EFAV iShares MSCI EAFE Min Vol Factor ETF
MSCI EAFE Minimum Vol (USD) NR USD

NAV as of 26-May-2022

67.9288

4 Week: 65.28 - 69.28

52 Week: 65.28 - 79.52

Latest Closing Price

68.38

Premium / Discount

-0.18

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:
6,311,997,722
Launch Date:
17/10/2011
Asset Class:
Equity
Replication Method:
Physical-Sample
Number of Holdings:
277
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
YTD-10.930.95-11.49
1 Day0.780.000.00
1 Week2.201.231.79
1 Month-0.104.97-0.02
3 Months-5.478.23-0.67
6 Months-9.0410.16-0.89
1 Year-10.2511.77-0.87
2 Years4.3516.910.26
3 Years-5.1330.24-0.17
5 Years-2.8433.05-0.09
10 Years40.5547.530.85

Price History

-

Annual Performance Return

2012201320142015201620172018201920202021
Price (%) 11.512716.51604.60697.8381-1.856521.5667-5.802816.78340.18857.0242
Nav (%) 0.00000.00000.00000.00000.00000.00000.00000.00000.00000.0000
Rank 90.000080.00002.00001.000081.000086.00002.000092.000094.000082.0000

Dividend Frequency

Lastest Dividend

Ex Date Payment Date Dividend Payout per unit
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
20/12/201725/12/20170.3938
18/12/201725/12/20170.3938
20/12/201627/12/20161.4109

Portfolio Data

Total Number of Holdings: 277

Number of Bond Holdings: 0

Number of Equity Holdings: 251

Total Market Value: 6,311,997,722

Portfolio Composition

Top 10 Holdings

% Portfolio Weight Shares Owned Shares Changed Market Value
1Swisscom AG1.8136191,9090114,348,318
2Novartis AG1.63001,124,2380102,774,768
3Novo Nordisk A/S Class B1.5938944,5290100,488,177
4Nestle SA1.5381815,479096,976,340
5Roche Holding AG1.4983272,520094,466,413
6National Grid PLC1.35645,732,471085,523,027
7CLP Holdings Ltd1.26857,947,000079,979,744
8Givaudan SA1.260321,967079,462,161
9Sanofi SA1.2241695,101077,179,358
10Power Assets Holdings Ltd1.219111,536,500076,864,440

Country Exposure

Regional Exposure

America

Greater Europe

Greater Asia

Market Classification

Market Capitalization

Size% of portfolio
Giant35.34
Large45.59
Medium18.02
Small0.00
Micro0.00

Equity Style Box Breakdown

000Large
000Mid
000Small
ValueBlendGrowth

Value Measures

Price/Prospective Earnings*

17.8303

Price/Book*

1.9377

Price/Sales*

1.7396

Price/Cash Flow*

10.6745

Dividend Yield*

2.9182

Growth Measures

Long-Term Earnings

7.9619

Historical Earnings

5.6917

Sales Growth

2.2561

Cash-Flow Growth

6.6285

Book-Value Growth

4.4350

*Forward-looking based on historical data.

Equity Sector

Number of Bond Holdings

0

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
N.A

Data Source: Morningstar

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