI -4.15% -0.86% 9.49% -4.22% 5.20% 1.83% 5.28%
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%
$11.28B
$54.74M
0.01%

EFAV Portfolio Data

$42.17B
19.12
1.74
3.00%
12/16/19
284

EFAV Index Data

Multi-Factor
Multi-Factor
MSCI World ex USA IMI

EFAV Portfolio Management

0.20%
-0.06%
0.01%
-0.15%

EFAV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

EFAV Fund Structure

Open-Ended Fund
No
Yes
80% / 20%
N/A
N/A
Low
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

EFAV Factset Analytics Block Liquidity

As of 08/23/19
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

759,062
$54.74M
710,593
$51.75M
0.01%
$0.01
0.10%
1.42% / -1.58%
None
15.00%
100,000
7.11
0.04%
0.15%
2,021
$71.53
5

EFAV Sector/Industry Breakdown


EFAV
Segment Benchmark
25.42%
23.85%
16.60%
10.57%
13.29%
15.47%
10.94%
10.06%
10.34%
3.64%
8.73%
11.88%
8.45%
3.43%
3.18%
7.78%
1.88%
6.82%
1.17%
6.49%

EFAV TOP 10 HOLDINGS[View All]

1.64%
1.50%
1.45%
1.41%
1.37%
1.31%
1.24%
1.20%
1.19%
1.11%
13.42%

EFAV Countries


EFAV
Segment Benchmark
28.61%
22.80%
13.62%
7.87%
12.11%
15.31%
7.80%
3.08%
7.36%
6.64%
6.31%
9.03%
4.92%
1.45%
4.04%
7.45%
2.71%
1.07%
2.70%
1.56%

EFAV Regions


EFAV
Segment Benchmark
49.51%
34.30%
48.28%
55.36%
1.65%
0.51%
0.56%
9.82%

EFAV Economic Development


EFAV
Segment Benchmark
100.00%
100.00%
--
0.00%

EFAV Performance Statistics

0.77
0.62
0.63
0.59
0.31%
MSCI World ex USA IMI

EFAV MSCI ESG Ratings

A
6.85 / 10
70.74
85.33
7.52%
10.72%
241.04

EFAV BENCHMARK COMPARISON HOLDINGS

284
3552
279
28.56%

EFAV BENCHMARK COMPARISON SUMMARY


EFAV
Segment Benchmark
284
3552
$42.17B
$53.33B
19.12
16.70
1.74
1.58
3.41%
3.26%
Low
Low

EFAV BENCHMARK COMPARISON MARKET CAP SIZE


EFAV
Segment Benchmark
66.22%
68.25%
33.50%
22.86%
0.29%
7.82%
0.00%
1.08%