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 sponsor | BlackRock Fund Advisors |
Category | International |
Asset class | Equity |
Website | link... |
Inception date | Oct 18, 2011 |
Assets (mns) | $5,695 |
Expense ratio | 22 bp |
Currency | USD |
Sector Breakdown
Fund Structure
Regulation | Open-Ended Fund |
Distributions | Semi-Annually |
Taxation | 1099 |
Stock selection | Multi-Factor |
Weighting | Multi-Factor |
Holdings Transparency | Full |
Derivatives-based | No |
Options available | Yes |
Currency hedged | No |
Fund of funds | No |
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 holdings | 232 |
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)
YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
---|---|---|---|---|---|---|---|
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... | Beta | R-squared |
S&P 500 | 0.64 | 64% |
MSCI EAFE | 0.76 | 90% |
MSCI Emg Mkts | 0.62 | 59% |
Liquidity Measures
Avg. volume (000) | 264 |
Turnover | 0.3% |
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 volatility | 14.0% |
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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Comparable ETFs Based on Overlap
Risk and Returns: EFAV vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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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 | --% |
Based on closing prices from 12/26/2024
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Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
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
EFAVSELL
U/W
HOLD
O/W
BUY
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 .