Data Source: from January 2013 to July 2022
Consolidated Returns as of 31 Jul 2022
Category: Stocks
ETF: iShares Core MSCI EAFE ETF (IEFA)

In the last 5 Years, the iShares Core MSCI EAFE ETF (IEFA) ETF obtained a 2.85% compound annual return, with a 15.76% standard deviation.

In 2021, the ETF granted a 3.45% dividend yield. If you are interested in getting periodic income, please refer to the iShares Core MSCI EAFE ETF (IEFA) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Developed Markets
  • Country: EAFE

Historical Returns as of Jul 31, 2022

Historical returns and stats of iShares Core MSCI EAFE ETF (IEFA) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES CORE MSCI EAFE ETF (IEFA) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 2013 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
5.44
5.45
0.00
1 - 0
3M
-2.22
-4.58
-8.79
Jun 2022 - Jun 2022
2 - 1
6M
-11.50
-16.02
-16.07
Feb 2022 - Jun 2022
3 - 3
YTD
-15.10
-20.10
-19.47
Jan 2022 - Jun 2022
3 - 4
1Y
-14.65
-21.35
15.00
-20.31
Sep 2021 - Jun 2022
6 - 6
50% pos
3Y(*)
3.89
-0.97
17.74
-23.53
Jan 2020 - Mar 2020
22 - 14
61% pos
5Y(*)
2.85
-1.00
15.76
-23.53
Jan 2020 - Mar 2020
37 - 23
62% pos
MAX(*)
01 Jan 2013
5.04
2.28
13.93
-23.53
Jan 2020 - Mar 2020
70 - 45
61% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89%

Correlations as of Jul 31, 2022

Monthly correlations of iShares Core MSCI EAFE ETF (IEFA) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

ISHARES CORE MSCI EAFE ETF (IEFA) ETF
Monthly correlations as of 31 Jul 2022
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Correlation vs IEFA
 
Asset Class 1 Year 5 Years Since
Jan 2013
US Total Stock Market
VTI
0.93
0.92
0.87
US Large Cap
SPY
0.94
0.91
0.87
US Small Cap
IJR
0.93
0.88
0.77
US REITs
VNQ
0.82
0.74
0.61
US Technology
QQQ
0.83
0.79
0.79
Preferred Stocks
PFF
0.95
0.76
0.67
EAFE Stocks
EFA
1.00
1.00
1.00
World All Countries
VT
0.97
0.97
0.96
Emerging Markets
EEM
0.81
0.82
0.80
Europe
VGK
0.98
0.99
0.98
Pacific
VPL
0.93
0.95
0.92
Latin America
FLLA
0.58
0.70
0.66
US Total Bond Market
BND
0.67
0.28
0.25
Long Term Treasuries
TLT
0.42
-0.18
-0.14
US Cash
BIL
-0.07
-0.24
-0.15
TIPS
TIP
0.68
0.41
0.36
Investment Grade Bonds
LQD
0.79
0.57
0.50
High Yield Bonds
HYG
0.89
0.80
0.77
International Bond Market
BNDX
0.55
0.28
0.23
Emerging Market Bonds
EMB
0.94
0.75
0.71
Gold
GLD
0.17
0.13
0.07
Commodities
DBC
0.26
0.63
0.50

Capital Growth as of Jul 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares Core MSCI EAFE ETF (IEFA) ETF: Dividend Yield page.

An investment of 1000$, since August 2017, now would be worth 1150.96$, with a total return of 15.10% (2.85% annualized).

The Inflation Adjusted Capital now would be 950.94$, with a net total return of -4.91% (-1.00% annualized).
An investment of 1000$, since January 2013, now would be worth 1601.46$, with a total return of 60.15% (5.04% annualized).

The Inflation Adjusted Capital now would be 1241.06$, with a net total return of 24.11% (2.28% annualized).

Drawdowns

Worst drawdowns since August 2017.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-23.53% Jan 2020 Mar 2020 3 Nov 2020 8 11
-20.31% Sep 2021 Jun 2022 10 in progress 1 11
-18.38% Feb 2018 Dec 2018 11 Dec 2019 12 23
-1.14% Jun 2021 Jun 2021 1 Aug 2021 2 3
-0.74% Jan 2021 Jan 2021 1 Feb 2021 1 2

Worst drawdowns since January 2013.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-23.53% Jan 2020 Mar 2020 3 Nov 2020 8 11
-20.31% Sep 2021 Jun 2022 10 in progress 1 11
-18.38% Feb 2018 Dec 2018 11 Dec 2019 12 23
-17.39% Jul 2014 Feb 2016 20 Apr 2017 14 34
-5.89% May 2013 Jun 2013 2 Sep 2013 3 5
-4.87% Jan 2014 Jan 2014 1 Feb 2014 1 2
-1.14% Jun 2021 Jun 2021 1 Aug 2021 2 3
-1.01% Feb 2013 Feb 2013 1 Mar 2013 1 2
-0.74% Jan 2021 Jan 2021 1 Feb 2021 1 2
-0.42% Mar 2014 Mar 2014 1 Apr 2014 1 2

Rolling Returns ( more details)

iShares Core MSCI EAFE ETF (IEFA) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
6.65 47.51
Apr 2020 - Mar 2021
-18.30
Jul 2021 - Jun 2022
40.38%
2 Years
5.60 21.19
Apr 2020 - Mar 2022
-10.12
Apr 2018 - Mar 2020
26.09%
3 Years
5.00 13.93
Jan 2019 - Dec 2021
-1.93
Apr 2017 - Mar 2020
10.00%
5 Years
5.62 10.61
Jul 2016 - Jun 2021
-0.27
Apr 2015 - Mar 2020
1.79%
7 Years
4.88 7.37
Jan 2015 - Dec 2021
1.99
Apr 2013 - Mar 2020
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares Core MSCI EAFE ETF (IEFA) ETF: Rolling Returns page.

Seasonality

iShares Core MSCI EAFE ETF (IEFA) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.16
50%
-0.12
50%
-0.15
60%
2.12
90%
0.65
70%
-0.95
40%
2.09
80%
-0.51
56%
0.21
56%
0.40
56%
1.06
56%
0.92
67%
Best
Year
6.7
2019
6.3
2015
7.0
2016
6.3
2020
5.7
2020
5.5
2019
5.6
2013
5.3
2020
7.9
2013
6.4
2015
13.9
2020
5.2
2020
Worst
Year
-5.7
2016
-7.9
2020
-14.6
2020
-6.8
2022
-5.1
2019
-8.8
2022
-2.6
2014
-6.9
2015
-4.3
2015
-8.3
2018
-4.6
2021
-5.5
2018
Statistics calculated for the period Jan 2013 - Jul 2022

Monthly/Yearly Returns

iShares Core MSCI EAFE ETF (IEFA) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
70 Positive Months (61%) - 45 Negative Months (39%)
Jan 2013 - Jul 2022
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Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-15.10 -20.10 -4.1 -3.2 0.3 -6.8 1.7 -8.8 5.4
2021
+11.49 +4.16 -0.7 2.6 2.4 3.1 3.4 -1.1 0.9 1.6 -3.3 3.0 -4.6 4.1
2020
+8.17 +6.72 -2.7 -7.9 -14.6 6.3 5.7 3.3 2.1 5.3 -1.9 -3.5 13.9 5.2
2019
+22.63 +19.89 6.7 2.7 0.8 2.9 -5.1 5.5 -1.7 -1.7 2.9 3.5 0.9 3.6
2018
-14.13 -15.74 5.2 -4.9 -0.4 1.2 -1.5 -1.7 2.4 -1.9 0.6 -8.3 0.3 -5.5
2017
+26.59 +23.97 3.4 1.3 3.2 2.7 3.5 0.4 2.8 0.1 2.4 1.7 0.9 1.5
2016
+1.58 -0.48 -5.7 -3.2 7.0 2.0 0.1 -2.6 4.2 0.4 1.6 -2.4 -1.8 2.6
2015
+0.73 +0.00 0.8 6.3 -1.4 3.7 0.3 -2.6 1.6 -6.9 -4.3 6.4 -0.6 -1.8
2014
-6.33 -7.03 -4.9 6.1 -0.4 1.2 1.6 1.0 -2.6 0.2 -4.1 -0.3 0.0 -3.8
2013
+22.42 +20.61 3.6 -1.0 1.6 4.8 -3.2 -2.7 5.6 -1.7 7.9 3.4 0.6 2.4
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