Data Source: from January 1995 to December 2021
Last Update: 31 Dec 2021
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.
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).
| 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
|
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
Worst drawdowns since January 1997.
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
| 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.
| 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 |
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?
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.