EFAViShares MSCI EAFE Min Vol Factor ETF
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.
EFAV Summary Data
EFAV Portfolio Data
EFAV Index Data
EFAV Portfolio Management
EFAV Tax Exposures
EFAV Fund Structure
EFAV 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 Sector/Industry Breakdown
EFAV Top 10 Holdings[View All]
EFAV Economic Development
EFAV Performance Statistics
EFAV Benchmark Comparison Summary
EFAV Benchmark Comparison Market Cap Size