iShares Edge MSCI Min Vol EAFE ETF (EFAV)

75.56 -0.12  -0.16% BATS Jan 24, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 75.69
Discount or Premium to NAV -0.17%
Turnover Ratio 22.00%
1 Year Fund Level Flows 2.232B

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% --
As of Jan. 24, 2020. Returns for periods of 1 year and above are annualized.

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%
As of Jan. 23, 2020

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%
As of Jan. 23, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

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%
As of Jan. 23, 2020

Stock Market Capitalization

Giant 30.92%
Large 45.25%
Medium 23.78%
Small 0.05%
Micro 0.00%
As of Jan. 23, 2020

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%
As of Jan. 23, 2020
View More Holdings

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% -- --
As of Jan. 23, 2020
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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 --
As of Dec. 31, 2019

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
As of Jan. 23, 2020

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%
As of Jan. 23, 2020

Comparables

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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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