Data Source: from January 1995 to December 2021

Last Update: 31 Dec 2021

Category: Stocks
ETF: iShares MSCI EAFE Value (EFV)

In the last 10 years, the iShares MSCI EAFE Value (EFV) ETF obtained a 5.57% compound annual return, with a 15.69% standard deviation.

In the last 25 years, a 5.22% compound annual return, with a 17.71% standard deviation.

In 2021, the ETF granted a 4.16% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI EAFE Value (EFV) ETF: 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 EFV 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) ETF: Dividend Yield page.

Time Range:

An investment of 1000$, since January 1997, now would be worth 3567.96$, with a total return of 256.80% (5.22% annualized).

The Inflation Adjusted Capital now would be 2025.98$, with a net total return of 102.60% (2.86% annualized).

Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
+5.23%
+4.74%
0.00%
1 - 0
3M
+1.26%
-0.93%
-5.87%
Nov 2021 - Nov 2021
2 - 1
6M
-0.52%
-3.79%
-5.87%
Nov 2021 - Nov 2021
3 - 3
YTD
+10.87%
+3.50%
11.09%
-7.75%
Jun 2021 - Nov 2021
7 - 5
58% pos
1Y
+10.87%
+3.50%
11.09%
-7.75%
Jun 2021 - Nov 2021
7 - 5
58% pos
3Y
+7.59%
annualized
+3.92%
annualized
19.89%
-28.52%
Jan 2020 - Mar 2020
21 - 15
58% pos
5Y
+5.21%
annualized
+2.22%
annualized
16.94%
-33.18%
Feb 2018 - Mar 2020
37 - 23
62% pos
10Y
+5.57%
annualized
+3.38%
annualized
15.69%
-33.18%
Feb 2018 - Mar 2020
68 - 52
57% pos
20Y
+6.09%
annualized
+3.69%
annualized
18.16%
-59.70%
Nov 2007 - Feb 2009
138 - 102
58% pos
25Y
+5.22%
annualized
+2.86%
annualized
17.71%
-59.70%
Nov 2007 - Feb 2009
171 - 129
57% pos
MAX
01 Jan 1995
+5.54%
annualized
+3.13%
annualized
17.24%
-59.70%
Nov 2007 - Feb 2009
185 - 139
57% pos
(*)Annualized St.Dev. of monthly returns

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 5Y: 2.92% , 10Y: 2.12% , 25Y: 2.29%

ETF Returns, up to December 2005, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Drawdowns

Drawdonws Chart:

Worst drawdowns since January 1997.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-59.70% Nov 2007 Feb 2009 16 Oct 2017 104 120
-33.18% Feb 2018 Mar 2020 26 May 2021 14 40
-29.03% Jul 2000 Mar 2003 33 Oct 2003 7 40
-17.81% Aug 1998 Sep 1998 2 Apr 1999 7 9
-12.50% Aug 1997 Dec 1997 5 Mar 1998 3 8
-10.01% Jan 2000 Feb 2000 2 Jun 2000 4 6
-7.75% Jun 2021 Nov 2021 6 in progress 1 7
-5.47% Mar 2005 Apr 2005 2 Jul 2005 3 5
-5.05% May 1999 May 1999 1 Jul 1999 2 3
-4.16% Jun 2007 Aug 2007 3 Oct 2007 2 5
-3.88% May 2006 May 2006 1 Aug 2006 3 4
-3.69% Jul 2004 Jul 2004 1 Sep 2004 2 3
-3.33% Jan 1997 Jan 1997 1 May 1997 4 5
-3.01% Apr 2004 Apr 2004 1 Jun 2004 2 3
-1.53% Oct 2005 Oct 2005 1 Nov 2005 1 2
-1.04% Jan 2005 Jan 2005 1 Feb 2005 1 2
-0.96% Jun 1998 Jun 1998 1 Jul 1998 1 2
-0.83% Oct 1999 Nov 1999 2 Dec 1999 1 3

Rolling Returns ( more details)

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

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.39% +74.03%
Apr 2003 - Mar 2004
-51.32%
Mar 2008 - Feb 2009
38.34%
2 Years
+5.90% +44.81%
Mar 2003 - Feb 2005
-32.77%
Mar 2007 - Feb 2009
31.23%
3 Years
+5.56% +38.18%
Apr 2003 - Mar 2006
-17.56%
Mar 2006 - Feb 2009
28.37%
5 Years
+5.49% +27.64%
Nov 2002 - Oct 2007
-9.23%
Jun 2007 - May 2012
20.00%
7 Years
+5.39% +15.13%
Nov 2000 - Oct 2007
-1.64%
Nov 2013 - Oct 2020
4.98%
10 Years
+5.76% +12.45%
Nov 1997 - Oct 2007
-0.48%
Jan 2007 - Dec 2016
4.39%
15 Years
+5.38% +9.05%
Feb 2003 - Jan 2018
+1.30%
Dec 2006 - Nov 2021
0.00%
20 Years
+5.33% +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

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.

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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%
-0.54
63%
0.73
59%
1.00
59%
2.17
67%
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
Statistics calculated for the period Jan 1995 - Dec 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly/Yearly Returns

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

MONTHLY RETURNS HISTOGRAM
185 Positive Months (57%) - 139 Negative Months (43%)
Jan 1995 - Dec 2021
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Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+10.87 +3.50 -0.6 4.9 3.5 1.8 3.9 -2.4 -0.3 0.7 -2.1 2.2 -5.9 5.2
2020
-2.97 -4.22 -4.2 -8.1 -18.8 4.9 4.6 3.3 -0.2 5.3 -3.9 -3.7 17.9 4.5
2019
+15.78 +13.22 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 -16.26 5.7 -5.3 -1.3 2.3 -4.1 -1.4 3.0 -3.8 2.0 -7.1 0.4 -5.4
2017
+21.25 +18.76 2.9 0.3 3.1 2.2 2.1 0.8 3.1 -0.5 3.0 0.7 0.7 1.1
2016
+5.05 +2.94 -6.7 -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 -6.46 0.0 6.4 -1.9 3.9 -0.2 -3.2 1.4 -7.6 -5.6 6.2 -1.7 -2.7
2014
-6.80 -7.40 -4.9 6.2 -0.3 2.5 1.2 1.1 -2.4 -0.3 -4.1 -0.8 -0.8 -3.9
2013
+21.84 +20.02 4.8 -2.7 0.2 6.3 -3.3 -3.1 5.9 -1.9 8.2 4.0 0.4 1.9
2012
+18.83 +16.77 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 -15.02 4.1 3.7 -3.3 6.0 -3.6 -1.0 -3.3 -9.3 -9.6 9.3 -2.0 -2.2
2010
+4.47 +2.99 -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 +24.84 -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 -41.65 -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 +0.12 0.7 0.1 1.9 3.9 2.1 -0.4 -2.7 -1.1 3.6 4.5 -4.7 -3.2
2006
+30.34 +27.13 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 +11.55 -1.0 4.0 -2.5 -3.0 0.1 1.6 4.4 3.3 2.8 -1.5 1.8 4.9
2004
+28.80 +24.63 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 +46.94 -3.4 -2.0 -2.5 10.9 7.6 3.2 4.5 2.6 3.8 7.9 2.1 7.5
2002
-8.52 -10.74 -2.2 1.1 6.2 3.4 3.3 -2.8 -10.3 -0.1 -11.9 2.8 6.0 -2.6
2001
-15.26 -16.60 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 -3.48 -7.7 -2.5 5.5 -2.6 1.8 7.0 -3.3 0.8 -2.9 -0.8 -0.1 5.5
1999
+16.30 +13.27 -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 +13.05 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 -4.76 -3.3 0.9 0.3 -0.5 7.6 4.3 1.4 -6.5 3.6 -5.2 -4.3 -0.4
1996
+7.81 +4.29 1.0 0.5 1.4 3.9 -0.9 0.3 -2.7 0.4 1.7 -1.0 4.5 -1.4
1995
+11.53 +8.77 -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.

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