iShares MSCI EAFE Growth ETF (EFG): Historical Returns

Data Source: from September 2005 to January 2024 (~18 years)
Consolidated Returns as of 31 January 2024
Category: Stocks
iShares MSCI EAFE Growth ETF (EFG) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.29%
January 2024

In the last 10 Years, the iShares MSCI EAFE Growth ETF (EFG) ETF obtained a 5.46% compound annual return, with a 15.40% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Growth
  • Region: Developed Markets
  • Country: EAFE

Investment Returns as of Jan 31, 2024

The iShares MSCI EAFE Growth ETF (EFG) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES MSCI EAFE GROWTH ETF (EFG) ETF
Consolidated returns as of 31 January 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y MAX
(~18Y)
iShares MSCI EAFE Growth ETF (EFG) ETF n.a. n.a. 0.29 1.27 7.79 7.30 5.46 5.23
US Inflation Adjusted return -0.02 -0.38 4.54 3.02 2.60 2.65
Returns over 1 year are annualized | Available data source: since Sep 2005
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79%

In 2023, the iShares MSCI EAFE Growth ETF (EFG) ETF granted a 1.89% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI EAFE Growth ETF (EFG) ETF: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 2014, now would be worth 1.70$, with a total return of 70.20% (5.46% annualized).

The Inflation Adjusted Capital now would be 1.29$, with a net total return of 29.31% (2.60% annualized).
An investment of 1$, since September 2005, now would be worth 2.55$, with a total return of 155.50% (5.23% annualized).

The Inflation Adjusted Capital now would be 1.62$, with a net total return of 61.79% (2.65% annualized).

Investment Metrics as of Jan 31, 2024

Metrics of iShares MSCI EAFE Growth ETF (EFG) ETF, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES MSCI EAFE GROWTH ETF (EFG) ETF
Advanced Metrics
Data Source: 1 September 2005 - 31 January 2024 (~18 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~18Y)
Investment Return (%) 0.29 16.37 1.27 7.79 0.66 7.30 5.46 5.23
Infl. Adjusted Return (%) details -0.02 15.56 -0.38 4.54 -4.74 3.02 2.60 2.65
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.51
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Deepest Drawdown Depth (%) -12.97 -33.70 -33.70 -33.70 -55.43
Start to Recovery (# months) details 5 29* 29* 29* 79
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11
Start to Bottom (# months) 3 13 13 13 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02
Bottom to End (# months) 2 16 16 16 63
End (yyyy mm) 2023 12 - - - 2014 05
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11
Start to Bottom (# months) 3 13 13 13 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02
Bottom to End (# months) 2 16 16 16 63
End (yyyy mm) 2023 12 - - - 2014 05
Longest negative period (# months) details 9 34 42 59 112
Period Start (yyyy mm) 2023 02 2021 02 2019 04 2017 11 2007 11
Period End (yyyy mm) 2023 10 2023 11 2022 09 2022 09 2017 02
Annualized Return (%) -9.70 -1.40 -0.36 -0.26 -0.09
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -13.80 -38.97 -38.97 -38.97 -56.17
Start to Recovery (# months) details 6* 29* 29* 29* 120
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11
Start to Bottom (# months) 3 13 13 13 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02
Bottom to End (# months) 3 16 16 16 104
End (yyyy mm) - - - - 2017 10
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11
Start to Bottom (# months) 3 13 13 13 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02
Bottom to End (# months) 3 16 16 16 104
End (yyyy mm) - - - - 2017 10
Longest negative period (# months) details 10 36* 56 104 193
Period Start (yyyy mm) 2023 02 2021 02 2019 03 2014 02 2007 10
Period End (yyyy mm) 2023 11 2024 01 2023 10 2022 09 2023 10
Annualized Return (%) -1.18 -4.74 -0.55 -0.11 -0.18
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y MAX
Standard Deviation (%) 16.33 19.55 18.43 15.40 17.32
Sharpe Ratio 0.17 -0.08 0.30 0.28 0.07
Sortino Ratio 0.24 -0.11 0.41 0.39 0.09
Ulcer Index 5.16 15.69 12.64 10.03 17.52
Ratio: Return / Standard Deviation 0.48 0.03 0.40 0.35 0.30
Ratio: Return / Deepest Drawdown 0.60 0.02 0.22 0.16 0.09
% Positive Months details 58% 58% 60% 60% 60%
Positive Months 7 21 36 72 133
Negative Months 5 15 24 48 88
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Best 10 Years Return (%) - Annualized 5.46 10.01
Worst 10 Years Return (%) - Annualized 1.36
Best 10 Years Return (%) - Annualized 2.60 8.10
Worst 10 Years Return (%) - Annualized -0.43
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y MAX
Over the latest 10Y
Best Rolling Return (%) - Annualized 42.66 18.54 13.33 5.46
Worst Rolling Return (%) - Annualized -30.70 -2.10 0.21
% Positive Periods 66% 94% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.79 28.60 19.83 11.67
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 2.65
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 39.02 14.45 10.07 2.60
Worst Rolling Return (%) - Annualized -35.95 -6.71 -3.42
% Positive Periods 63% 80% 85% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 76.79 28.60 19.83 11.67
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 2.65
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Sep 2005 - Jan 2024)
Best Rolling Return (%) - Annualized 51.45 20.02 17.35 10.01
Worst Rolling Return (%) - Annualized -49.15 -14.09 -5.61 1.36
% Positive Periods 68% 76% 85% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 65.03 22.09 13.58 7.56
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 48.26 17.22 14.98 8.10
Worst Rolling Return (%) - Annualized -49.16 -15.92 -7.50 -0.43
% Positive Periods 64% 69% 77% 95%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 65.03 22.09 13.58 7.56
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Jan 31, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of iShares MSCI EAFE Growth ETF (EFG) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES MSCI EAFE GROWTH ETF (EFG) ETF
Monthly correlations as of 31 January 2024
Swipe left to see all data
Correlation vs EFG
Asset Class 1 Year 5 Years 10 Years Since
Sep 2005
VTI
US Total Stock Market
0.91
0.91
0.88
0.88
SPY
US Large Cap
0.93
0.91
0.88
0.88
IJR
US Small Cap
0.64
0.79
0.73
0.76
VNQ
US REITs
0.84
0.83
0.71
0.70
QQQ
US Technology
0.81
0.85
0.84
0.82
PFF
Preferred Stocks
0.63
0.79
0.73
0.61
EFA
EAFE Stocks
0.96
0.96
0.96
0.98
VT
World All Countries
0.94
0.94
0.94
0.95
EEM
Emerging Markets
0.84
0.80
0.79
0.86
VGK
Europe
0.93
0.94
0.94
0.96
VPL
Pacific
0.92
0.93
0.92
0.93
FLLA
Latin America
0.82
0.63
0.55
0.71
BND
US Total Bond Market
0.93
0.69
0.57
0.37
TLT
Long Term Treasuries
0.94
0.39
0.27
-0.01
BIL
US Cash
0.22
0.00
0.01
-0.01
TIP
TIPS
0.92
0.71
0.61
0.43
LQD
Invest. Grade Bonds
0.95
0.81
0.72
0.55
HYG
High Yield Bonds
0.92
0.84
0.80
0.76
CWB
US Convertible Bonds
0.76
0.80
0.80
0.82
BNDX
International Bonds
0.86
0.67
0.53
0.39
EMB
Emerg. Market Bonds
0.94
0.85
0.79
0.70
GLD
Gold
0.50
0.38
0.25
0.23
DBC
Commodities
0.05
0.39
0.38
0.53

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES MSCI EAFE GROWTH ETF (EFG) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 September 2005 - 31 January 2024 (~18 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-33.70% Sep 2021 Sep 2022 13 in progress 16 29 17.43
-17.76% Jan 2020 Mar 2020 3 Jul 2020 4 7 8.55
-16.65% Feb 2018 Dec 2018 11 Oct 2019 10 21 6.98
-13.85% Jun 2015 Feb 2016 9 Apr 2017 14 23 6.89
-8.53% Jul 2014 Dec 2014 6 Apr 2015 4 10 4.71
-4.21% Sep 2020 Oct 2020 2 Nov 2020 1 3 2.11
-1.47% Jan 2021 Feb 2021 2 Apr 2021 2 4 0.93
-0.57% Mar 2014 Mar 2014 1 Apr 2014 1 2 0.33
-0.24% Jun 2017 Jun 2017 1 Jul 2017 1 2 0.14
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 28 4.3 Months 23.14%
 
DD = 0% 23.14%
 
0% < DD <= -5% 39 3.1 Months 32.23%
 
DD <= -5% 55.37%
 
-5% < DD <= -10% 22 5.5 Months 18.18%
 
DD <= -10% 73.55%
 
-10% < DD <= -15% 17 7.1 Months 14.05%
 
DD <= -15% 87.60%
 
-15% < DD <= -20% 5 24.2 Months 4.13%
 
DD <= -20% 91.74%
 
-20% < DD <= -25% 6 20.2 Months 4.96%
 
DD <= -25% 96.69%
 
-25% < DD <= -30% 2 60.5 Months 1.65%
 
DD <= -30% 98.35%
 
-30% < DD <= -35% 2 60.5 Months 1.65%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-38.97% Sep 2021 Sep 2022 13 in progress 16 29 23.62
-17.94% Feb 2018 Dec 2018 11 Dec 2019 12 23 7.82
-17.61% Jan 2020 Mar 2020 3 Jul 2020 4 7 8.28
-13.97% Jun 2015 Feb 2016 9 May 2017 15 24 7.63
-8.15% Jul 2014 Dec 2014 6 Apr 2015 4 10 4.49
-4.53% Sep 2020 Oct 2020 2 Nov 2020 1 3 2.28
-2.06% Jan 2021 Feb 2021 2 Apr 2021 2 4 1.35
-0.78% Mar 2014 Mar 2014 1 May 2014 2 3 0.39
-0.68% Jun 2021 Jun 2021 1 Jul 2021 1 2 0.39
-0.30% Jun 2017 Jun 2017 1 Jul 2017 1 2 0.17
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 23 5.3 Months 19.01%
 
DD = 0% 19.01%
 
0% < DD <= -5% 35 3.5 Months 28.93%
 
DD <= -5% 47.93%
 
-5% < DD <= -10% 26 4.7 Months 21.49%
 
DD <= -10% 69.42%
 
-10% < DD <= -15% 11 11.0 Months 9.09%
 
DD <= -15% 78.51%
 
-15% < DD <= -20% 4 30.3 Months 3.31%
 
DD <= -20% 81.82%
 
-20% < DD <= -25% 11 11.0 Months 9.09%
 
DD <= -25% 90.91%
 
-25% < DD <= -30% 6 20.2 Months 4.96%
 
DD <= -30% 95.87%
 
-30% < DD <= -35% 3 40.3 Months 2.48%
 
DD <= -35% 98.35%
 
-35% < DD <= -40% 2 60.5 Months 1.65%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-55.43% Nov 2007 Feb 2009 16 May 2014 63 79 26.43
-33.70% Sep 2021 Sep 2022 13 in progress 16 29 17.43
-17.76% Jan 2020 Mar 2020 3 Jul 2020 4 7 8.55
-16.65% Feb 2018 Dec 2018 11 Oct 2019 10 21 6.98
-13.85% Jun 2015 Feb 2016 9 Apr 2017 14 23 6.89
-8.53% Jul 2014 Dec 2014 6 Apr 2015 4 10 4.71
-4.43% May 2006 May 2006 1 Oct 2006 5 6 2.96
-4.21% Sep 2020 Oct 2020 2 Nov 2020 1 3 2.11
-2.36% Oct 2005 Oct 2005 1 Dec 2005 2 3 1.27
-1.58% Jun 2007 Jul 2007 2 Sep 2007 2 4 0.96
-1.47% Jan 2021 Feb 2021 2 Apr 2021 2 4 0.93
-1.42% Feb 2006 Feb 2006 1 Mar 2006 1 2 0.82
-0.24% Jun 2017 Jun 2017 1 Jul 2017 1 2 0.14
-0.12% Feb 2007 Feb 2007 1 Mar 2007 1 2 0.07
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 40 5.6 Months 18.02%
 
DD = 0% 18.02%
 
0% < DD <= -5% 57 3.9 Months 25.68%
 
DD <= -5% 43.69%
 
-5% < DD <= -10% 27 8.2 Months 12.16%
 
DD <= -10% 55.86%
 
-10% < DD <= -15% 28 7.9 Months 12.61%
 
DD <= -15% 68.47%
 
-15% < DD <= -20% 14 15.9 Months 6.31%
 
DD <= -20% 74.77%
 
-20% < DD <= -25% 16 13.9 Months 7.21%
 
DD <= -25% 81.98%
 
-25% < DD <= -30% 14 15.9 Months 6.31%
 
DD <= -30% 88.29%
 
-30% < DD <= -35% 13 17.1 Months 5.86%
 
DD <= -35% 94.14%
 
-35% < DD <= -40% 4 55.5 Months 1.80%
 
DD <= -40% 95.95%
 
-40% < DD <= -45% 4 55.5 Months 1.80%
 
DD <= -45% 97.75%
 
-45% < DD <= -50% 2 111.0 Months 0.90%
 
DD <= -50% 98.65%
 
-50% < DD <= -55% 2 111.0 Months 0.90%
 
DD <= -55% 99.55%
 
-55% < DD <= -60% 1 222.0 Months 0.45%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-56.17% Nov 2007 Feb 2009 16 Oct 2017 104 120 25.70
-38.97% Sep 2021 Sep 2022 13 in progress 16 29 23.62
-17.94% Feb 2018 Dec 2018 11 Dec 2019 12 23 7.82
-17.61% Jan 2020 Mar 2020 3 Jul 2020 4 7 8.28
-5.07% May 2006 Jul 2006 3 Oct 2006 3 6 3.59
-4.53% Sep 2020 Oct 2020 2 Nov 2020 1 3 2.28
-2.51% Oct 2005 Oct 2005 1 Dec 2005 2 3 1.29
-2.06% Jan 2021 Feb 2021 2 Apr 2021 2 4 1.35
-1.98% Jun 2007 Jul 2007 2 Sep 2007 2 4 1.23
-1.47% Feb 2006 Feb 2006 1 Mar 2006 1 2 0.85
-0.68% Jun 2021 Jun 2021 1 Jul 2021 1 2 0.39
-0.50% Feb 2007 Feb 2007 1 Mar 2007 1 2 0.29
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 28 7.9 Months 12.61%
 
DD = 0% 12.61%
 
0% < DD <= -5% 35 6.3 Months 15.77%
 
DD <= -5% 28.38%
 
-5% < DD <= -10% 21 10.6 Months 9.46%
 
DD <= -10% 37.84%
 
-10% < DD <= -15% 30 7.4 Months 13.51%
 
DD <= -15% 51.35%
 
-15% < DD <= -20% 26 8.5 Months 11.71%
 
DD <= -20% 63.06%
 
-20% < DD <= -25% 27 8.2 Months 12.16%
 
DD <= -25% 75.23%
 
-25% < DD <= -30% 13 17.1 Months 5.86%
 
DD <= -30% 81.08%
 
-30% < DD <= -35% 20 11.1 Months 9.01%
 
DD <= -35% 90.09%
 
-35% < DD <= -40% 12 18.5 Months 5.41%
 
DD <= -40% 95.50%
 
-40% < DD <= -45% 4 55.5 Months 1.80%
 
DD <= -45% 97.30%
 
-45% < DD <= -50% 3 74.0 Months 1.35%
 
DD <= -50% 98.65%
 
-50% < DD <= -55% 2 111.0 Months 0.90%
 
DD <= -55% 99.55%
 
-55% < DD <= -60% 1 222.0 Months 0.45%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES MSCI EAFE GROWTH ETF (EFG) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 September 2005 - 31 January 2024 (~18 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -30.70 10/2021
09/2022
0.69$ -6.79 0.93$ 5.20 1.05$ 19.86 1.19$ 42.66 04/2020
03/2021
1.42$ 7.79 33.03%
2Y -11.71 11/2021
10/2023
0.77$ -4.11 0.91$ 4.71 1.09$ 14.31 1.30$ 22.56 01/2019
12/2020
1.50$ 0.07 30.93%
3Y -2.10 10/2019
09/2022
0.93$ 1.82 1.05$ 6.41 1.20$ 10.62 1.35$ 18.54 01/2019
12/2021
1.66$ 0.66 5.88%
5Y 0.21 10/2017
09/2022
1.01$ 3.13 1.16$ 5.32 1.29$ 11.08 1.69$ 13.33 01/2017
12/2021
1.86$ 7.30 0.00%
7Y 3.16 11/2015
10/2022
1.24$ 4.56 1.36$ 6.92 1.59$ 7.79 1.69$ 9.43 01/2015
12/2021
1.87$ 7.28 0.00%
10Y 5.46 02/2014
01/2024
1.70$ 5.46 1.70$ 5.46 1.70$ 5.46 1.70$ 5.46 02/2014
01/2024
1.70$ 5.46 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -35.95 10/2021
09/2022
0.64$ -9.29 0.90$ 3.40 1.03$ 16.09 1.16$ 39.02 04/2020
03/2021
1.39$ 4.54 36.70%
2Y -16.30 11/2021
10/2023
0.70$ -9.06 0.82$ 2.54 1.05$ 10.14 1.21$ 20.38 01/2019
12/2020
1.44$ -4.44 40.21%
3Y -6.71 10/2019
09/2022
0.81$ -1.35 0.95$ 4.36 1.13$ 8.05 1.26$ 14.45 01/2019
12/2021
1.49$ -4.74 20.00%
5Y -3.42 10/2017
09/2022
0.84$ -0.51 0.97$ 2.70 1.14$ 8.87 1.52$ 10.07 01/2017
12/2021
1.61$ 3.02 14.75%
7Y -0.11 11/2015
10/2022
0.99$ 1.40 1.10$ 3.42 1.26$ 5.81 1.48$ 6.76 01/2015
12/2021
1.58$ 3.66 2.70%
10Y 2.60 02/2014
01/2024
1.29$ 2.60 1.29$ 2.60 1.29$ 2.60 1.29$ 2.60 02/2014
01/2024
1.29$ 2.60 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -49.15 03/2008
02/2009
0.50$ -7.68 0.92$ 7.79 1.07$ 22.56 1.22$ 51.45 03/2009
02/2010
1.51$ 7.79 31.43%
2Y -26.81 03/2007
02/2009
0.53$ -5.88 0.88$ 4.68 1.09$ 16.36 1.35$ 35.53 03/2009
02/2011
1.83$ 0.07 29.29%
3Y -14.09 03/2006
02/2009
0.63$ -3.59 0.89$ 5.66 1.17$ 10.16 1.33$ 20.02 03/2009
02/2012
1.72$ 0.66 23.66%
5Y -5.61 06/2007
05/2012
0.74$ 0.21 1.01$ 5.28 1.29$ 10.16 1.62$ 17.35 03/2009
02/2014
2.22$ 7.30 14.20%
7Y -0.52 11/2007
10/2014
0.96$ 2.32 1.17$ 5.98 1.50$ 7.69 1.67$ 10.40 03/2009
02/2016
1.99$ 7.28 2.17%
10Y 1.36 01/2007
12/2016
1.14$ 2.34 1.26$ 5.59 1.72$ 7.48 2.05$ 10.01 03/2009
02/2019
2.59$ 5.46 0.00%
15Y 1.35 10/2007
09/2022
1.22$ 2.45 1.43$ 4.79 2.01$ 5.83 2.34$ 8.11 02/2009
01/2024
3.22$ 8.11 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -49.16 03/2008
02/2009
0.50$ -12.18 0.87$ 5.00 1.05$ 19.72 1.19$ 48.26 03/2009
02/2010
1.48$ 4.54 35.24%
2Y -28.28 03/2007
02/2009
0.51$ -10.23 0.80$ 2.65 1.05$ 13.57 1.28$ 32.69 03/2009
02/2011
1.76$ -4.44 37.88%
3Y -15.92 03/2006
02/2009
0.59$ -6.26 0.82$ 3.51 1.10$ 8.27 1.26$ 17.22 03/2009
02/2012
1.61$ -4.74 30.65%
5Y -7.50 06/2007
05/2012
0.67$ -2.05 0.90$ 2.96 1.15$ 8.16 1.48$ 14.98 03/2009
02/2014
2.00$ 3.02 22.84%
7Y -2.30 11/2007
10/2014
0.84$ 0.27 1.01$ 3.66 1.28$ 5.81 1.48$ 8.68 03/2009
02/2016
1.79$ 3.66 10.14%
10Y -0.43 01/2007
12/2016
0.95$ 0.65 1.06$ 3.04 1.34$ 5.62 1.72$ 8.10 03/2009
02/2019
2.17$ 2.60 4.90%
15Y -1.00 10/2007
09/2022
0.86$ 0.08 1.01$ 2.45 1.43$ 3.74 1.73$ 5.41 02/2009
01/2024
2.20$ 5.41 7.14%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares MSCI EAFE Growth ETF (EFG) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares MSCI EAFE Growth ETF (EFG) ETF?

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.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-0.49
40%
-2.30
20%
-0.10
80%
1.68
80%
0.61
60%
1.07
80%
2.80
80%
-1.33
40%
-3.85
20%
1.18
60%
6.71
80%
2.79
80%
Best 9.4
2023
3.3
2019
6.2
2023
6.9
2020
6.4
2020
6.5
2019
8.2
2022
4.2
2020
1.4
2019
5.0
2022
14.0
2022
5.8
2023
Worst -9.5
2022
-7.1
2020
-10.3
2020
-8.3
2022
-4.2
2019
-8.1
2022
-1.1
2019
-7.5
2022
-9.9
2022
-4.0
2020
-3.2
2021
-3.3
2022
Monthly Seasonality over the period Oct 2005 - Jan 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.84
60%
-0.60
40%
0.82
60%
1.73
90%
1.09
80%
0.11
50%
2.16
80%
-1.44
40%
-2.32
30%
0.23
60%
3.26
70%
0.65
60%
Best 9.4
2023
6.0
2014
6.7
2016
6.9
2020
6.4
2020
6.5
2019
8.2
2022
4.2
2020
1.7
2017
7.4
2015
14.0
2022
5.8
2023
Worst -9.5
2022
-7.1
2020
-10.3
2020
-8.3
2022
-4.2
2019
-8.1
2022
-3.1
2014
-7.5
2022
-9.9
2022
-9.3
2018
-3.4
2016
-5.0
2018
Monthly Seasonality over the period Oct 2005 - Jan 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
-0.28
58%
-0.41
50%
1.79
72%
2.49
83%
-0.10
61%
-0.36
39%
2.20
72%
-1.40
44%
-0.82
47%
0.26
63%
1.50
63%
1.77
68%
Best 9.4
2023
6.0
2014
7.9
2009
7.5
2009
13.4
2009
6.5
2019
10.2
2010
4.2
2020
10.8
2010
10.4
2011
14.0
2022
9.9
2008
Worst -12.5
2009
-9.8
2009
-10.3
2020
-8.3
2022
-11.0
2010
-8.1
2022
-3.3
2008
-8.4
2011
-12.8
2008
-19.2
2008
-8.7
2008
-5.0
2018
Monthly Seasonality over the period Oct 2005 - Jan 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares MSCI EAFE Growth ETF (EFG) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES MSCI EAFE GROWTH ETF (EFG) ETF
Monthly Returns Distribution
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 September 2005 - 31 January 2024 (~18 years)
72 Positive Months (60%) - 48 Negative Months (40%)
133 Positive Months (60%) - 88 Negative Months (40%)
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(Scroll down to see all data)
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