Last Update: 31 Aug 2020
ETF: iShares MSCI EAFE (EFA)
In the last 10 years, the iShares MSCI EAFE (EFA) ETF obtained a 5.76% compound annual return, with a 14.70% standard deviation.
In 2019, the portfolio granted a 3.69% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI EAFE (EFA): 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
The iShares MSCI EAFE (EFA) ETF is present in the following Lazy Portfolios:
| Portfolio Name | Author | ETF Weight |
|---|---|---|
| Pinwheel | 15.0% | |
| 7Twelve Portfolio | Craig Israelsen | 8.3% |
| Robo Advisor 10 | Betterment | 2.8% |
| Robo Advisor 20 | Betterment | 5.6% |
| Robo Advisor 50 | Betterment | 13.7% |
| Robo Advisor 100 | Betterment | 27.3% |
| Late Sixties and Beyond | Burton Malkiel | 10.0% |
| Late Thirties to Early Forties | Burton Malkiel | 16.3% |
| Mid-Fifties | Burton Malkiel | 14.0% |
| Mid-Twenties | Burton Malkiel | 17.5% |
| Andrew Tobias Portfolio | Andrew Tobias | 33.3% |
Capital Growth and Historical Returns
Capital growth, returns, stats are calculated assuming a reinvestment of dividends.
If you are interested in getting periodic income, please refer to the iShares MSCI EAFE (EFA): Dividend Yield page.
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| Period | Returns Aug 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+4.72%
|
0.00%
|
1 - 0 | |
|
3M
|
+10.49%
|
0.00%
|
3 - 0 | |
|
6M
|
+5.88%
|
-14.11%
Mar 2020 - Mar 2020
|
5 - 1 | |
|
YTD
|
-5.10%
|
-23.02%
Jan 2020 - Mar 2020
|
5 - 3 | |
|
1Y
|
+5.42%
|
19.91%
|
-23.02%
Jan 2020 - Mar 2020
|
9 - 3 |
|
3Y
|
+1.97%
annualized
|
15.31%
|
-23.02%
Jan 2020 - Mar 2020
|
23 - 13 |
|
5Y
|
+4.57%
annualized
|
13.71%
|
-23.02%
Jan 2020 - Mar 2020
|
37 - 23 |
|
10Y
|
+5.76%
annualized
|
14.70%
|
-23.23%
May 2011 - Sep 2011
|
73 - 47 |
|
MAX
01 Jan 2002
|
+5.39%
annualized
|
16.89%
|
-57.38%
Nov 2007 - Feb 2009
|
135 - 89 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
iShares MSCI EAFE (EFA) ETF: annualized rolling and average returns
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| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+7.72% |
+58.71% Apr 2003 - Mar 2004 |
-50.02% Mar 2008 - Feb 2009 |
36.62% |
| 2 Years |
+7.06% |
+37.02% Mar 2009 - Feb 2011 |
-29.66% Mar 2007 - Feb 2009 |
24.88% |
| 3 Years |
+6.53% |
+31.18% Apr 2003 - Mar 2006 |
-15.64% Mar 2006 - Feb 2009 |
22.75% |
| 5 Years |
+5.30% |
+23.35% Nov 2002 - Oct 2007 |
-7.41% Jun 2007 - May 2012 |
16.97% |
| 7 Years |
+4.58% |
+11.68% Apr 2003 - Mar 2010 |
-0.95% Nov 2007 - Oct 2014 |
2.84% |
| 10 Years |
+4.75% |
+9.61% Apr 2003 - Mar 2013 |
+0.59% Jan 2007 - Dec 2016 |
0.00% |
| 15 Years |
+5.82% |
+8.63% Feb 2003 - Jan 2018 |
+2.94% Apr 2005 - Mar 2020 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Seasonality and Yearly/Monthly Returns
iShares MSCI EAFE (EFA) ETF Seasonality
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| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | -0.9 | 0.0 | 0.8 | 3.1 | -0.2 | -0.1 | 1.0 | -0.4 | 0.3 | 0.8 | 0.5 | 1.8 |
| Best |
6.6 2019 |
6.3 2015 |
8.4 2009 |
11.5 2009 |
13.2 2009 |
7.1 2012 |
11.6 2010 |
4.7 2020 |
10.0 2010 |
9.6 2011 |
6.1 2004 |
8.9 2008 |
| Worst |
-13.7 2009 |
-10.4 2009 |
-14.1 2020 |
-3.4 2004 |
-11.2 2010 |
-8.8 2008 |
-9.5 2002 |
-8.8 2011 |
-11.4 2008 |
-20.8 2008 |
-6.4 2008 |
-5.4 2018 |
| Gain Frequency |
53 | 53 | 63 | 79 | 53 | 42 | 63 | 47 | 72 | 67 | 67 | 67 |
Detail of Monthly Returns
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| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
-5.10% | -2.8 | -7.8 | -14.1 | 5.8 | 5.4 | 3.5 | 1.9 | 4.7 | ||||
| 2019 |
+22.03% | 6.6 | 2.5 | 0.9 | 2.9 | -5.0 | 5.9 | -2.0 | -1.9 | 3.2 | 3.4 | 1.1 | 3.0 |
| 2018 |
-13.81% | 5.0 | -4.8 | -0.8 | 1.5 | -1.9 | -1.6 | 2.9 | -2.2 | 1.0 | -8.1 | 0.5 | -5.4 |
| 2017 |
+25.10% | 3.3 | 1.2 | 3.2 | 2.4 | 3.5 | 0.3 | 2.7 | 0.0 | 2.4 | 1.7 | 0.7 | 1.4 |
| 2016 |
+1.37% | -5.5 | -3.3 | 6.6 | 2.2 | -0.1 | -2.4 | 4.0 | 0.5 | 1.3 | -2.2 | -1.8 | 2.7 |
| 2015 |
-1.00% | 0.6 | 6.3 | -1.4 | 3.7 | 0.2 | -3.1 | 2.0 | -7.4 | -4.4 | 6.6 | -0.8 | -2.3 |
| 2014 |
-6.20% | -5.2 | 6.1 | -0.5 | 1.7 | 1.6 | 0.9 | -2.6 | 0.2 | -3.9 | -0.3 | 0.1 | -4.0 |
| 2013 |
+21.40% | 3.7 | -1.3 | 1.3 | 5.0 | -3.0 | -2.7 | 5.3 | -2.0 | 7.8 | 3.3 | 0.6 | 2.2 |
| 2012 |
+18.82% | 5.3 | 4.8 | 0.4 | -2.1 | -11.1 | 7.1 | 0.1 | 3.2 | 2.7 | 1.1 | 2.8 | 4.4 |
| 2011 |
-12.25% | 2.1 | 3.6 | -2.4 | 5.6 | -2.2 | -1.2 | -2.4 | -8.8 | -10.8 | 9.6 | -2.2 | -2.2 |
| 2010 |
+8.15% | -5.1 | 0.3 | 6.4 | -2.8 | -11.2 | -2.1 | 11.6 | -3.8 | 10.0 | 3.8 | -4.8 | 8.3 |
| 2009 |
+26.95% | -13.7 | -10.4 | 8.4 | 11.5 | 13.2 | -1.4 | 10.0 | 4.5 | 3.8 | -2.5 | 3.9 | 0.7 |
| 2008 |
-41.04% | -7.9 | -1.0 | 0.4 | 5.4 | 1.2 | -8.8 | -3.3 | -4.3 | -11.4 | -20.8 | -6.4 | 8.9 |
| 2007 |
+9.94% | 1.4 | -0.1 | 2.9 | 3.8 | 2.4 | -0.3 | -2.3 | -0.6 | 5.3 | 4.3 | -3.6 | -3.0 |
| 2006 |
+25.81% | 5.8 | -0.7 | 4.0 | 4.8 | -3.8 | -0.1 | 0.8 | 2.6 | 0.2 | 3.8 | 3.1 | 3.2 |
| 2005 |
+13.32% | -1.9 | 3.8 | -2.6 | -1.6 | -0.9 | 1.4 | 3.0 | 3.8 | 3.7 | -3.2 | 2.3 | 5.2 |
| 2004 |
+18.95% | 1.1 | 2.3 | 0.1 | -3.4 | 1.1 | 3.4 | -4.3 | 1.2 | 2.1 | 3.5 | 6.1 | 4.8 |
| 2003 |
+40.28% | -4.3 | -2.1 | -2.3 | 10.2 | 6.5 | 1.9 | 1.5 | 3.3 | 3.0 | 6.5 | 2.5 | 8.7 |
| 2002 |
-15.42% | -5.8 | 1.2 | 5.6 | 1.5 | 0.5 | -3.3 | -9.5 | -1.0 | -10.4 | 3.8 | 5.6 | -3.4 |