iShares MSCI EAFE Value ETF (EFV)

50.09 +0.12  +0.24% BATS Jan 17, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 49.96
Discount or Premium to NAV 0.26%
Turnover Ratio 21.00%
1 Year Fund Level Flows -341.68M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.20% 0.00% 1.08% 85
3M 5.52% 5.38% 6.94% 82
6M 6.67% 6.13% 7.81% 80
YTD 0.32% -0.12% 0.65% 86
1Y 10.90% 11.23% 13.36% 74
3Y 5.27% 5.31% 6.11% 72
5Y 3.69% 3.91% 4.08% 64
10Y 3.52% 3.49% 4.04% 73
15Y -- -- 4.04% --
20Y -- -- 3.88% --
As of Jan. 17, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.46% 0.47% 0.02%
Stock 99.35% 99.35% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.19% 0.19% 0.00%
As of Jan. 16, 2020

Region Exposure

Americas 0.47%
North America 0.40%
Latin America 0.06%
Greater Europe 63.05%
United Kingdom 21.50%
Europe Developed 40.95%
Europe Emerging 0.00%
Africa/Middle East 0.59%
Greater Asia 36.48%
Japan 24.49%
Australasia 7.22%
Asia Developed 4.48%
Asia Emerging 0.29%
Market Classification
% Developed Markets 99.44%
% Emerging Markets 0.56%
As of Jan. 16, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 8.75%
Communication Services 7.08%
Consumer Cyclical 10.08%
Consumer Defensive 3.58%
Energy 9.40%
Financial Services 29.07%
Healthcare 7.28%
Industrials 12.13%
Real Estate 4.30%
Technology 1.99%
Utilities 6.34%
As of Jan. 16, 2020

Stock Market Capitalization

Giant 44.19%
Large 40.35%
Medium 15.42%
Small 0.05%
Micro 0.00%
As of Jan. 16, 2020

Stock Style Exposure

Large Cap Value 56.90%
Large Cap Blend 25.71%
Large Cap Growth 1.90%
Mid Cap Value 9.20%
Mid Cap Blend 5.29%
Mid Cap Growth 0.95%
Small Cap Value 0.00%
Small Cap Blend 0.04%
Small Cap Growth 0.00%
As of Jan. 16, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
7203 Toyota Motor Corp 2.15% -- --
HSBA HSBC Holdings PLC 2.10% -- --
BP. BP PLC 1.79% -- --
FP Total SA 1.77% -- --
RDSA Royal Dutch Shell PLC Class A 1.70% -- --
GSK GlaxoSmithKline PLC 1.59% -- --
SAN Sanofi SA 1.55% -- --
RDSB Royal Dutch Shell PLC B 1.50% -- --
BATS British American Tobacco PLC 1.40% -- --
CBA Commonwealth Bank of Australia 1.39% -- --
As of Jan. 16, 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
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 3.71 yrs
Amy Whitelaw 1.09 yrs
Greg Savage 12.01 yrs
Jennifer Hsui 7.09 yrs
Rachel Aguirre 1.09 yrs

Net Fund Flows

1M 238.94M
3M 457.46M
6M 10.79M
YTD -341.68M
1Y -341.68M
3Y 1.430B
5Y 3.473B
10Y 4.602B
As of Dec. 31, 2019

Risk Info

Beta (5Y) 0.9805
Max Drawdown (All) 63.98%
Historical Sharpe Ratio (10Y) 0.2934
Historical Sortino (All) 0.1955
30-Day Rolling Volatility 8.34%
Daily Value at Risk (VaR) 1% (All) 4.41%
Monthly Value at Risk (VaR) 1% (All) 15.92%

Fundamentals

Dividend Yield TTM (1-17-20) 4.61%
30-Day SEC Yield --
7-Day SEC Yield --
Weighted Average PE Ratio 13.36
Weighted Average Price to Sales Ratio 0.8728
Weighted Average Price to Book Ratio 1.099
Weighted Median ROE 10.80%
Weighted Median ROA 3.35%
Forecasted Dividend Yield 4.71%
Forecasted PE Ratio 11.36
Forecasted Price to Sales Ratio 0.8370
Forecasted Price to Book Ratio 1.028
Number of Holdings 528
As of Jan. 16, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 7.02%
Forecasted Book Value Growth 4.46%
Forecasted Cash Flow Growth 1.80%
Forecasted Earnings Growth 2.45%
Forecasted Revenue Growth 1.96%
As of Jan. 16, 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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