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 Canada, but in all, EFAV provides a viable vehicle for low-volatility developed international exposure.

EFAV MSCI ESG Analytics Insight

iShares MSCI EAFE Min Vol Factor ETF has an MSCI ESG Fund Rating of AA based on a score of 7.24 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 MSCI EAFE Min Vol Factor ETF ranks in the 85th percentile within its peer group and in the 50th 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 (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 11/20/20] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EFAV 5.37% 4.26% -2.05% -0.87% 3.41% 5.09% --
EFAV (NAV) 4.93% 4.46% -2.18% -0.65% 3.34% 5.08% --
MSCI EAFE Minimum Volatility Index 4.91% 4.47% -2.23% -0.68% 3.36% 5.11% 6.62%
MSCI World ex USA IMI 7.44% 8.29% 2.22% 6.08% 3.53% 6.22% 5.15%
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%
$10.68B
$53.02M
0.02%

EFAV Portfolio Data

$43.56B
25.72
1.88
3.77%
12/14/20
273

EFAV Index Data

Multi-Factor
Multi-Factor
MSCI World ex USA IMI

EFAV Portfolio Management

0.20%
0.01%
0.58%
-0.91%

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 -

EFAV Factset Analytics Block Liquidity

As of 11/23/20
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

772,083
$53.02M
744,007
$52.46M
0.02%
$0.02
0.02%
2.28% / -4.55%
None
16.00%
100,000
7.44
0.00%
0.13%
294
$71.85
5

EFAV Top 10 Holdings[View All]

1.44%
1.41%
1.41%
1.39%
1.26%
1.26%
1.23%
1.21%
1.12%
1.09%
12.80%

EFAV Countries


EFAV
Segment Benchmark
30.46%
24.08%
14.96%
8.83%
9.46%
12.77%
6.34%
2.74%
5.78%
6.21%
5.76%
8.59%
4.42%
2.23%
4.17%
8.15%
3.75%
1.18%
2.39%
0.92%

EFAV Regions


EFAV
Segment Benchmark
51.13%
55.38%
47.12%
34.59%
1.27%
0.48%
0.48%
9.55%

EFAV Economic Development


EFAV
Segment Benchmark
100.00%
100.00%

EFAV Performance Statistics

0.91
0.71
0.71
0.70
0.54%
MSCI World ex USA IMI

EFAV MSCI ESG Ratings

7.24 / 10
50.35
84.56
7.06%
11.31%
207.75

EFAV Benchmark Comparison Holdings

273
3468
267
28.49%

EFAV Benchmark Comparison Summary


EFAV
Segment Benchmark
273
3468
$43.56B
$54.17B
25.72
33.99
1.88
1.53
3.09%
2.96%
Low
Low

EFAV Benchmark Comparison Market Cap Size


EFAV
Segment Benchmark
68.17%
68.47%
31.68%
22.73%
0.13%
7.80%
0.02%
1.00%