EFAV

iShares MSCI EAFE Min Vol Factor ETF

MSCI EAFE Minimum Vol (USD) NR USD

NAV as of 28-Nov-2023

67.6003

4 Week: 64.78 - 67.88

52 Week: 63.00 - 70.85

Latest Closing Price

67.88

Premium / Discount

0.21

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

Fund Manager:
iShares
Asset Under Management:
7,202,855,584
Launch Date:
17/10/2011
Asset Class:
Equity
Replication Method:
Physical-Sample
Number of Holdings:
247
Trading Currency:
USD
Style:
Large Blend
Region/Sector/Strategy:
N.A / N.A / N.A
Exchange:
CBOEBZX

Performance

Period Performance Returns(%) Volatility(%) Risk Adjusted Performance
YTD6.750.6610.21
1 Day0.740.000.00
1 Week0.370.890.42
1 Month5.063.041.67
3 Months1.065.330.20
6 Months-0.257.69-0.03
1 Year4.4510.540.42
2 Years-8.6819.28-0.45
3 Years-5.8021.28-0.27
5 Years-2.4435.05-0.07
10 Years0.0047.890.00

Price History

-

Annual Performance Return

2013201420152016201720182019202020212022
Price (%) 16.51604.60697.8381-1.856521.5667-5.802816.78340.18857.0242-14.7597
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 80.00002.00001.000081.000086.00002.000092.000094.000082.000038.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
06/06/202312/06/20231.3113
12/12/202218/12/20220.4969
08/06/202214/06/20221.1093
12/12/202116/12/20210.6341
09/06/202115/06/20211.2651
15/12/201919/12/20191.7344
18/06/201920/06/20191.3856
16/06/201920/06/20191.3856
20/06/201824/06/20181.4530
18/06/201824/06/20181.4530

Portfolio Data

Total Number of Holdings: 247

Number of Bond Holdings: 1

Number of Equity Holdings: 224

Total Market Value: 7,202,855,584

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Novo Nordisk A/S Class B1.91001,319,281-13,750137,350,545
2Novartis AG Registered Shares1.48301,092,842-11,418106,642,028
3Swisscom AG1.3883170,913-1,78299,831,816
4Industria De Diseno Textil SA Share From Split1.38002,443,980-25,57599,238,204
5Nestle SA1.3658863,358-9,03198,213,097
6Koninklijke Ahold Delhaize NV1.35043,325,927-34,81597,105,682
7Otsuka Holdings Co Ltd1.33372,536,100-26,40095,903,013
8Sanofi SA1.31971,002,017-10,49494,903,614
9Orange SA1.28047,493,817-78,55192,072,823
10BAE Systems PLC1.25036,795,212-70,12589,907,766

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant36.46
Large44.29
Medium18.39
Small0.00
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

13.9895

Price/Book*

1.6186

Price/Sales*

1.0993

Price/Cash Flow*

8.1824

Dividend Yield*

3.5161

Growth Measures

Long-Term Earnings

7.8480

Historical Earnings

5.4946

Sales Growth

8.2478

Cash-Flow Growth

1.6420

Book-Value Growth

5.4652

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

1

Bond Statitics

DetailValue
Average Effective Duration0
Average Effective Maturity (Years)*0
Average Credit Quality0
Average Weighted Coupon*0
Average Weighted Price*0

Bond Style Box Breakdown

000HighQuality
000Med
000Low
LtdModExt
Interest-Rate Sensitivity

Credit Quality

Type% Bonds
N.A

Bond Sector

Type
% Bonds

Bond Maturity

% Bonds
1 to 3 Years0.00
3 to 5 Years0.00
5 to 7 Years0.00
7 to 10 Years0.00
10 to 15 Years0.00
15 to 20 Years0.00
20 to 30 Years0.00
Over 30 Years0.00
1 to 7 Days0.00
8 to 30 Days0.00
31 to 90 Days0.11
91 to 182 Days0.00
183 to 364 Days0.00

Data Source: Morningstar

© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:

(1) include the proprietary information of Morningstar and Morningstar’s third party licensors;
(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.

Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.

For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.

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