EFAV
iShares MSCI EAFE Min Vol Factor ETF
MSCI EAFE Minimum Vol (USD) NR USD
NAV as of
4 Week: 64.16 - 67.65
52 Week: 56.25 - 72.68
Latest Closing Price
67.43
Premium / Discount
-0.06
Expense Ratio
0.2%
Investment Objective
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 80% 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.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 6.39 | 0.67 | 9.55 |
| 1 Day | 0.33 | 0.00 | 0.00 |
| 1 Week | 2.14 | 0.54 | 3.95 |
| 1 Month | 4.49 | 3.15 | 1.43 |
| 3 Months | 6.39 | 5.31 | 1.20 |
| 6 Months | 18.66 | 10.33 | 1.81 |
| 1 Year | -6.22 | 15.22 | -0.41 |
| 2 Years | -7.32 | 18.75 | -0.39 |
| 3 Years | 9.03 | 23.78 | 0.38 |
| 5 Years | -8.20 | 34.90 | -0.23 |
| 10 Years | 13.16 | 48.88 | 0.27 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 16.5160 | 4.6069 | 7.8381 | -1.8565 | 21.5667 | -5.8028 | 16.7834 | 0.1885 | 7.0242 | -14.7597 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 80.0000 | 2.0000 | 1.0000 | 81.0000 | 86.0000 | 2.0000 | 92.0000 | 94.0000 | 82.0000 | 38.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 12/12/2022 | 18/12/2022 | 0.4969 |
| 08/06/2022 | 14/06/2022 | 1.1093 |
| 12/12/2021 | 16/12/2021 | 0.6341 |
| 09/06/2021 | 15/06/2021 | 1.2651 |
| 15/12/2019 | 19/12/2019 | 1.7344 |
| 18/06/2019 | 20/06/2019 | 1.3856 |
| 16/06/2019 | 20/06/2019 | 1.3856 |
| 20/06/2018 | 24/06/2018 | 1.4530 |
| 18/06/2018 | 24/06/2018 | 1.4530 |
| 20/12/2017 | 25/12/2017 | 0.3938 |
Portfolio Data
Total Number of Holdings: 256
Number of Bond Holdings: 1
Number of Equity Holdings: 224
Total Market Value: 7,316,501,648
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Novo Nordisk A/S Class B | 1.8722 | 902,689 | 0 | 136,752,296 |
| 2 | Sanofi SA | 1.6677 | 1,165,609 | 0 | 121,810,657 |
| 3 | Swisscom AG | 1.6646 | 189,940 | 0 | 121,584,775 |
| 4 | Koninklijke Ahold Delhaize NV | 1.5302 | 3,419,444 | 0 | 111,766,963 |
| 5 | Nestle SA | 1.4336 | 876,714 | 0 | 104,714,770 |
| 6 | Novartis AG Registered Shares | 1.3837 | 1,214,961 | 0 | 101,066,967 |
| 7 | Roche Holding AG | 1.2510 | 324,596 | 0 | 91,372,740 |
| 8 | SoftBank Corp | 1.2446 | 7,664,000 | 0 | 90,904,949 |
| 9 | Hang Seng Bank Ltd | 1.2334 | 6,230,500 | 0 | 90,087,742 |
| 10 | National Grid PLC | 1.2329 | 6,958,032 | 0 | 90,056,477 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 31.99 |
| Large | 45.58 |
| Medium | 21.56 |
| Small | 0.00 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
14.7314
Price/Book*
1.6312
Price/Sales*
1.1345
Price/Cash Flow*
8.3728
Dividend Yield*
3.4296
Growth Measures
Long-Term Earnings
8.0220
Historical Earnings
7.1437
Sales Growth
8.7789
Cash-Flow Growth
0.0068
Book-Value Growth
5.6643
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
1
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| 1 to 3 Years | 0.00 |
| 3 to 5 Years | 0.00 |
| 5 to 7 Years | 0.00 |
| 7 to 10 Years | 0.00 |
| 10 to 15 Years | 0.00 |
| 15 to 20 Years | 0.00 |
| 20 to 30 Years | 0.00 |
| Over 30 Years | 0.00 |
| 1 to 7 Days | 0.00 |
| 8 to 30 Days | 0.00 |
| 31 to 90 Days | 0.11 |
| 91 to 182 Days | 0.00 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
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