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.

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 7.99 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 86th percentile within its peer group and in the 58th 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.

PERFORMANCE [as of 10/27/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EFAV -1.36% -0.18% 6.07% 15.09% 7.29% 6.74% 7.09%
EFAV (NAV) -0.93% -0.70% 5.58% 14.81% 7.26% 6.76% 6.90%
MSCI EAFE Minimum Volatility Index -0.57% -0.41% 6.02% 15.26% 7.40% 6.87% 6.99%
N/A -- -- -- -- -- -- --
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%
$8.28B
$34.35M
0.02%

EFAV Portfolio Data

$56.84B
26.99
2.19
1.65%
12/13/21
253

EFAV Index Data

Multi-Factor
Multi-Factor
N/A

EFAV Portfolio Management

0.20%
0.07%
1.28%
-0.84%

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 10/28/21
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

454,399
$34.35M
421,881
$32.64M
0.02%
$0.01
-0.06%
0.73% / -1.42%
None
17.00%
100,000
4.17
0.03%
0.15%
403
$76.43
5

EFAV Top 10 Holdings[View All]

1.93%
1.63%
1.63%
1.61%
1.56%
1.55%
1.51%
1.29%
1.22%
1.16%
15.09%

EFAV Countries


EFAV
Segment Benchmark
27.24%
--
15.36%
--
10.02%
--
7.15%
--
6.99%
--
6.43%
--
4.83%
--
3.92%
--
3.42%
--
2.53%
--

EFAV Regions


EFAV
Segment Benchmark
54.11%
--
43.28%
--
1.50%
--
1.11%
--

EFAV Economic Development


EFAV
Segment Benchmark
100.00%
--

EFAV Performance Statistics

--
--
--
--
0.00%
N/A

EFAV MSCI ESG Ratings

7.99 / 10
58.31
85.95
5.76%
--
186.41

EFAV Benchmark Comparison Holdings

253
--
--
0.00%

EFAV Benchmark Comparison Summary


EFAV
Segment Benchmark
253
--
$56.84B
--
26.99
--
2.19
--
2.42%
--
Low
High

EFAV Benchmark Comparison Market Cap Size


EFAV
Segment Benchmark
77.73%
--
22.27%
--
0.00%
--
0.00%
--