Data Source: from January 1975 to March 2024 (~49 years)
Consolidated Returns as of 31 March 2024
Live Update: Apr 19 2024, 04:00PM Eastern Time
Consolidated Returns as of 31 March 2024
Live Update: Apr 19 2024, 04:00PM Eastern Time
Category: Stocks
iShares MSCI EAFE Value (EFV) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.53%
1 Day
Apr 19 2024, 04:00PM Eastern Time
2.90%
Current Month
April 2024
In the last 30 Years, the iShares MSCI EAFE Value (EFV) ETF obtained a 5.56% compound annual return, with a 17.18% standard deviation.
Table of contents
The first official book of 
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The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Value
- Region: Developed Markets
- Country: EAFE
The iShares MSCI EAFE Value (EFV) ETF is part of the following Lazy Portfolios:
| Portfolio Name | Author | EFV Weight▾ | Currency |
|---|---|---|---|
| Simple Money Portfolio | Tim Maurer | 15.00% | USD |
| Aim comfortable trip | Aim Ways | 13.00% | USD |
| Ultimate Buy and Hold Strategy | Paul Merriman | 10.00% | USD |
| Robust | Alpha Architect | 7.50% | USD |
| Sheltered Sam 100/0 | Bill Bernstein | 7.00% | USD |
| Sheltered Sam 90/10 | Bill Bernstein | 6.30% | USD |
| Ultimate Buy&Hold | FundAdvice | 6.00% | USD |
| Big Rocks Portfolio | Larry Swedroe | 6.00% | USD |
| Sheltered Sam 80/20 | Bill Bernstein | 5.60% | USD |
| Sheltered Sam 70/30 | Bill Bernstein | 4.90% | USD |
| Sheltered Sam 60/40 | Bill Bernstein | 4.20% | USD |
| Sheltered Sam 50/50 | Bill Bernstein | 3.50% | USD |
| Sheltered Sam 40/60 | Bill Bernstein | 2.80% | USD |
| Sheltered Sam 30/70 | Bill Bernstein | 2.10% | USD |
| Sheltered Sam 20/80 | Bill Bernstein | 1.40% | USD |
| Sheltered Sam 10/90 | Bill Bernstein | 0.70% | USD |
Investment Returns as of Mar 31, 2024
The iShares MSCI EAFE Value (EFV) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ISHARES MSCI EAFE VALUE (EFV) ETF
Consolidated returns as of 31 March 2024
Live Update: Apr 19 2024, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Mar 31, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Apr 2024 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~49Y) |
|||
| iShares MSCI EAFE Value (EFV) ETF | 0.53 | -2.90 | 4.31 | 13.28 | 17.36 | 6.29 | 3.34 | 5.56 | 10.09 | |||
| Returns over 1 year are annualized | Available data source: since Jan 1975 | ||||||||||||
| (*) Eastern Time (ET - America/New York) | ||||||||||||
Live update: World Markets and Indexes
In 2023, the iShares MSCI EAFE Value (EFV) ETF granted a 5.01% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI EAFE Value (EFV) ETF: Dividend Yield page.
Capital Growth as of Mar 31, 2024
An investment of 1$, since April 1994,
now would be worth 5.07$, with a total return of 407.33% (5.56% annualized).
The Inflation Adjusted Capital now would be 2.39$, with a net total return of 139.02% (2.95% annualized).
The Inflation Adjusted Capital now would be 2.39$, with a net total return of 139.02% (2.95% annualized).
An investment of 1$, since January 1975,
now would be worth 113.85$, with a total return of 11284.75% (10.09% annualized).
The Inflation Adjusted Capital now would be 18.92$, with a net total return of 1792.41% (6.15% annualized).
The Inflation Adjusted Capital now would be 18.92$, with a net total return of 1792.41% (6.15% annualized).
Readings that may interest you
Investment Metrics as of Mar 31, 2024
Metrics of iShares MSCI EAFE Value (EFV) ETF, updated as of 31 March 2024.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ISHARES MSCI EAFE VALUE (EFV) ETF
Advanced Metrics
Data Source: 1 January 1975 - 31 March 2024 (~49 years)
Swipe left to see all data
| Metrics as of Mar 31, 2024 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~49Y) |
|
| Investment Return (%) | 4.31 | 4.41 | 13.28 | 17.36 | 6.52 | 6.29 | 3.34 | 4.91 | 5.56 | 10.09 |
| US Inflation (%) | 0.38 | 1.13 | 1.61 | 3.48 | 5.63 | 4.19 | 2.84 | 2.59 | 2.54 | 3.71 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -7.48 | -23.58 | -28.52 | -33.18 | -59.70 | -59.70 | -59.70 | |||
| Start to Recovery (# months) details | 5 | 23 | 14 | 40 | 120 | 120 | 120 | |||
| Start (yyyy mm) | 2023 08 | 2021 06 | 2020 01 | 2018 02 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 16 | 3 | 26 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2020 03 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 7 | 11 | 14 | 104 | 104 | 104 | |||
| End (yyyy mm) | 2023 12 | 2023 04 | 2021 02 | 2021 05 | 2017 10 | 2017 10 | 2017 10 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
-23.58 |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 23 | |||||||||
| Start (yyyy mm) | 2023 08 | 2021 06 | 2021 06 | 2018 02 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 16 | 16 | 26 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 7 | 7 | 14 | 104 | 104 | 104 | |||
| End (yyyy mm) | 2023 12 | 2023 04 | 2023 04 | 2021 05 | 2017 10 | 2017 10 | 2017 10 | |||
| Longest negative period (# months) details | 6 | 29 | 43 | 103 | 189 | 189 | 189 | |||
| Period Start (yyyy mm) | 2023 05 | 2021 06 | 2019 04 | 2014 04 | 2007 01 | 2007 01 | 2007 01 | |||
| Period End (yyyy mm) | 2023 10 | 2023 10 | 2022 10 | 2022 10 | 2022 09 | 2022 09 | 2022 09 | |||
| Annualized Return (%) | -6.61 | -1.10 | -0.79 | -0.05 | -0.21 | -0.21 | -0.21 | |||
| Deepest Drawdown Depth (%) | -8.36 | -30.77 | -30.77 | -35.59 | -60.37 | -60.37 | -60.37 | |||
| Start to Recovery (# months) details | 5 | 34* | 34* | 74* | 197* | 197* | 197* | |||
| Start (yyyy mm) | 2023 08 | 2021 06 | 2021 06 | 2018 02 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 16 | 16 | 26 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 18 | 18 | 48 | 181 | 181 | 181 | |||
| End (yyyy mm) | 2023 12 | - | - | - | - | - | - | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | ||||||||||
| Start (yyyy mm) | 2023 08 | 2021 06 | 2021 06 | 2018 02 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 3 | 16 | 16 | 26 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 18 | 18 | 48 | 181 | 181 | 181 | |||
| End (yyyy mm) | 2023 12 | - | - | - | - | - | - | |||
| Longest negative period (# months) details | 7 | 35 | 55 | 118 | 214 | 214 | 214 | |||
| Period Start (yyyy mm) | 2023 04 | 2021 04 | 2019 04 | 2014 05 | 2004 12 | 2004 12 | 2004 12 | |||
| Period End (yyyy mm) | 2023 10 | 2024 02 | 2023 10 | 2024 02 | 2022 09 | 2022 09 | 2022 09 | |||
| Annualized Return (%) | -3.19 | -0.46 | -0.99 | -0.12 | -0.08 | -0.08 | -0.08 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 13.58 | 16.57 | 19.39 | 16.16 | 18.17 | 17.18 | 16.74 | |||
| Sharpe Ratio | 0.90 | 0.24 | 0.23 | 0.13 | 0.20 | 0.19 | 0.36 | |||
| Sortino Ratio | 1.21 | 0.34 | 0.31 | 0.18 | 0.26 | 0.26 | 0.50 | |||
| Ulcer Index | 2.95 | 7.28 | 9.87 | 12.12 | 19.88 | 17.16 | 14.51 | |||
| Ratio: Return / Standard Deviation | 1.28 | 0.39 | 0.32 | 0.21 | 0.27 | 0.32 | 0.60 | |||
| Ratio: Return / Deepest Drawdown | 2.32 | 0.28 | 0.22 | 0.10 | 0.08 | 0.09 | 0.17 | |||
| % Positive Months details | 58% | 52% | 55% | 54% | 55% | 56% | 59% | |||
| Positive Months | 7 | 19 | 33 | 65 | 134 | 204 | 352 | |||
| Negative Months | 5 | 17 | 27 | 55 | 106 | 156 | 239 | |||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 3.34 | 8.90 | 12.45 | 26.16 | ||||||
| Worst 10 Years Return (%) - Annualized | -0.48 | -0.48 | -0.48 | |||||||
| Best 10 Years Return (%) - Annualized | 0.49 | 7.01 | 9.58 | 18.50 | ||||||
| Worst 10 Years Return (%) - Annualized | -2.26 | -2.26 | -2.26 | |||||||
|
ROLLING PERIODS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 74.03 | 38.18 | 27.64 | 12.45 | 7.00 | 5.56 | ||||
| Worst Rolling Return (%) - Annualized | -51.32 | -17.56 | -9.23 | -0.48 | 3.34 | |||||
| % Positive Periods | 62% | 74% | 81% | 96% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 64.89 | 21.21 | 12.76 | 6.90 | 6.30 | 5.29 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 1.47 | 3.08 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 71.05 | 34.44 | 24.03 | 9.58 | 4.46 | 2.95 | ||||
| Worst Rolling Return (%) - Annualized | -51.32 | -19.32 | -11.04 | -2.26 | 1.24 | |||||
| % Positive Periods | 56% | 64% | 63% | 85% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 64.89 | 21.21 | 12.76 | 6.90 | 6.30 | 5.29 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 1.47 | 3.08 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Over all the available data source (Jan 1975 - Mar 2024) | ||||||||||
| Best Rolling Return (%) - Annualized | 85.04 | 65.01 | 45.85 | 26.16 | 16.86 | 14.52 | ||||
| Worst Rolling Return (%) - Annualized | -51.32 | -17.56 | -9.23 | -0.48 | 3.34 | 4.20 | ||||
| % Positive Periods | 69% | 81% | 89% | 98% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 64.89 | 21.21 | 12.76 | 6.90 | 5.36 | 4.14 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 0.74 | 1.91 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
| Best Rolling Return (%) - Annualized | 82.55 | 60.19 | 41.41 | 18.50 | 10.81 | 9.91 | ||||
| Worst Rolling Return (%) - Annualized | -51.32 | -19.32 | -11.04 | -2.26 | 0.65 | 1.81 | ||||
| % Positive Periods | 59% | 69% | 75% | 92% | 100% | 100% | ||||
| SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized | 64.89 | 21.21 | 12.76 | 6.90 | 5.36 | 4.14 | ||||
| PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized | - | - | - | - | 0.74 | 1.91 | ||||
| WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com | ||||||||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
The first official book of
Correlations as of Mar 31, 2024
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
Monthly correlations of iShares MSCI EAFE Value (EFV) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
ISHARES MSCI EAFE VALUE (EFV) ETF
Monthly correlations as of 31 March 2024
Swipe left to see all data
| Correlation vs EFV | ||||||
|---|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | Since Jan 1992 |
|
|
VTI
|
US Total Stock Market |
0.79
|
0.82
|
0.80
|
0.79
|
0.78
|
|
SPY
|
US Large Cap |
0.78
|
0.81
|
0.80
|
0.78
|
0.77
|
|
IJR
|
US Small Cap |
0.81
|
0.85
|
0.75
|
0.73
|
0.71
|
|
VNQ
|
US REITs |
0.84
|
0.75
|
0.60
|
0.62
|
0.61
|
|
QQQ
|
US Technology |
0.46
|
0.63
|
0.65
|
0.56
|
0.55
|
|
PFF
|
Preferred Stocks |
0.78
|
0.70
|
0.63
|
0.50
|
0.49
|
|
EFA
|
EAFE Stocks |
0.95
|
0.96
|
0.96
|
0.96
|
0.94
|
|
VT
|
World All Countries |
0.87
|
0.89
|
0.89
|
0.90
|
0.90
|
|
EEM
|
Emerging Markets |
0.85
|
0.81
|
0.79
|
0.78
|
0.76
|
|
VGK
|
Europe |
0.95
|
0.95
|
0.95
|
0.94
|
0.93
|
|
VPL
|
Pacific |
0.88
|
0.90
|
0.89
|
0.84
|
0.81
|
|
FLLA
|
Latin America |
0.84
|
0.78
|
0.70
|
0.70
|
0.69
|
|
BND
|
US Total Bond Market |
0.71
|
0.40
|
0.28
|
0.13
|
0.14
|
|
TLT
|
Long Term Treasuries |
0.72
|
0.04
|
-0.05
|
-0.15
|
-0.14
|
|
BIL
|
US Cash |
0.08
|
0.00
|
0.02
|
-0.02
|
-0.02
|
|
TIP
|
TIPS |
0.73
|
0.42
|
0.35
|
0.17
|
0.17
|
|
LQD
|
Invest. Grade Bonds |
0.76
|
0.58
|
0.49
|
0.33
|
0.33
|
|
HYG
|
High Yield Bonds |
0.82
|
0.75
|
0.74
|
0.68
|
0.67
|
|
CWB
|
US Convertible Bonds |
0.77
|
0.73
|
0.73
|
0.73
|
0.72
|
|
BNDX
|
International Bonds |
0.57
|
0.38
|
0.26
|
0.14
|
0.15
|
|
EMB
|
Emerg. Market Bonds |
0.85
|
0.76
|
0.69
|
0.57
|
0.57
|
|
GLD
|
Gold |
0.21
|
0.17
|
0.09
|
0.13
|
0.13
|
|
DBC
|
Commodities |
0.39
|
0.67
|
0.58
|
0.44
|
0.44
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
ISHARES MSCI EAFE VALUE (EFV) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1975 - 31 March 2024 (~49 years)
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Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
ISHARES MSCI EAFE VALUE (EFV) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1975 - 31 March 2024 (~49 years)
If you need a deeper detail about rolling returns, please refer to the iShares MSCI EAFE Value (EFV) ETF: Rolling Returns page.
Seasonality
In which months is it better to invest in iShares MSCI EAFE Value (EFV) ETF?
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.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns
This section provides a visual/tabular representation of the performance variability in the iShares MSCI EAFE Value (EFV) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ISHARES MSCI EAFE VALUE (EFV) ETF
Monthly Returns Distribution
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1975 - 31 March 2024 (~49 years)
204 Positive Months (57%) - 156 Negative Months (43%)
352 Positive Months (60%) - 239 Negative Months (40%)
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(Scroll down to see all data)
Investment Returns, up to December 2005, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
You can find additional information on extended Data Sources here.
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