Last Update: 31 Aug 2020

Category: Stocks
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.

Capital Growth:
Swipe left to see all data
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

Drawdonws Chart:

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

Swipe left to see all data
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
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