EFAViShares MSCI EAFE Min Vol Factor ETF

Grow my money14y track recordRanked #176 of 2,960 in this goal

Seeks to track the investment results of an index composed of developed market equities with lower volatility characteristics.

By iShares · Launched 2011

Annual Cost

0.20%

#1,039 of 5,562 · low cost

Fund Size

$5.3B

#428 of 5,562 · large

Return (1Y)Goal

+9.5%

Track Record

14 years

#934 of 5,562 · established

Performance

Total-return NAV · USD

Growth of $10,000

$10,936+9.4%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Equity

Region

Global ex-US

Cap

Multi cap

Strategy

Index tracking

Factor

Low volatility

Index tracked

MSCI EAFE Minimum Volatility (USD) Index

What it actually holds

By weight

Concentration

Top 10 holdings = 14.7% of fund✓ well diversified

Novartis AG

1.6%

Swisscom AG

1.6%

DBS GROUP HOLDINGS LTD

1.6%

ORANGE SA

1.6%

Iberdrola, S.A.

1.5%

Takeda Pharmaceutical Company Limited

1.4%

Zurich Insurance Group AG

1.4%

SHELL PLC

1.3%

TOTALENERGIES SE

1.3%

UNILEVER PLC

1.3%

Asset allocation

Stocks

98.9%

Cash

1.1%

By sector

Financial Services

19.4%

Industrials

15.8%

Healthcare

12.0%

Consumer Defensive

11.9%

Communication

9.6%

Utilities

8.8%

Energy

8.3%

Consumer Cyclical

5.0%

Other

9.1%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

10.6%Moderate

Year-on-year price swings

Max drawdown

-27.6%Moderate

Worst peak-to-trough loss

Sharpe (3Y)

0.80Decent risk-adjusted returns

Sortino (3Y)

1.14Good downside protection

Where to buy

Listing

Exchange: Cboe BZX

Full fund details

Objective: Seeks to track the investment results of an index composed of developed market equities with lower volatility characteristics.
Strategy: Tracks the MSCI EAFE Minimum Volatility (USD) Index, which measures international equity securities with lower volatility relative to the MSCI EAFE Index. Uses representative sampling to manage the Fund, investing primarily in component securities of the Underlying Index.
Inception date: October 18, 2011
Fund family: iShares