EFAV
iShares MSCI EAFE Min Vol Factor ETF
NAV as of
4 Week: 67.82 - 71.15
52 Week: 63.10 - 71.15
Latest Closing Price
67.82
Premium / Discount
0.06
Expense Ratio
0.22%
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 | -2.19 | 0.53 | -4.12 |
1 Day | -0.19 | 0.00 | 0.00 |
1 Week | -2.26 | 1.13 | -2.01 |
1 Month | -3.90 | 2.17 | -1.80 |
3 Months | -1.35 | 4.08 | -0.33 |
6 Months | 5.34 | 6.75 | 0.79 |
1 Year | -2.70 | 10.02 | -0.27 |
2 Years | -3.94 | 18.21 | -0.22 |
3 Years | -9.66 | 21.27 | -0.45 |
5 Years | -5.36 | 35.05 | -0.15 |
10 Years | 0.00 | 47.15 | 0.00 |
Price History
Annual Performance Return
2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | |
Price (%) | 4.6069 | 7.8381 | -1.8565 | 21.5667 | -5.8028 | 16.7834 | 0.1885 | 7.0242 | -14.7597 | 11.9840 |
Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Rank | 2.0000 | 1.0000 | 81.0000 | 86.0000 | 2.0000 | 92.0000 | 94.0000 | 82.0000 | 38.0000 | 92.0000 |
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: 250
Number of Bond Holdings: 0
Number of Equity Holdings: 226
Total Market Value: 6,545,185,418
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | Industria De Diseno Textil SA Share From Split | 1.5261 | 2,154,928 | 0 | 99,889,246 |
2 | BAE Systems PLC | 1.4967 | 5,960,323 | 0 | 97,959,816 |
3 | Zurich Insurance Group AG | 1.4555 | 195,141 | 0 | 95,267,368 |
4 | Swisscom AG | 1.4438 | 167,851 | 0 | 94,501,795 |
5 | Novartis AG Registered Shares | 1.4378 | 1,012,569 | 0 | 94,108,636 |
6 | Otsuka Holdings Co Ltd | 1.4369 | 2,323,100 | 0 | 94,047,584 |
7 | Koninklijke Ahold Delhaize NV | 1.3319 | 3,040,101 | 0 | 87,177,948 |
8 | GSK PLC | 1.2899 | 4,264,619 | 0 | 84,427,046 |
9 | Sanofi SA | 1.2895 | 920,757 | 0 | 84,401,519 |
10 | Unilever PLC | 1.2482 | 1,755,372 | 0 | 81,698,239 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 33.88 |
Large | 44.44 |
Medium | 19.94 |
Small | 0.66 |
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*
14.9148
Price/Book*
1.7017
Price/Sales*
1.2721
Price/Cash Flow*
8.9916
Dividend Yield*
3.4635
Growth Measures
Long-Term Earnings
7.6454
Historical Earnings
4.3703
Sales Growth
8.5222
Cash-Flow Growth
6.8390
Book-Value Growth
4.5761
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
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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