iShares Edge MSCI Min Vol EAFE ETF (EFAV)

62.16 +0.42  +0.68% BATS Apr 7, 20:00 Delayed 2m USD
View Full Chart
Price Chart

Key Stats

Net Asset Value 62.59
Discount or Premium to NAV -0.69%
Turnover Ratio 22.00%
1 Year Fund Level Flows 1.057B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -11.36% -10.95% -14.12% 12
3M -16.51% -16.08% -23.10% 4
6M -12.89% -12.31% -15.65% 19
YTD -16.61% -16.04% -23.09% 4
1Y -10.10% -9.17% -17.02% 5
3Y 1.35% 1.64% -2.46% 4
5Y 1.66% 1.83% -1.47% 2
10Y -- -- 2.05% --
15Y -- -- 2.86% --
20Y -- -- 2.15% --
As of April 7, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 1.09% 1.12% 0.02%
Stock 98.91% 98.91% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of April 3, 2020

Region Exposure

Americas 0.23%
North America 0.23%
Latin America 0.00%
Greater Europe 51.51%
United Kingdom 12.04%
Europe Developed 37.90%
Europe Emerging 0.00%
Africa/Middle East 1.57%
Greater Asia 48.26%
Japan 29.37%
Australasia 6.37%
Asia Developed 12.28%
Asia Emerging 0.24%
Market Classification
% Developed Markets 99.76%
% Emerging Markets 0.24%
As of April 3, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 2.51%
Communication Services 12.54%
Consumer Cyclical 6.37%
Consumer Defensive 17.78%
Energy 0.72%
Financial Services 15.87%
Healthcare 11.48%
Industrials 14.69%
Real Estate 7.16%
Technology 1.73%
Utilities 9.15%
As of April 3, 2020

Stock Market Capitalization

Giant 32.27%
Large 43.18%
Medium 24.50%
Small 0.04%
Micro 0.01%
As of April 3, 2020

Stock Style Exposure

Large Cap Value 26.51%
Large Cap Blend 33.35%
Large Cap Growth 15.59%
Mid Cap Value 6.66%
Mid Cap Blend 11.17%
Mid Cap Growth 6.67%
Small Cap Value 0.01%
Small Cap Blend 0.04%
Small Cap Growth 0.00%
As of April 3, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
ROG Roche Holding AG Dividend Right Cert. 2.02% -- --
NESN Nestle SA 1.82% -- --
SCMN Swisscom AG 1.77% -- --
9437 NTT DOCOMO Inc 1.55% -- --
00002 CLP Holdings Ltd 1.30% -- --
GIVN Givaudan SA 1.30% -- --
00006 Power Assets Holdings Ltd 1.29% -- --
ZURN Zurich Insurance Group AG 1.27% -- --
NOVN Novartis AG 1.25% -- --
8952 Japan Real Estate Investment Corp 1.09% -- --
As of April 3, 2020
Advertisement

Basic Info

Investment Strategy
The investment seeks the investment results of the MSCI EAFE Minimum Volatility (USD) Index composed of developed market equities that, in the aggregate, have lower volatility characteristics relative to the broader developed equity markets, excluding the U.S. and Canada. The fund generally will invest at least 90% of its assets in the component securities of the index and in investments that have economic characteristics that are substantially identical to the component securities of the index. The index measures the performance of international equity securities that in the aggregate have lower volatility relative to the MSCI EAFE Index.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class International Equity
Broad Category Equity
Category Name Foreign Large Blend
Prospectus Objective Foreign Stock
Fund Owner Firm Name iShares
Benchmark Index
MSCI EAFE Minimum Vol (USD) NR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 3.96 yrs
Amy Whitelaw 1.34 yrs
Greg Savage 8.46 yrs
Jennifer Hsui 7.33 yrs
Rachel Aguirre 1.34 yrs

Net Fund Flows

1M -614.87M
3M -413.83M
6M 396.22M
YTD -413.83M
1Y 1.057B
3Y 5.283B
5Y 9.494B
10Y --
As of March 31, 2020

Risk Info

Beta (5Y) 0.6399
Max Drawdown (All) 27.56%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.3856
30-Day Rolling Volatility 66.04%
Daily Value at Risk (VaR) 1% (All) 2.09%
Monthly Value at Risk (VaR) 1% (All) 8.25%

Fundamentals

Dividend Yield TTM (4-7-20) 5.02%
30-Day SEC Yield --
7-Day SEC Yield --
Weighted Average PE Ratio 17.10
Weighted Average Price to Sales Ratio 1.334
Weighted Average Price to Book Ratio 1.576
Weighted Median ROE 15.74%
Weighted Median ROA 5.89%
Forecasted Dividend Yield 3.99%
Forecasted PE Ratio 16.15
Forecasted Price to Sales Ratio 1.313
Forecasted Price to Book Ratio 1.529
Number of Holdings 305
As of April 3, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 6.72%
Forecasted Book Value Growth 3.12%
Forecasted Cash Flow Growth 4.80%
Forecasted Earnings Growth -1.34%
Forecasted Revenue Growth 1.86%
As of April 3, 2020

Comparables

Edit

Attributes

Key Dates
Inception Date 10/18/2011
Termination Date
Last Annual Report Date 7/31/2019
Last Prospectus Date 11/29/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
Advertisement

{{root.upsell.info.feature_headline}}.

{{root.upsell.info.feature_description}}

Please note that this feature is only available as an add-on to YCharts subscriptions.


Please note that this feature requires full activation of your account and is not permitted during the free trial period.

Start My Free Trial {{root.upsell.info.call_to_action}} No credit card required.

Already a subscriber? Sign in.