Last Update: 31 Aug 2021

Category: Stocks
ETF: iShares MSCI EAFE (EFA)

In the last 10 years, the iShares MSCI EAFE (EFA) ETF obtained a 7.25% compound annual return, with a 14.41% standard deviation.

In the last 20 years, a 6.04% compound annual return, with a 16.90% standard deviation.

In 2020, the portfolio granted a 2.25% 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.

Capital Growth:

ETF Returns, up to December 2001, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Swipe left to see all data
Period Returns
Aug 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+1.45%
0.00%
1 - 0
3M
+1.13%
-1.08%
Jun 2021 - Jun 2021
2 - 1
6M
+10.44%
-1.08%
Jun 2021 - Jun 2021
5 - 1
YTD
+12.03%
-1.08%
Jun 2021 - Jun 2021
6 - 2
1Y
+27.01%
15.14%
-5.53%
Sep 2020 - Oct 2020
8 - 4
3Y
+9.07%
annualized
17.13%
-23.02%
Jan 2020 - Mar 2020
24 - 12
5Y
+9.65%
annualized
14.21%
-23.02%
Jan 2020 - Mar 2020
40 - 20
10Y
+7.25%
annualized
14.41%
-23.02%
Jan 2020 - Mar 2020
75 - 45
MAX
01 Jan 1986
+7.17%
annualized
17.43%
-57.38%
Nov 2007 - Feb 2009
254 - 174

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns ( more details)

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

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+8.01% +78.27%
Feb 1986 - Jan 1987
-50.02%
Mar 2008 - Feb 2009
36.21%
2 Years
+6.17% +46.94%
Feb 1986 - Jan 1988
-29.66%
Mar 2007 - Feb 2009
27.65%
3 Years
+5.46% +38.88%
Jan 1986 - Dec 1988
-19.65%
Apr 2000 - Mar 2003
24.43%
5 Years
+4.93% +23.35%
Nov 2002 - Oct 2007
-7.41%
Jun 2007 - May 2012
17.62%
7 Years
+4.88% +13.73%
Jan 1993 - Dec 1999
-2.53%
Apr 1996 - Mar 2003
3.77%
10 Years
+4.83% +12.14%
Jan 1986 - Dec 1995
-0.59%
Mar 1999 - Feb 2009
0.97%
15 Years
+4.76% +10.50%
Jan 1986 - Dec 2000
+0.52%
Apr 1988 - Mar 2003
0.00%
20 Years
+4.80% +9.16%
Feb 1986 - Jan 2006
+1.23%
Mar 1989 - Feb 2009
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 MSCI EAFE (EFA) ETF: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

In the table below, for the iShares MSCI EAFE (EFA) ETF, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

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

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 %
-0.03
53%
0.65
61%
1.22
61%
3.06
81%
0.15
47%
-0.26
39%
1.35
67%
-0.64
50%
-0.44
57%
0.42
57%
0.78
66%
2.23
74%
Best
Year
11.7
1987
11.1
1991
12.7
1986
11.5
2009
13.2
2009
7.4
1986
12.2
1989
8.4
1987
10.0
2010
17.1
1990
14.3
2020
8.9
2008
Worst
Year
-13.7
2009
-10.4
2009
-14.1
2020
-5.4
2000
-11.2
2010
-8.8
2008
-9.5
2002
-12.5
1998
-14.2
1990
-20.8
2008
-9.4
1993
-5.4
2018

For further information about the seasonality, check the Asset Class Seasonality page.

Investing in iShares MSCI EAFE (EFA) ETF: detail of monthly returns

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+12.03% -0.8 2.2 2.5 3.0 3.5 -1.1 0.8 1.5
2020
+7.59% -2.8 -7.8 -14.1 5.8 5.4 3.5 1.9 4.7 -2.1 -3.6 14.3 5.0
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
2001
-21.94% -0.1 -7.5 -6.6 7.7 -4.1 -4.1 -1.9 -2.5 -10.3 2.6 3.0 0.7
2000
-14.29% -6.5 2.9 3.8 -5.4 -2.4 3.9 -4.2 0.9 -4.9 -2.4 -3.7 3.4
1999
+37.96% 0.9 -2.2 4.7 5.3 -4.3 5.0 3.5 1.6 1.6 3.7 5.2 8.2
1998
+16.51% 4.2 6.2 3.2 0.7 0.1 -0.3 0.2 -12.5 -2.2 9.5 4.9 3.0
1997
-1.39% -3.8 1.5 -0.7 0.8 7.7 4.7 0.9 -6.3 4.1 -6.8 -2.4 -0.1
1996
+4.68% 0.5 0.3 2.0 4.0 -1.3 0.4 -3.2 0.0 2.1 -1.2 3.1 -1.9
1995
+3.98% -3.9 -5.2 6.5 3.5 -1.9 -1.8 5.7 -3.4 1.6 -2.6 2.6 3.7
1994
+9.76% 9.9 0.4 -3.0 3.3 -0.1 2.0 0.5 1.7 -2.9 2.8 -5.4 0.9
1993
+29.92% 0.0 3.5 10.1 10.0 3.6 -3.0 4.2 4.8 -3.0 1.3 -9.4 6.1
1992
-14.79% -2.4 -3.7 -7.2 -0.8 7.1 -4.6 -3.4 7.0 -2.7 -5.3 0.8 0.5
1991
+9.48% 1.7 11.1 -4.8 1.6 -0.4 -6.6 4.0 -3.1 6.4 2.0 -5.3 4.0
1990
-24.79% -3.6 -6.5 -10.4 -2.8 11.7 -0.3 2.3 -10.4 -14.2 17.1 -7.9 1.3
1989
+12.85% 2.3 0.6 -2.3 1.3 -4.8 -2.4 12.2 -4.0 5.6 -3.7 4.8 3.8
1988
+25.66% 3.7 6.6 6.1 1.9 -2.4 -3.0 1.7 -5.9 2.9 6.3 6.8 -0.5
1987
+30.48% 11.7 2.3 11.2 10.5 0.5 -3.1 -0.5 8.4 -1.2 -12.4 0.5 1.8
1986
+63.38% 2.3 10.4 12.7 7.3 -3.2 7.4 6.1 7.2 -1.9 -7.0 5.6 5.0

ETF Returns, up to December 2001, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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