Last Update: 31 Aug 2021
In the last 10 years, the iShares MSCI EAFE Value (EFV) ETF obtained a 5.08% compound annual return, with a 16.07% standard deviation.
In the last 20 years, a 5.66% compound annual return, with a 18.31% standard deviation.
In 2020, the portfolio granted a 2.31% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI EAFE Value (EFV): Dividend Yield page.
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 present in the following Lazy Portfolios:
| Portfolio Name | Author | ETF Weight |
|---|---|---|
| Ultimate Buy&Hold | FundAdvice | 6.0% |
| Robust | Alpha Architect | 7.5% |
| Ultimate Buy and Hold Strategy | Paul Merriman | 10.0% |
| Simple Money Portfolio | Tim Maurer | 15.0% |
| Big Rocks Portfolio | Larry Swedroe | 6.0% |
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 Value (EFV): Dividend Yield page.
ETF Returns, up to December 2005, 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
|
+0.66%
|
0.00%
|
1 - 0 | |
|
3M
|
-2.04%
|
-2.68%
Jun 2021 - Jul 2021
|
1 - 2 | |
|
6M
|
+7.25%
|
-2.68%
Jun 2021 - Jul 2021
|
4 - 2 | |
|
YTD
|
+11.89%
|
-2.68%
Jun 2021 - Jul 2021
|
5 - 3 | |
|
1Y
|
+27.46%
|
19.34%
|
-7.52%
Sep 2020 - Oct 2020
|
7 - 5 |
|
3Y
|
+4.24%
annualized
|
20.09%
|
-28.53%
Jan 2020 - Mar 2020
|
21 - 15 |
|
5Y
|
+6.35%
annualized
|
16.58%
|
-33.19%
Feb 2018 - Mar 2020
|
38 - 22 |
|
10Y
|
+5.08%
annualized
|
16.07%
|
-33.19%
Feb 2018 - Mar 2020
|
67 - 53 |
|
MAX
01 Jan 1995
|
+5.65%
annualized
|
17.27%
|
-59.70%
Nov 2007 - Feb 2009
|
183 - 137 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns ( more details)
iShares MSCI EAFE Value (EFV) ETF: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+7.20% |
+74.03% Apr 2003 - Mar 2004 |
-51.32% Mar 2008 - Feb 2009 |
38.83% |
| 2 Years |
+5.92% |
+44.81% Mar 2003 - Feb 2005 |
-32.77% Mar 2007 - Feb 2009 |
31.65% |
| 3 Years |
+5.56% |
+38.18% Apr 2003 - Mar 2006 |
-17.56% Mar 2006 - Feb 2009 |
28.77% |
| 5 Years |
+5.49% |
+27.64% Nov 2002 - Oct 2007 |
-9.23% Jun 2007 - May 2012 |
20.31% |
| 7 Years |
+5.44% |
+15.13% Nov 2000 - Oct 2007 |
-1.64% Nov 2013 - Oct 2020 |
5.06% |
| 10 Years |
+5.77% |
+12.45% Nov 1997 - Oct 2007 |
-0.48% Jan 2007 - Dec 2016 |
4.48% |
| 15 Years |
+5.49% |
+9.05% Feb 2003 - Jan 2018 |
+1.35% Apr 2005 - Mar 2020 |
0.00% |
| 20 Years |
+5.29% |
+6.81% Mar 1995 - Feb 2015 |
+3.34% Apr 2000 - Mar 2020 |
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 Value (EFV) ETF: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
In the table below, for the iShares MSCI EAFE Value (EFV) 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 % |
-0.87 44% |
0.03 56% |
1.12 63% |
3.13 78% |
-0.15 48% |
0.31 48% |
0.94 52% |
-0.96 48% |
-0.48 65% |
0.67 58% |
1.27 62% |
2.05 65% |
| Best Year |
6.5 2019 |
6.5 1998 |
9.0 2009 |
16.7 2009 |
13.1 2009 |
9.0 2012 |
12.6 2010 |
6.7 2009 |
8.9 2010 |
10.0 1998 |
17.9 2020 |
8.7 2008 |
| Worst Year |
-15.3 2009 |
-11.5 2009 |
-18.8 2020 |
-3.3 2012 |
-11.7 2012 |
-9.8 2008 |
-10.3 2002 |
-13.1 1998 |
-12.7 2001 |
-19.8 2008 |
-6.8 2008 |
-5.4 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Investing in iShares MSCI EAFE Value (EFV) ETF: detail of monthly returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+11.89% | -0.6 | 4.9 | 3.5 | 1.8 | 3.9 | -2.4 | -0.3 | 0.7 | ||||
| 2020 |
-2.97% | -4.3 | -8.1 | -18.8 | 4.9 | 4.6 | 3.4 | -0.2 | 5.3 | -3.9 | -3.7 | 17.9 | 4.5 |
| 2019 |
+15.78% | 6.5 | 1.7 | -0.2 | 2.5 | -6.2 | 5.3 | -2.8 | -3.5 | 5.0 | 3.5 | 0.5 | 3.3 |
| 2018 |
-14.66% | 5.7 | -5.3 | -1.3 | 2.4 | -4.1 | -1.4 | 3.0 | -3.8 | 2.0 | -7.1 | 0.4 | -5.4 |
| 2017 |
+21.25% | 2.9 | 0.4 | 3.1 | 2.2 | 2.1 | 0.8 | 3.1 | -0.5 | 3.0 | 0.7 | 0.8 | 1.1 |
| 2016 |
+5.05% | -6.8 | -3.6 | 7.2 | 3.2 | -1.1 | -4.0 | 4.1 | 2.1 | 1.2 | 0.1 | -0.6 | 3.9 |
| 2015 |
-5.86% | 0.0 | 6.4 | -1.9 | 3.9 | -0.2 | -3.2 | 1.4 | -7.6 | -5.6 | 6.2 | -1.7 | -2.8 |
| 2014 |
-6.80% | -4.9 | 6.2 | -0.4 | 2.5 | 1.2 | 1.1 | -2.4 | -0.4 | -4.1 | -0.8 | -0.8 | -3.9 |
| 2013 |
+21.84% | 4.8 | -2.7 | 0.2 | 6.3 | -3.4 | -3.1 | 5.9 | -1.9 | 8.2 | 4.0 | 0.4 | 2.0 |
| 2012 |
+18.83% | 4.9 | 5.1 | -0.1 | -3.3 | -11.7 | 9.0 | -0.4 | 4.3 | 3.0 | 1.5 | 2.0 | 4.7 |
| 2011 |
-12.42% | 4.1 | 3.8 | -3.3 | 6.0 | -3.6 | -1.0 | -3.3 | -9.3 | -9.6 | 9.3 | -2.0 | -2.2 |
| 2010 |
+4.47% | -5.0 | -0.2 | 6.1 | -2.9 | -11.7 | -3.0 | 12.6 | -3.8 | 8.9 | 4.2 | -6.7 | 8.7 |
| 2009 |
+28.36% | -15.3 | -11.5 | 9.0 | 16.7 | 13.1 | -1.4 | 10.1 | 6.7 | 3.3 | -3.6 | 3.7 | -0.4 |
| 2008 |
-41.67% | -8.2 | -2.2 | 1.4 | 5.6 | -0.1 | -9.8 | -3.0 | -3.5 | -11.6 | -19.8 | -6.8 | 8.7 |
| 2007 |
+4.23% | 0.7 | 0.1 | 1.9 | 3.9 | 2.1 | -0.4 | -2.7 | -1.1 | 3.6 | 4.6 | -4.7 | -3.2 |
| 2006 |
+30.34% | 5.9 | 0.1 | 3.3 | 5.2 | -3.9 | 0.4 | 1.3 | 3.0 | 0.8 | 4.3 | 2.9 | 4.0 |
| 2005 |
+15.27% | -1.0 | 4.0 | -2.5 | -3.1 | 0.1 | 1.6 | 4.5 | 3.3 | 2.8 | -1.5 | 1.8 | 4.9 |
| 2004 |
+28.80% | 2.5 | 3.0 | 1.6 | -3.0 | 1.0 | 4.1 | -3.7 | 1.3 | 3.2 | 3.8 | 7.4 | 5.0 |
| 2003 |
+49.93% | -3.4 | -2.0 | -2.5 | 11.0 | 7.6 | 3.2 | 4.5 | 2.6 | 3.8 | 7.9 | 2.1 | 7.5 |
| 2002 |
-8.52% | -2.2 | 1.1 | 6.2 | 3.4 | 3.3 | -2.8 | -10.3 | -0.1 | -11.9 | 2.9 | 6.0 | -2.6 |
| 2001 |
-15.26% | 0.2 | -3.1 | -6.1 | 5.2 | -0.8 | -1.9 | -2.1 | 1.4 | -12.7 | 0.6 | 3.6 | 0.4 |
| 2000 |
-0.16% | -7.7 | -2.5 | 5.5 | -2.6 | 1.9 | 7.0 | -3.3 | 0.8 | -2.9 | -0.8 | -0.1 | 5.5 |
| 1999 |
+16.30% | -2.0 | -2.6 | 6.1 | 5.9 | -5.1 | 4.5 | 3.6 | 1.0 | 0.4 | -0.5 | -0.3 | 4.9 |
| 1998 |
+14.87% | 6.0 | 6.5 | 4.4 | 0.3 | 0.9 | -1.0 | 1.1 | -13.1 | -5.4 | 10.0 | 4.4 | 1.9 |
| 1997 |
-3.14% | -3.3 | 0.9 | 0.3 | -0.5 | 7.6 | 4.3 | 1.4 | -6.6 | 3.6 | -5.2 | -4.3 | -0.4 |
| 1996 |
+7.81% | 1.0 | 0.5 | 1.5 | 3.9 | -0.9 | 0.3 | -2.7 | 0.4 | 1.7 | -1.0 | 4.5 | -1.4 |
| 1995 |
+11.53% | -4.0 | -0.2 | 5.9 | 3.1 | -0.7 | -1.0 | 5.6 | -3.5 | 0.6 | -1.9 | 2.7 | 4.9 |
ETF Returns, up to December 2005, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.