EFAV

iShares MSCI EAFE Min Vol Factor ETF

iShares MSCI EAFE Minimum Volatility Index Fund is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the MSCI EAFE Minimum Volatility Index.


International

EQUITY

Rules-Based

MANAGEMENT STYLE

5.7 B

ASSETS UNDER MGMT

22 bp

EXPENSES
Fund Basics
Fund sponsorBlackRock Fund Advisors
CategoryInternational
Asset classEquity
Websitelink...
Inception dateOct 18, 2011
Assets (mns)$5,695
Expense ratio22 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsSemi-Annually
Taxation1099
Stock selectionMulti-Factor
WeightingMulti-Factor
Holdings TransparencyFull
Derivatives-basedNo
Options availableYes
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings Complete list  + 
ZURICH FINANCIAL SERVICES AG 1.6 %
UNILEVER PLC 1.5 %
ROYAL AHOLD DELHAIZE N.V. 1.5 %
SWISSCOM AG 1.5 %
NOVARTIS AG 1.4 %
DEUTSCHE TELEKOM AG 1.4 %
DBS GROUP HOLDINGS LTD 1.3 %
SANOFI-AVENTIS 1.3 %
OTSUKA HOLDINGS CO LTD 1.3 %
BAE SYSTEMS PLC 1.3 %
Constituent Breakdown
Number of holdings232
Herfindahl-Hirschman Index 75
Wgt avg mkt cap (mns)$54,612
Large cap (>$10bn)80.7%
Mid cap ($2-10bn)18.3%
Small cap (<$2bn)0.2%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
JAPAN 26.3 %
SWITZERLAND 11.6 %
BRITAIN 9.8 %
FRANCE 7.0 %
HONG KONG 5.9 %
GERMANY 5.8 %
NETHERLANDS 5.2 %
SINGAPORE 5.0 %
SPAIN 4.5 %
ITALY 3.3 %
Historical Performance


Standardized Performance (as of 11/30/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 6.5% 10.9% 9.2% 1.7% 2.0% 4.3% 5.6%
Volatility 9.7% 9.8% 10.8% 12.3% 15.6% 13.4% --
Market Correlations
versus...BetaR-squared
S&P 5000.6464%
MSCI EAFE0.7690%
MSCI Emg Mkts0.6259%
Liquidity Measures
Avg. volume (000)264
Turnover0.3%
Avg. Bid/Ask (% of price)0.08%
ADV of underlying (mns)$14,798
Technical Indicators
Recent close$70.83
30d moving avg.$73.24
Annualized volatility14.0%
Relative strength (RSI)45
Short interest (ETF)0.1%
Short interest (underlying)0.0%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Risk and Returns: EFAV vs. Comps (1 YR)

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Dividends per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Book value per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2023 2024E Fwd Est 2025E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
1.0 13.4 1.4 4.5% --
Based on closing prices from 12/26/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
EFAV



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Rating

UNDERWEIGHT

Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.

ALTAR Score™

EFAV

6.7%

Cat. Avg

7.5%


ALTAR Score™ Calculation

Category Overview
There are 267 funds in the International Equity category, with an average ALTAR Score™ of 7.5% and a standard deviation of 2.7%. EFAV's ALTAR Score™ is approximately 0.3 standard deviations below the category average. This places EFAV in the 39th percentile among funds in the category.
Sell Side Consensus Rating

Sell-side recommendations on the ETF's individual constituents

EFAV
Peer Average
SELL
U/W
HOLD
O/W
BUY
Factor Scorecard

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Expense Analysis

Peer Group Rules-Based
International Equity ETFs
# of ETFs 152
Avg. Expense Ratio 42.9 bp
Std. Deviation 24.3 bp
EFAV (22 bp) Percentile rank 20
Peer Group Expense Ratio Distribution


Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
EFAV 22.0 8.1 30.1
Peer Avg. 35.6 19.0 54.6
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .