Last Update: 31 Aug 2021
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.
ETF Returns, up to December 2001, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
| 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
Rolling Returns ( more details)
iShares MSCI EAFE (EFA) ETF: annualized rolling and average returns
| 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.
| 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
| 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.