Key stats
About iShares MSCI EAFE Min Vol Factor ETF
Expense ratio
0.20%
Home page
Inception date
Oct 18, 2011
EFAV delivers a popular low-volatility take on international equities. The fund shows low market risk to our benchmark (measured by beta), and its portfolio biases toward defensive sectors are consistent with its low-volatility aims. The underlying index is constructed from the MSCI EAFE Index a rules-based methodology to security eligibility, sector and country exposure. A multi-factor risk model is used to weight securities for low volatility. The portfolio is further refined using an optimizer based on projected riskiness of securities aiming to deliver lowest absolute volatility. Like other EAFE-based products it excludes US and Canada, but in all, EFAV provides a viable vehicle for low-volatility developed international exposure.
Classification
Returns
| 1 month | 3 months | Year to date | 1 year | 3 years | 5 years | |
|---|---|---|---|---|---|---|
| Price performance | — | — | — | — | — | — |
| NAV total return | — | — | — | — | — | — |
What's in the fund
Exposure type
Finance
Health Technology
Consumer Non-Durables
Stocks98.58%
Finance18.75%
Health Technology15.97%
Consumer Non-Durables10.81%
Communications9.77%
Utilities7.55%
Technology Services5.12%
Transportation4.98%
Retail Trade4.82%
Energy Minerals4.44%
Electronic Technology4.24%
Commercial Services3.05%
Consumer Services2.14%
Consumer Durables1.95%
Producer Manufacturing1.43%
Process Industries1.41%
Distribution Services1.01%
Industrial Services0.88%
Non-Energy Minerals0.24%
Bonds, Cash & Other1.42%
Cash1.42%
Stock breakdown by region
Europe56.14%
Asia37.44%
Oceania3.40%
Middle East2.02%
North America0.99%
Latin America0.00%
Africa0.00%
Top 10 holdings
Dividends
Dividend payout history