iShares MSCI EAFE Value ETF (EFV)

41.13 -0.19  -0.46% BATS Aug 7, 20:00 USD
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Key Stats

Net Asset Value 40.96
Discount or Premium to NAV 0.42%
Turnover Ratio 21.00%
1 Year Fund Level Flows 1.162B

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 1.68% 0.49% 2.56% 93
3M 13.54% 13.38% 14.07% 67
6M -14.54% -15.32% -11.35% 80
YTD -16.59% -17.06% -12.99% 77
1Y -5.99% -6.18% -1.66% 76
3Y -4.92% -5.02% -2.90% 84
5Y -1.42% -1.44% 0.36% 88
10Y 2.21% 2.21% 2.97% 74
15Y 2.15% 2.13% 2.61% 76
20Y -- -- 3.10% --
As of Aug. 7, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.56% 0.60% 0.03%
Stock 99.26% 99.26% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.17% 0.17% 0.00%
As of Aug. 5, 2020

Region Exposure

Americas 1.07%
North America 1.07%
Latin America 0.00%
Greater Europe 63.77%
United Kingdom 18.20%
Europe Developed 45.02%
Europe Emerging 0.00%
Africa/Middle East 0.56%
Greater Asia 35.15%
Japan 23.92%
Australasia 7.46%
Asia Developed 3.43%
Asia Emerging 0.35%
Market Classification
% Developed Markets 99.42%
% Emerging Markets 0.58%
As of Aug. 5, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 9.41%
Communication Services 6.87%
Consumer Cyclical 10.14%
Consumer Defensive 6.11%
Energy 6.66%
Financial Services 24.52%
Healthcare 8.39%
Industrials 14.19%
Real Estate 4.21%
Technology 2.30%
Utilities 7.20%
As of Aug. 5, 2020

Stock Market Capitalization

Giant 38.59%
Large 41.70%
Medium 19.59%
Small 0.12%
Micro 0.00%
As of Aug. 5, 2020

Stock Style Exposure

Large Cap Value 57.82%
Large Cap Blend 21.35%
Large Cap Growth 1.33%
Mid Cap Value 11.77%
Mid Cap Blend 5.79%
Mid Cap Growth 1.82%
Small Cap Value 0.12%
Small Cap Blend 0.00%
Small Cap Growth 0.00%
As of Aug. 5, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
NOVN Novartis AG 2.62% -- --
7203 Toyota Motor Corp 1.94% -- --
SAN Sanofi SA 1.71% -- --
GSK GlaxoSmithKline PLC 1.51% -- --
SIE Siemens AG 1.48% -- --
FP Total SE 1.45% -- --
CBA Commonwealth Bank of Australia 1.33% -- --
ALV Allianz SE 1.30% -- --
HSBA HSBC Holdings PLC 1.30% -- --
BP. BP PLC 1.19% -- --
As of Aug. 5, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the MSCI EAFE Value Index composed of developed market equities, excluding the U.S. and Canada, that exhibit value characteristics. The fund generally invests at least 90% of its assets in securities of the underlying index and in depositary receipts representing securities of the underlying index. The underlying index is a subset of the MSCI EAFE Index. Constituents of the underlying index include securities from Europe, Australasia and the Far East.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Value
Fixed Income Style --
Broad Asset Class International Equity
Broad Category Equity
Category Name Foreign Large Value
Prospectus Objective Foreign Stock
Fund Owner Firm Name iShares
Benchmark Index
MSCI EAFE Value NR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 4.30 yrs
Amy Whitelaw 1.67 yrs
Greg Savage 12.59 yrs
Jennifer Hsui 7.67 yrs
Rachel Aguirre 1.67 yrs

Net Fund Flows

1M -49.79M
3M 1.017B
6M 978.27M
YTD 978.27M
1Y 1.162B
3Y 1.992B
5Y 4.087B
10Y 5.614B
As of July 31, 2020

Risk Info

Beta (5Y) 1.014
Max Drawdown (All) 63.96%
Historical Sharpe Ratio (10Y) 0.1752
Historical Sortino (All) 0.1487
30-Day Rolling Volatility 18.87%
Daily Value at Risk (VaR) 1% (All) 4.51%
Monthly Value at Risk (VaR) 1% (All) 18.76%

Fundamentals

Dividend Yield TTM (8-7-20) 3.49%
30-Day SEC Yield (3-31-20) 4.96%
7-Day SEC Yield --
Weighted Average PE Ratio 12.74
Weighted Average Price to Sales Ratio 0.7018
Weighted Average Price to Book Ratio 0.9269
Weighted Median ROE 9.37%
Weighted Median ROA 2.83%
Forecasted Dividend Yield 5.78%
Forecasted PE Ratio 13.88
Forecasted Price to Sales Ratio 0.6626
Forecasted Price to Book Ratio 0.8540
Number of Holdings 569
As of Aug. 5, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 8.30%
Forecasted Book Value Growth 3.33%
Forecasted Cash Flow Growth 5.60%
Forecasted Earnings Growth -4.05%
Forecasted Revenue Growth 1.30%
As of Aug. 5, 2020

Comparables

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Attributes

Key Dates
Inception Date 8/1/2005
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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