Data Source: from January 2012 to June 2022
Consolidated Returns as of 30 Jun 2022
Category: Stocks
ETF: iShares Edge MSCI Min Vol EAFE ETF (EFAV)

In the last 10 Years, the iShares Edge MSCI Min Vol EAFE ETF (EFAV) ETF obtained a 5.10% compound annual return, with a 10.28% standard deviation.

In 2021, the ETF granted a 2.60% dividend yield. If you are interested in getting periodic income, please refer to the iShares Edge MSCI Min Vol EAFE ETF (EFAV) 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 Jun 30, 2022

Historical returns and stats of iShares Edge MSCI Min Vol EAFE ETF (EFAV) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES EDGE MSCI MIN VOL EAFE ETF (EFAV) ETF
Consolidated returns as of 30 Jun 2022
Data Source: from January 2012 to June 2022
Swipe left to see all data
Period Return (%)
as of Jun 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jun 2022
-5.08
-5.08
-5.08
Jun 2022 - Jun 2022
0 - 1
3M
-10.73
-11.88
-10.73
Apr 2022 - Jun 2022
0 - 3
6M
-16.11
-19.38
-16.11
Jan 2022 - Jun 2022
1 - 5
YTD
-16.11
-19.38
-16.11
Jan 2022 - Jun 2022
1 - 5
1Y
-14.03
-20.08
10.40
-17.26
Sep 2021 - Jun 2022
5 - 7
42% pos
3Y(*)
-1.91
-6.14
12.24
-17.26
Sep 2021 - Jun 2022
21 - 15
58% pos
5Y(*)
0.93
-2.58
10.83
-17.26
Sep 2021 - Jun 2022
37 - 23
62% pos
10Y(*)
5.10
2.57
10.28
-17.26
Sep 2021 - Jun 2022
74 - 46
62% pos
MAX(*)
01 Jan 2012
5.19
2.72
10.59
-17.26
Sep 2021 - Jun 2022
78 - 48
62% pos
(*) Returns over 1 year are annualized

US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46%

Capital Growth as of Jun 30, 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 Edge MSCI Min Vol EAFE ETF (EFAV) ETF: Dividend Yield page.

An investment of 1000$, since July 2012, now would be worth 1643.88$, with a total return of 64.39% (5.10% annualized).

The Inflation Adjusted Capital now would be 1288.85$, with a net total return of 28.89% (2.57% annualized).
An investment of 1000$, since January 2012, now would be worth 1701.04$, with a total return of 70.10% (5.19% annualized).

The Inflation Adjusted Capital now would be 1326.07$, with a net total return of 32.61% (2.72% annualized).

Drawdowns

Worst drawdowns since July 2012.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-17.26% Sep 2021 Jun 2022 10 in progress 10
-16.76% Jan 2020 Mar 2020 3 Apr 2021 13 16
-8.67% Feb 2018 Dec 2018 11 Jun 2019 6 17
-8.54% Aug 2016 Nov 2016 4 Apr 2017 5 9
-7.46% Aug 2015 Sep 2015 2 Apr 2016 7 9
-6.74% May 2013 Jun 2013 2 Oct 2013 4 6
-4.40% Sep 2014 Dec 2014 4 Feb 2015 2 6
-3.51% Jan 2014 Jan 2014 1 Feb 2014 1 2
-2.63% May 2015 Jun 2015 2 Jul 2015 1 3
-1.49% Jul 2019 Jul 2019 1 Sep 2019 2 3
-0.89% Jul 2014 Jul 2014 1 Aug 2014 1 2
-0.56% Nov 2013 Nov 2013 1 Dec 2013 1 2
-0.50% Mar 2015 Mar 2015 1 Apr 2015 1 2
-0.31% May 2016 May 2016 1 Jun 2016 1 2
-0.26% Jun 2017 Jun 2017 1 Jul 2017 1 2
-0.09% Oct 2012 Oct 2012 1 Nov 2012 1 2
-0.07% Sep 2017 Sep 2017 1 Oct 2017 1 2

Worst drawdowns since January 2012.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-17.26% Sep 2021 Jun 2022 10 in progress 10
-16.76% Jan 2020 Mar 2020 3 Apr 2021 13 16
-8.67% Feb 2018 Dec 2018 11 Jun 2019 6 17
-8.54% Aug 2016 Nov 2016 4 Apr 2017 5 9
-7.68% Apr 2012 May 2012 2 Jul 2012 2 4
-7.46% Aug 2015 Sep 2015 2 Apr 2016 7 9
-6.74% May 2013 Jun 2013 2 Oct 2013 4 6
-4.40% Sep 2014 Dec 2014 4 Feb 2015 2 6
-3.51% Jan 2014 Jan 2014 1 Feb 2014 1 2
-2.63% May 2015 Jun 2015 2 Jul 2015 1 3
-1.49% Jul 2019 Jul 2019 1 Sep 2019 2 3
-0.89% Jul 2014 Jul 2014 1 Aug 2014 1 2
-0.56% Nov 2013 Nov 2013 1 Dec 2013 1 2
-0.50% Mar 2015 Mar 2015 1 Apr 2015 1 2
-0.31% May 2016 May 2016 1 Jun 2016 1 2
-0.26% Jun 2017 Jun 2017 1 Jul 2017 1 2
-0.09% Oct 2012 Oct 2012 1 Nov 2012 1 2
-0.07% Sep 2017 Sep 2017 1 Oct 2017 1 2

Rolling Returns ( more details)

iShares Edge MSCI Min Vol EAFE ETF (EFAV) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
6.85 22.45
Dec 2016 - Nov 2017
-14.03
Jul 2021 - Jun 2022
18.26%
2 Years
6.28 19.38
Jun 2012 - May 2014
-4.78
Apr 2018 - Mar 2020
5.83%
3 Years
5.96 14.89
Jun 2012 - May 2015
-1.91
Jul 2019 - Jun 2022
1.10%
5 Years
6.13 11.04
Jun 2012 - May 2017
0.93
Jul 2017 - Jun 2022
0.00%
7 Years
5.85 8.69
Jun 2012 - May 2019
2.51
Jul 2015 - Jun 2022
0.00%
10 Years
6.23 7.33
Jan 2012 - Dec 2021
5.10
Jul 2012 - Jun 2022
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 Edge MSCI Min Vol EAFE ETF (EFAV) ETF: Rolling Returns page.

Seasonality

iShares Edge MSCI Min Vol EAFE ETF (EFAV) 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 %
0.52
55%
0.31
55%
0.73
82%
1.22
82%
-0.42
36%
0.59
55%
1.48
80%
-0.01
60%
0.03
50%
0.00
60%
0.46
50%
0.71
80%
Best
Year
4.6
2019
5.6
2014
5.2
2016
4.0
2013
5.3
2017
7.3
2012
3.3
2015
3.4
2020
5.4
2013
5.5
2015
8.8
2020
3.5
2021
Worst
Year
-5.0
2022
-7.4
2020
-9.8
2020
-5.2
2022
-7.5
2012
-5.1
2022
-1.5
2019
-5.5
2015
-4.3
2014
-6.2
2018
-3.5
2016
-3.1
2018
Statistics calculated for the period Jan 2012 - Jun 2022

Monthly/Yearly Returns

iShares Edge MSCI Min Vol EAFE ETF (EFAV) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
78 Positive Months (62%) - 48 Negative Months (38%)
Jan 2012 - Jun 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-16.11 -19.38 -5.0 -1.4 0.3 -5.2 -0.8 -5.1
2021
+7.20 +0.10 -1.1 -1.5 2.1 1.6 3.1 0.5 2.3 1.6 -4.0 1.8 -2.5 3.5
2020
-0.07 -1.33 -0.3 -7.4 -9.8 3.8 2.6 1.4 0.8 3.4 -1.1 -3.9 8.8 3.0
2019
+16.65 +14.07 4.6 1.7 1.6 0.0 -1.4 4.2 -1.5 0.5 1.9 2.4 0.2 1.5
2018
-5.72 -7.50 3.2 -3.0 0.8 0.6 -1.1 -1.0 2.7 -1.1 0.8 -6.2 1.9 -3.1
2017
+22.26 +19.71 3.2 1.8 2.7 1.9 5.3 -0.3 1.8 0.8 -0.1 1.0 1.4 0.8
2016
-1.98 -3.95 -2.1 -0.5 5.2 1.2 -0.3 0.6 2.1 -1.9 1.7 -5.0 -3.5 1.0
2015
+7.74 +7.05 4.0 3.2 -0.5 3.2 -0.4 -2.2 3.3 -5.5 -2.1 5.5 -0.9 0.5
2014
+3.65 +2.98 -3.5 5.6 0.0 2.5 2.4 1.4 -0.9 0.9 -4.3 2.6 -0.8 -1.9
2013
+15.68 +13.96 2.7 1.2 5.1 4.0 -6.6 -0.2 2.8 -1.7 5.4 1.8 -0.6 1.1
2012
+11.17 +9.25 0.2 3.8 0.5 -0.2 -7.5 7.3 1.3 2.8 2.1 -0.1 0.7 0.5
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