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.
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
|
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.
The Inflation Adjusted Capital now would be 1288.85$, with a net total return of 28.89% (2.57% annualized).
The Inflation Adjusted Capital now would be 1326.07$, with a net total return of 32.61% (2.72% annualized).
Drawdowns
Worst drawdowns since July 2012.
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.
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
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% |
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?
For further information about the seasonality, check the Asset Class Seasonality page.
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 |
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?
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 |