iShares Edge MSCI Min Vol EAFE ETF (EFAV)
75.56
-0.12 -0.16%
BATS
Jan 24, 20:00
Delayed 2m
USD
Key Stats
| Expense Ratio | 0.20% |
| Total Assets Under Management | 13.23B |
| Share Class Assets Under Management | 13.23B |
| 30-Day Average Daily Volume | 862374.7 |
| Net Asset Value | 75.69 |
| Discount or Premium to NAV | -0.17% |
| Turnover Ratio | 22.00% |
| 1 Year Fund Level Flows | 2.232B |
View All EFAV News
News
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WireHeadlineTime (ET)
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Yahoo01/07 17:03
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Yahoo12/05 13:36
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Yahoo11/14 17:26
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Yahoo11/07 12:42
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Yahoo10/29 10:57
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Business Wire06/30 16:00
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SA Breaking News08/19 12:54
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Business Wire05/12 11:20
Performance & Returns
| Total Return (Price) | Total Return (NAV) | Cat. Total Return (NAV) | % Rank in Cat. (NAV) | |
|---|---|---|---|---|
| 1M | 1.74% | 1.84% | 0.62% | 8 |
| 3M | 3.79% | 4.16% | 5.94% | 91 |
| 6M | 6.37% | 6.76% | 6.85% | 53 |
| YTD | 1.37% | 1.53% | 0.27% | 7 |
| 1Y | 14.65% | 14.96% | 16.15% | 68 |
| 3Y | 9.86% | 10.06% | 8.05% | 9 |
| 5Y | 6.86% | 6.86% | 5.18% | 8 |
| 10Y | -- | -- | 5.40% | -- |
| 15Y | -- | -- | 4.96% | -- |
| 20Y | -- | -- | 3.67% | -- |
Asset Allocation
| Type | % Net | % Long | % Short |
|---|---|---|---|
| Cash | 0.45% | 0.46% | 0.02% |
| Stock | 99.55% | 99.55% | 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% |
Region Exposure
| Americas | 1.33% |
| North America | 1.33% |
| Latin America | 0.00% |
| Greater Europe | 50.14% |
| United Kingdom | 11.88% |
| Europe Developed | 36.66% |
| Europe Emerging | 0.00% |
| Africa/Middle East | 1.60% |
| Greater Asia | 48.54% |
| Japan | 28.71% |
| Australasia | 7.51% |
| Asia Developed | 11.79% |
| Asia Emerging | 0.51% |
| Market Classification | |
| % Developed Markets | 99.49% |
| % Emerging Markets | 0.51% |
Stock Sector Exposure
| Basic Materials | 2.25% |
| Communication Services | 11.16% |
| Consumer Cyclical | 6.83% |
| Consumer Defensive | 16.54% |
| Energy | 0.82% |
| Financial Services | 17.61% |
| Healthcare | 10.49% |
| Industrials | 15.61% |
| Real Estate | 8.43% |
| Technology | 1.79% |
| Utilities | 8.47% |
Stock Market Capitalization
| Giant | 30.92% |
| Large | 45.25% |
| Medium | 23.78% |
| Small | 0.05% |
| Micro | 0.00% |
Stock Style Exposure
| Large Cap Value | 27.54% |
| Large Cap Blend | 34.53% |
| Large Cap Growth | 14.21% |
| Mid Cap Value | 7.73% |
| Mid Cap Blend | 11.34% |
| Mid Cap Growth | 4.59% |
| Small Cap Value | 0.00% |
| Small Cap Blend | 0.05% |
| Small Cap Growth | 0.00% |
View More Holdings
As of Jan. 23, 2020
Top 10 Holdings
| Symbol | Name | % Weight | Price | % Chg |
|---|---|---|---|---|
| ROG | Roche Holding AG Dividend Right Cert. | 1.64% | -- | -- |
| NESN | Nestle SA | 1.54% | -- | -- |
| SCMN | Swisscom AG | 1.41% | -- | -- |
| ZURN | Zurich Insurance Group AG | 1.36% | -- | -- |
| 00006 | Power Assets Holdings Ltd | 1.25% | -- | -- |
| 9437 | NTT DOCOMO Inc | 1.21% | -- | -- |
| SREN | Swiss Re AG | 1.14% | -- | -- |
| 00002 | CLP Holdings Ltd | 1.13% | -- | -- |
| NOVN | Novartis AG | 1.13% | -- | -- |
| 8952 | Japan Real Estate Investment Corp | 1.12% | -- | -- |
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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 | 3.63 yrs |
| Amy Whitelaw | 1.01 yrs |
| Greg Savage | 8.13 yrs |
| Jennifer Hsui | 7.00 yrs |
| Rachel Aguirre | 1.01 yrs |
Net Fund Flows
| 1M | 289.24M |
| 3M | 810.04M |
| 6M | 1.456B |
| YTD | 2.232B |
| 1Y | 2.232B |
| 3Y | 5.573B |
| 5Y | 10.55B |
| 10Y | -- |
Risk Info
| Beta (5Y) | 0.5962 |
| Max Drawdown (All) | 12.25% |
| Historical Sharpe Ratio (10Y) | -- |
| Historical Sortino (All) | 0.9504 |
| 30-Day Rolling Volatility | 5.05% |
| Daily Value at Risk (VaR) 1% (All) | 1.83% |
| Monthly Value at Risk (VaR) 1% (All) | 7.05% |
Fundamentals
| Dividend Yield TTM (1-24-20) | 4.13% |
| 30-Day SEC Yield | -- |
| 7-Day SEC Yield | -- |
| Weighted Average PE Ratio | 20.13 |
| Weighted Average Price to Sales Ratio | 1.602 |
| Weighted Average Price to Book Ratio | 1.890 |
| Weighted Median ROE | 15.76% |
| Weighted Median ROA | 5.81% |
| Forecasted Dividend Yield | 3.36% |
| Forecasted PE Ratio | 17.74 |
| Forecasted Price to Sales Ratio | 1.562 |
| Forecasted Price to Book Ratio | 1.828 |
| Number of Holdings | 302 |
Growth Estimates
| Forecasted 5 Yr Earnings Growth | 6.88% |
| Forecasted Book Value Growth | 3.81% |
| Forecasted Cash Flow Growth | 1.28% |
| Forecasted Earnings Growth | 0.27% |
| Forecasted Revenue Growth | 2.40% |
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 |
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