Data Source: from January 1992 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 18 2022
Category: Stocks
ETF: iShares MSCI EAFE Value (EFV)
ETF • LIVE PERFORMANCE (USD currency)
0.29%
1 Day
Aug 18 2022
0.27%
Current Month
August 2022

In the last 30 Years, the iShares MSCI EAFE Value (EFV) ETF obtained a 5.55% compound annual return, with a 16.84% 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 part of 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%

Historical Returns as of Jul 31, 2022

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

ISHARES MSCI EAFE VALUE (EFV) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 1992 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
2.14
2.15
0.00
1 - 0
3M
-4.14
-6.46
-9.59
Jun 2022 - Jun 2022
2 - 1
6M
-11.28
-15.81
-13.14
Feb 2022 - Jun 2022
3 - 3
YTD
-9.43
-14.77
-13.14
Feb 2022 - Jun 2022
4 - 3
1Y
-9.66
-16.75
14.73
-13.14
Feb 2022 - Jun 2022
7 - 5
58% pos
3Y(*)
1.96
-2.81
20.25
-28.52
Jan 2020 - Mar 2020
21 - 15
58% pos
5Y(*)
0.23
-3.52
17.69
-33.18
Feb 2018 - Mar 2020
34 - 26
57% pos
10Y(*)
4.31
1.67
15.32
-33.18
Feb 2018 - Mar 2020
69 - 51
58% pos
15Y(*)
0.35
-1.98
19.41
-59.70
Nov 2007 - Feb 2009
93 - 87
52% pos
20Y(*)
5.68
3.08
18.13
-59.70
Nov 2007 - Feb 2009
138 - 102
58% pos
25Y(*)
4.38
1.85
17.81
-59.70
Nov 2007 - Feb 2009
170 - 130
57% pos
30Y(*)
5.55
2.96
16.84
-59.70
Nov 2007 - Feb 2009
207 - 153
58% pos
MAX(*)
01 Jan 1992
5.43
2.83
16.76
-59.70
Nov 2007 - Feb 2009
210 - 157
57% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60% , 30Y: 2.52%

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

Correlations as of Jul 31, 2022

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 Jul 2022
Swipe left to see all data
Correlation vs EFV
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.67
0.81
0.78
0.78
0.78
US Large Cap
SPY
0.70
0.80
0.78
0.77
0.77
US Small Cap
IJR
0.67
0.83
0.73
0.72
0.71
US REITs
VNQ
0.56
0.64
0.53
0.59
0.59
US Technology
QQQ
0.52
0.63
0.64
0.55
0.54
Preferred Stocks
PFF
0.74
0.65
0.58
0.48
0.48
EAFE Stocks
EFA
0.88
0.96
0.97
0.95
0.94
World All Countries
VT
0.77
0.89
0.89
0.90
0.90
Emerging Markets
EEM
0.86
0.80
0.77
0.76
0.75
Europe
VGK
0.88
0.95
0.95
0.93
0.93
Pacific
VPL
0.78
0.89
0.87
0.81
0.81
Latin America
FLLA
0.73
0.76
0.71
0.70
0.70
US Total Bond Market
BND
0.42
0.12
0.10
0.08
0.07
Long Term Treasuries
TLT
0.12
-0.33
-0.28
-0.21
-0.21
US Cash
BIL
-0.15
-0.27
-0.20
-0.03
-0.04
TIPS
TIP
0.38
0.22
0.22
0.14
0.13
Investment Grade Bonds
LQD
0.55
0.43
0.37
0.29
0.28
High Yield Bonds
HYG
0.73
0.71
0.71
0.66
0.66
International Bond Market
BNDX
0.26
0.14
0.12
0.12
0.11
Emerging Market Bonds
EMB
0.78
0.67
0.63
0.55
0.55
Gold
GLD
0.12
0.03
0.01
0.11
0.11
Commodities
DBC
0.57
0.71
0.56
0.44
0.44

Capital Growth as of Jul 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 Value (EFV) ETF: Dividend Yield page.

An investment of 1000$, since August 1992, now would be worth 5060.45$, with a total return of 406.05% (5.55% annualized).

The Inflation Adjusted Capital now would be 2399.77$, with a net total return of 139.98% (2.96% annualized).
An investment of 1000$, since January 1992, now would be worth 5044.30$, with a total return of 404.43% (5.43% annualized).

The Inflation Adjusted Capital now would be 2347.84$, with a net total return of 134.78% (2.83% annualized).

Drawdowns

Worst drawdowns since August 1992.

Swipe left to see all data
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
-13.92% Jun 2021 Jun 2022 13 in progress 1 14
-12.50% Aug 1997 Dec 1997 5 Mar 1998 3 8
-10.95% Sep 1994 Feb 1995 6 Jul 1995 5 11
-10.01% Jan 2000 Feb 2000 2 Jun 2000 4 6
-5.47% Mar 2005 Apr 2005 2 Jul 2005 3 5
-5.05% May 1999 May 1999 1 Jul 1999 2 3
-4.84% Feb 1994 Mar 1994 2 Aug 1994 5 7
-4.74% Aug 1995 Oct 1995 3 Dec 1995 2 5
-4.68% Dec 1996 Jan 1997 2 May 1997 4 6
-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
-3.43% Aug 1992 Oct 1992 3 Jan 1993 3 6
-3.35% Nov 1993 Nov 1993 1 Dec 1993 1 2
-3.27% May 1996 Jul 1996 3 Nov 1996 4 7
-3.01% Apr 2004 Apr 2004 1 Jun 2004 2 3

Worst drawdowns since January 1992.

Swipe left to see all data
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
-13.92% Jun 2021 Jun 2022 13 in progress 1 14
-12.50% Aug 1997 Dec 1997 5 Mar 1998 3 8
-10.95% Sep 1994 Feb 1995 6 Jul 1995 5 11
-10.79% Jun 1992 Oct 1992 5 Mar 1993 5 10
-10.01% Jan 2000 Feb 2000 2 Jun 2000 4 6
-5.47% Mar 2005 Apr 2005 2 Jul 2005 3 5
-5.05% May 1999 May 1999 1 Jul 1999 2 3
-4.84% Feb 1994 Mar 1994 2 Aug 1994 5 7
-4.74% Aug 1995 Oct 1995 3 Dec 1995 2 5
-4.68% Dec 1996 Jan 1997 2 May 1997 4 6
-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
-3.35% Nov 1993 Nov 1993 1 Dec 1993 1 2
-3.27% May 1996 Jul 1996 3 Nov 1996 4 7
-3.01% Apr 2004 Apr 2004 1 Jun 2004 2 3

Rolling Returns ( more details)

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

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.51 74.03
Apr 2003 - Mar 2004
-51.32
Mar 2008 - Feb 2009
36.52%
2 Years
6.50 44.81
Mar 2003 - Feb 2005
-32.77
Mar 2007 - Feb 2009
27.33%
3 Years
5.88 38.18
Apr 2003 - Mar 2006
-17.56
Mar 2006 - Feb 2009
24.70%
5 Years
5.75 27.64
Nov 2002 - Oct 2007
-9.23
Jun 2007 - May 2012
17.21%
7 Years
5.55 15.13
Nov 2000 - Oct 2007
-1.64
Nov 2013 - Oct 2020
4.23%
10 Years
5.70 12.45
Nov 1997 - Oct 2007
-0.48
Jan 2007 - Dec 2016
3.63%
15 Years
5.77 11.80
Nov 1992 - Oct 2007
0.02
Jul 2007 - Jun 2022
0.00%
20 Years
5.69 7.24
Feb 1993 - Jan 2013
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

iShares MSCI EAFE Value (EFV) 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 %
-0.40
52%
-0.06
52%
1.02
61%
2.93
77%
0.04
52%
-0.20
42%
0.95
55%
-0.63
50%
-0.68
60%
0.76
60%
0.64
57%
2.33
70%
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
-5.3
2022
-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 1992 - Jul 2022

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
210 Positive Months (57%) - 157 Negative Months (43%)
Jan 1992 - Jul 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
-9.43 -14.77 2.1 -2.9 0.6 -5.3 3.8 -9.6 2.1
2021
+10.87 +3.58 -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 -4.28 -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 +13.19 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 +18.75 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 +2.92 -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 -6.54 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 -7.50 -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 +20.03 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 +16.79 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 -14.94 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 +2.93 -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 +24.96 -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 -41.72 -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 +0.14 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 +27.11 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 +11.46 -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 +24.74 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 +47.16 -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 -10.65 -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 -16.55 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 -3.43 -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 +13.26 -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 +13.04 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 -4.77 -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 +4.35 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
1994
+1.64 -1.00 6.3 -1.8 -3.1 4.2 -1.6 -1.2 3.5 3.2 -5.1 2.5 -4.6 0.2
1993
+28.20 +24.77 0.1 2.6 6.3 2.3 0.2 -0.8 3.3 4.2 -0.9 3.8 -3.4 7.7
1992
-0.37 -3.18 2.6 -0.4 -2.5 5.1 3.0 -2.9 -4.9 -0.6 0.2 -3.0 0.1 3.4

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

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