Last Update: 31 Aug 2021

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

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.

Capital Growth:

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

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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

Drawdonws Chart:

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
+7.20% +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.

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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%
-0.48
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

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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.

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