EFAV
iShares MSCI EAFE Min Vol Factor ETF
NAV as of
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
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 6.75 | 0.66 | 10.21 |
| 1 Day | 0.74 | 0.00 | 0.00 |
| 1 Week | 0.37 | 0.89 | 0.42 |
| 1 Month | 5.06 | 3.04 | 1.67 |
| 3 Months | 1.06 | 5.33 | 0.20 |
| 6 Months | -0.25 | 7.69 | -0.03 |
| 1 Year | 4.45 | 10.54 | 0.42 |
| 2 Years | -8.68 | 19.28 | -0.45 |
| 3 Years | -5.80 | 21.28 | -0.27 |
| 5 Years | -2.44 | 35.05 | -0.07 |
| 10 Years | 0.00 | 47.89 | 0.00 |
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 |
|---|---|---|
| 06/06/2023 | 12/06/2023 | 1.3113 |
| 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 |
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 | ||
|---|---|---|---|---|---|
| 1 | Novo Nordisk A/S Class B | 1.9100 | 1,319,281 | -13,750 | 137,350,545 |
| 2 | Novartis AG Registered Shares | 1.4830 | 1,092,842 | -11,418 | 106,642,028 |
| 3 | Swisscom AG | 1.3883 | 170,913 | -1,782 | 99,831,816 |
| 4 | Industria De Diseno Textil SA Share From Split | 1.3800 | 2,443,980 | -25,575 | 99,238,204 |
| 5 | Nestle SA | 1.3658 | 863,358 | -9,031 | 98,213,097 |
| 6 | Koninklijke Ahold Delhaize NV | 1.3504 | 3,325,927 | -34,815 | 97,105,682 |
| 7 | Otsuka Holdings Co Ltd | 1.3337 | 2,536,100 | -26,400 | 95,903,013 |
| 8 | Sanofi SA | 1.3197 | 1,002,017 | -10,494 | 94,903,614 |
| 9 | Orange SA | 1.2804 | 7,493,817 | -78,551 | 92,072,823 |
| 10 | BAE Systems PLC | 1.2503 | 6,795,212 | -70,125 | 89,907,766 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 36.46 |
| Large | 44.29 |
| Medium | 18.39 |
| 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*
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
| 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
© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:
(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.
