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ETFs

iShares MSCI EAFE Value ETF

EFV
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Aug 1, 2005
Expense Ratio
0.35%
Type
Global Ex. US Equities
Fund Owner
Blackrock (iShares)
Volume (1m avg. daily)
$88,724,766
AUM
$17,217,949,288
Associated Index
MSCI EAFE Value Index
Inverse/Leveraged
No
Passive/Active
Passive
Fractionable on Composer
Yes
Prospectus
View

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Invest with EFV
Trade EFV Options

What is EFV?

The iShares MSCI EAFE Value Index Fund seeks to provide investment results that correspond generally to the price and yield performance before fees and expenses of the MSCI EAFE Value Index.

1M
3M
6M
YTD
1Y
3Y
Max
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EFV
Performance Measures**

for the time period Aug 5, 2005 to Dec 5, 2025

Returns

1M Trailing Return: 3.3%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 5.4%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -63.9%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 22.1%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 0.35

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 0.08

The annualized return divided by the max drawdown for the selected time period.

ETFs related toEFV

ETFs correlated to EFV include DFIV, PXF, IVLU

EFV
BlackRock Institutional Trust Company N.A. - iShares MSCI EAFE Value ETF
DFIV
Dimensional ETF Trust - Dimensional International Value ETF
PXF
Invesco Capital Management LLC - Invesco FTSE RAFI Developed Markets ex-U.S. ETF
IVLU
BlackRock Institutional Trust Company N.A. - iShares MSCI Intl Value Factor ETF
FNDF
Schwab Strategic Trust - Schwab Fundamental International Large Company Index ETF
VYMI
Vanguard Group, Inc. - Vanguard International High Dividend Yield ETF
AVIV
American Century ETF Trust - Avantis International Large Cap Value ETF
MFDX
Pimco Equity Series - PIMCO RAFI Dynamic Multi-Factor International Equity ETF
DWM
WisdomTree Trust - WisdomTree International Equity Fund
DTH
WisdomTree Trust - WisdomTree International High Dividend Fund
AVDE
American Century ETF Trust - Avantis International Equity ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Trading Strategies
Related toEFV

Robust Asset Allocation - Balanced Approximation

Category

Tactical asset allocation, trend-following, dual momentum, multi-asset, monthly rebalance, risk management

OOS Cumulative Return

12.75%

Grok v 7

Category

Tech/AI tilt, Heavy gold hedge, Global diversification, Crypto sleeve, Thematic ETFs, Real assets, Low bonds, No rebalancing

OOS Cumulative Return

9.44%

Create your own algorithmic trading strategy with EFV using Composer

FAQ

EFV is a Global Ex. US Equities ETF. The iShares MSCI EAFE Value Index Fund seeks to provide investment results that correspond generally to the price and yield performance before fees and expenses of the MSCI EAFE Value Index.

EFV tracks the MSCI EAFE Value Index.

No, EFV is not actively managed. It is passively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

Yes, EFV is passively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on EFV is 0.0266%. This is the percent change in the value of EFV over the most recent 1-month period. The 3-month return on EFV is 0.0287%. This is the percent change in the value of EFV over the most recent 3-month period.

The standard deviation of EFV for the past year is 0.1725%. Standard deviation is the typical amount that the daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

ETFs similar to EFV include PBW, IGF, and ARKK.

ETFs correlated to EFV include DFIV, PXF, and IVLU.

ETFs that are inversely correlated to EFV include EFZ, EPV, and FAZ.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.