Data Source: from January 1986 to August 2022
Consolidated Returns as of 31 Aug 2022
Live Update: Sep 23 2022
Category: Stocks
ETF: iShares MSCI EAFE (EFA)
ETF • LIVE PERFORMANCE (USD currency)
3.19%
1 Day
Sep 23 2022
8.01%
Current Month
September 2022

In the last 30 Years, the iShares MSCI EAFE (EFA) ETF obtained a 4.85% compound annual return, with a 16.34% standard deviation.

In 2021, the ETF granted a 3.62% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI EAFE (EFA) 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

The iShares MSCI EAFE (EFA) ETF is part of the following Lazy Portfolios:

Portfolio Name Author EFA 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%

Historical Returns as of Aug 31, 2022

Historical returns and stats of iShares MSCI EAFE (EFA) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES MSCI EAFE (EFA) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from January 1986 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Aug 2022
-6.12
-6.08
-6.12
Aug 2022 - Aug 2022
0 - 1
3M
-9.88
-11.06
-9.88
Jun 2022 - Aug 2022
1 - 2
6M
-13.83
-17.45
-14.27
Apr 2022 - Aug 2022
3 - 3
YTD
-19.81
-24.51
-19.81
Jan 2022 - Aug 2022
3 - 5
1Y
-20.22
-26.31
15.44
-20.22
Sep 2021 - Aug 2022
5 - 7
42% pos
3Y(*)
2.22
-2.55
17.84
-23.01
Jan 2020 - Mar 2020
22 - 14
61% pos
5Y(*)
1.44
-2.29
15.88
-23.01
Jan 2020 - Mar 2020
36 - 24
60% pos
10Y(*)
4.88
2.28
13.86
-23.01
Jan 2020 - Mar 2020
73 - 47
61% pos
15Y(*)
1.51
-0.85
18.04
-57.38
Nov 2007 - Feb 2009
103 - 77
57% pos
20Y(*)
5.70
3.13
16.89
-57.38
Nov 2007 - Feb 2009
144 - 96
60% pos
25Y(*)
4.13
1.62
16.79
-57.38
Nov 2007 - Feb 2009
177 - 123
59% pos
30Y(*)
4.85
2.29
16.34
-57.38
Nov 2007 - Feb 2009
214 - 146
59% pos
MAX(*)
01 Jan 1986
6.31
3.46
17.43
-57.38
Nov 2007 - Feb 2009
259 - 181
59% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54% , 30Y: 2.51%

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

Correlations as of Aug 31, 2022

Monthly correlations of iShares MSCI EAFE (EFA) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

ISHARES MSCI EAFE (EFA) ETF
Monthly correlations as of 31 Aug 2022
Swipe left to see all data
Correlation vs EFA
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.91
0.91
0.86
0.81
0.80
US Large Cap
SPY
0.93
0.90
0.86
0.80
0.79
US Small Cap
IJR
0.91
0.87
0.76
0.73
0.72
US REITs
VNQ
0.83
0.73
0.61
0.57
0.57
US Technology
QQQ
0.81
0.79
0.77
0.63
0.62
Preferred Stocks
PFF
0.95
0.75
0.66
0.47
0.46
World All Countries
VT
0.96
0.96
0.95
0.94
0.94
Emerging Markets
EEM
0.76
0.81
0.79
0.78
0.77
Europe
VGK
0.98
0.99
0.98
0.94
0.93
Pacific
VPL
0.92
0.95
0.92
0.89
0.89
Latin America
FLLA
0.55
0.70
0.65
0.69
0.68
US Total Bond Market
BND
0.68
0.31
0.25
0.11
0.11
Long Term Treasuries
TLT
0.43
-0.15
-0.13
-0.17
-0.16
US Cash
BIL
-0.27
-0.26
-0.19
-0.04
-0.05
TIPS
TIP
0.70
0.42
0.36
0.17
0.17
Investment Grade Bonds
LQD
0.80
0.58
0.50
0.31
0.31
High Yield Bonds
HYG
0.89
0.80
0.77
0.66
0.65
International Bond Market
BNDX
0.59
0.32
0.26
0.14
0.14
Emerging Market Bonds
EMB
0.91
0.75
0.69
0.56
0.56
Gold
GLD
0.23
0.14
0.06
0.16
0.16
Commodities
DBC
0.37
0.63
0.49
0.44
0.43

Capital Growth as of Aug 31, 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 MSCI EAFE (EFA) ETF: Dividend Yield page.

An investment of 1000$, since September 1992, now would be worth 4144.31$, with a total return of 314.43% (4.85% annualized).

The Inflation Adjusted Capital now would be 1971.61$, with a net total return of 97.16% (2.29% annualized).
An investment of 1000$, since January 1986, now would be worth 9428.32$, with a total return of 842.83% (6.31% annualized).

The Inflation Adjusted Capital now would be 3479.46$, with a net total return of 247.95% (3.46% annualized).

Drawdowns

Worst drawdowns since September 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-57.38% Nov 2007 Feb 2009 16 Jun 2014 64 80
-48.22% Jan 2000 Mar 2003 39 Sep 2005 30 69
-23.01% Jan 2020 Mar 2020 3 Nov 2020 8 11
-20.22% Sep 2021 Aug 2022 12 in progress 12
-18.76% Jul 2014 Feb 2016 20 May 2017 15 35
-17.93% Feb 2018 Dec 2018 11 Dec 2019 12 23
-14.47% Jun 1998 Sep 1998 4 Dec 1998 3 7
-13.15% Sep 1994 Feb 1995 6 Mar 1996 13 19
-11.23% Aug 1997 Dec 1997 5 Mar 1998 3 8
-10.94% Sep 1993 Nov 1993 3 Jan 1994 2 5
-7.92% Sep 1992 Oct 1992 2 Mar 1993 5 7
-5.79% May 1996 Jan 1997 9 May 1997 4 13
-4.28% May 1999 May 1999 1 Jun 1999 1 2
-3.88% May 2006 Jun 2006 2 Oct 2006 4 6
-3.22% Jun 2007 Aug 2007 3 Sep 2007 1 4
-3.18% Oct 2005 Oct 2005 1 Dec 2005 2 3
-3.02% Mar 1994 Mar 1994 1 Apr 1994 1 2
-2.98% Jun 1993 Jun 1993 1 Jul 1993 1 2
-2.16% Feb 1999 Feb 1999 1 Mar 1999 1 2
-1.08% Jun 2021 Jun 2021 1 Aug 2021 2 3

Worst drawdowns since January 1986.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-57.38% Nov 2007 Feb 2009 16 Jun 2014 64 80
-48.22% Jan 2000 Mar 2003 39 Sep 2005 30 69
-31.21% Jan 1990 Sep 1990 9 Jan 1994 40 49
-23.01% Jan 2020 Mar 2020 3 Nov 2020 8 11
-20.22% Sep 2021 Aug 2022 12 in progress 12
-18.76% Jul 2014 Feb 2016 20 May 2017 15 35
-17.93% Feb 2018 Dec 2018 11 Dec 2019 12 23
-14.47% Jun 1998 Sep 1998 4 Dec 1998 3 7
-13.46% Sep 1987 Oct 1987 2 Mar 1988 5 7
-13.15% Sep 1994 Feb 1995 6 Mar 1996 13 19
-11.23% Aug 1997 Dec 1997 5 Mar 1998 3 8
-9.43% May 1988 Aug 1988 4 Nov 1988 3 7
-8.70% Sep 1986 Oct 1986 2 Dec 1986 2 4
-7.94% Mar 1989 Jun 1989 4 Jul 1989 1 5
-5.79% May 1996 Jan 1997 9 May 1997 4 13
-4.28% May 1999 May 1999 1 Jun 1999 1 2
-3.98% Aug 1989 Aug 1989 1 Sep 1989 1 2
-3.88% May 2006 Jun 2006 2 Oct 2006 4 6
-3.67% Oct 1989 Oct 1989 1 Nov 1989 1 2
-3.60% Jun 1987 Jul 1987 2 Aug 1987 1 3

Rolling Returns ( more details)

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

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.84 78.27
Feb 1986 - Jan 1987
-50.02
Mar 2008 - Feb 2009
36.36%
2 Years
6.28 46.94
Feb 1986 - Jan 1988
-29.65
Mar 2007 - Feb 2009
26.86%
3 Years
5.51 38.88
Jan 1986 - Dec 1988
-19.65
Apr 2000 - Mar 2003
23.70%
5 Years
4.96 23.35
Nov 2002 - Oct 2007
-7.41
Jun 2007 - May 2012
17.32%
7 Years
4.88 13.73
Jan 1993 - Dec 1999
-2.53
Apr 1996 - Mar 2003
3.64%
10 Years
4.89 12.14
Jan 1986 - Dec 1995
-0.59
Mar 1999 - Feb 2009
0.93%
15 Years
4.67 10.50
Jan 1986 - Dec 2000
0.52
Apr 1988 - Mar 2003
0.00%
20 Years
4.87 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

iShares MSCI EAFE (EFA) ETF: in which months is it better to invest?

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

For further information about the seasonality, check the Asset Class Seasonality page.
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 %
-0.13
51%
0.54
59%
1.20
62%
2.79
78%
0.20
49%
-0.49
38%
1.45
68%
-0.79
49%
-0.52
56%
0.49
58%
0.63
64%
2.29
75%
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
-6.7
2022
-11.2
2010
-8.8
2008
-9.5
2002
-12.5
1998
-14.2
1990
-20.8
2008
-9.4
1993
-5.4
2018
Statistics calculated for the period Jan 1986 - Aug 2022

Monthly/Yearly Returns

iShares MSCI EAFE (EFA) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
259 Positive Months (59%) - 181 Negative Months (41%)
Jan 1986 - Aug 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-19.81 -24.51 -3.6 -3.4 0.5 -6.7 2.0 -8.7 5.2 -6.1
2021
+11.46 +4.13 -0.8 2.2 2.5 3.0 3.5 -1.1 0.8 1.4 -3.3 3.2 -4.5 4.4
2020
+7.59 +6.14 -2.8 -7.8 -14.1 5.8 5.4 3.5 1.9 4.7 -2.0 -3.6 14.3 5.0
2019
+22.03 +19.30 6.6 2.5 0.9 2.9 -5.0 5.9 -1.9 -1.9 3.2 3.4 1.1 3.0
2018
-13.81 -15.42 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 +22.51 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 -0.69 -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 -1.71 0.6 6.3 -1.4 3.6 0.2 -3.1 2.0 -7.4 -4.4 6.6 -0.8 -2.3
2014
-6.20 -6.91 -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 +19.61 3.7 -1.3 1.3 5.0 -3.0 -2.7 5.3 -2.0 7.8 3.3 0.5 2.2
2012
+18.82 +16.79 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 -14.77 2.1 3.5 -2.4 5.6 -2.2 -1.2 -2.4 -8.8 -10.8 9.6 -2.2 -2.2
2010
+8.15 +6.55 -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 +23.59 -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 -41.09 -7.8 -1.0 0.4 5.4 1.2 -8.8 -3.3 -4.2 -11.4 -20.8 -6.4 8.9
2007
+9.94 +5.63 1.4 -0.1 2.9 3.7 2.4 -0.3 -2.3 -0.6 5.3 4.2 -3.6 -3.0
2006
+25.81 +22.69 5.8 -0.7 4.0 4.8 -3.8 -0.1 0.8 2.5 0.2 3.7 3.1 3.2
2005
+13.32 +9.58 -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 +15.20 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 +37.70 -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 -17.39 -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 -23.13 -0.1 -7.5 -6.6 7.7 -4.1 -4.1 -1.8 -2.5 -10.3 2.6 3.0 0.7
2000
-14.29 -17.10 -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 +34.35 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 +14.66 4.2 6.2 3.2 0.7 0.1 -0.2 0.2 -12.5 -2.2 9.5 4.9 3.0
1997
-1.39 -3.04 -3.8 1.5 -0.7 0.8 7.6 4.7 0.9 -6.3 4.1 -6.8 -2.3 -0.1
1996
+4.68 +1.31 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 +1.41 -3.9 -5.2 6.5 3.5 -1.9 -1.8 5.7 -3.4 1.6 -2.6 2.5 3.7
1994
+9.76 +6.90 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 +26.45 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 -17.19 -2.4 -3.7 -7.2 -0.8 7.1 -4.6 -3.3 7.0 -2.7 -5.3 0.8 0.5
1991
+9.48 +6.23 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 -29.11 -3.6 -6.5 -10.4 -2.8 11.7 -0.3 2.3 -10.4 -14.2 17.1 -7.8 1.3
1989
+12.85 +7.84 2.3 0.6 -2.3 1.3 -4.8 -2.4 12.2 -4.0 5.5 -3.7 4.8 3.8
1988
+25.66 +20.35 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 +24.94 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 +61.60 2.3 10.4 12.7 7.2 -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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