EFA iShares MSCI EAFE ETF

  • ETF
  • EFA
  • Category
  • Foreign Large Cap Equities
Share
Last Updated:

Profile

Vitals

Investment Themes

Alternative ETFs in the Foreign Large Cap Equities Category

Type Ticker Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest SCHF 0.08% $4,385.6 M 2,698,003 -10.78%
Largest (AUM) VEA 0.09% $26,016.8 M 11,479,475 -10.84%
Most Liquid (Volume) VEA 0.09% $26,016.8 M 11,479,475 -10.84%
Top YTD Performer DDWM 0.35% $8.8 M 0 0.00%

Description

The index measures the performance of equity markets in European, Australasian, and Far Eastern markets.

Realtime Rating

Realtime Rating

Realtime Rating Summary

EFA is a passive ETF that seeks to replicate MSCI EAFE Index. The index measures the performance of equity markets in European, Australasian, and Far Eastern markets.

The adjacent table shows a Realtime Rating for several different metrics, including liquidity, expenses, performance, volatility, dividend, concentration of holdings in addition to an overall rating. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, highlights the best rated ETF in the Foreign Large Cap Equities category for each metric. To view information on how the ETFdb Realtime Ratings work, click here.

EFA Overall Realtime Rating: A

A+ Overall Rated ETF: SCHF

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity A+ EFA
Expenses A- SCHF
Performance A- PIZ
Volatility B EFAV
Dividend B DBEF
Concentration A TLTD

Knowledge Center

Analyst Report

Analyst Report

This ETF offers exposure to the major developed markets outside of North America, including Western Europe, Japan, and Australia. As such, EFA is a cornerstone of many long-term portfolios, delivering access to an asset class that provides valuable geographic diversification to equity allocations. It should be noted that this fund is tilted heavily towards large cap stocks; the small cap focused SCZ can be an excellent complement to the mega caps in this fund to provide more balanced exposure. EFA offers unrivaled liquidity, but there are several alternatives that may be more appealing to certain investors. Rydex offers an equal-weighted EAFE ETF (EWEF), while PowerShares offers a RAFI-weighted option. But the biggest competition may be from Vanguard's VEA, which replicates the exact same index at a lower expense ratio and generally lower tracking error. That's a tough offer to beat, unless you have access to this ETF commission free or value liquidity (and related option liquidity) above all else; it's not surprising that EFA features much higher turnover, indicating a preference among more active traders.

EFA In-Depth Analysis

The following tables and charts contain in-depth metrics for this ETF and compare it to similar peer ETFs within its ETFdb Category.

Holdings

EFA Holdings

Filings Data as of: Feb 02, 2016

Asset Allocation

Asset Percentage
U.S. Stocks 0.43%
International Stocks 97.94%
U.S. Bonds 0.0%
International Bonds 0.0%
Preferred Stock 0.0%
Convertibles 0.0%
Cash 0.39%
Other 1.24%

Sector Breakdown

Sector Percentage
Financial Services 20.33%
Consumer Defensive 12.54%
Consumer Cyclical 11.99%
Health Care 11.73%
Industrials 11.66%
Basic Materials 6.42%
Communication Services 5.37%
Technology 5.35%
Energy 4.81%
Utilities 3.73%
Real Estate 3.48%

Market Cap Breakdown

Market Cap Percentage
Giant 56.26%
Large 32.34%
Medium 7.82%
Small 0.05%
Micro 0.01%

Region Breakdown

Region Percentage
Europe 48.96%
Japan 22.69%
Australia 6.79%
Asia (Developed) 3.86%
Middle East 0.74%
U.S. 0.43%
Asia (Emerging) 0.19%
Canada 0.07%
Latin America 0.0%
Africa 0.0%

Market Tier Breakdown

Region Percentage
Developed 98.18%
Emerging 0.19%

Country Breakdown

Country Percentage
Japan 22.69%
Hong Kong 2.57%
United Kingdom 19.35%
France 9.76%
Switzerland 9.31%
Germany 8.8%
Australia 6.64%
Spain 3.08%
Netherlands 2.95%
Sweden 2.84%
Other 12.01%
Expense

EFA Expenses & Fees

This section compares the cost efficiency of this ETF to peers in the same ETFdb Category.

Expenses Ratio Analysis

Expense Ratio
Rank: 13 of 55
0.34%
Category Low SCHF (0.08%)
Category High FWDI (1.25%)

Commission Free Trading

This ETF is not currently available for commission free trading on any platforms.

Category Commission Free Trading

There are 21 other ETFs in the Foreign Large Cap Equities ETFdb Category that are also eligible for commission free trading:

Performance

EFA Performance

This section shows how this ETF has performed relative to its peer group ETFdb Category.

1 Week Return
Rank: 22 of 55
-2.84%
Category Low HJPX (-15.80%)
Category High CIZ (-0.72%)
4 Week Return
Rank: 26 of 55
-1.84%
Category Low HJPX (-13.22%)
Category High EWC (7.59%)
13 Week Return
Rank: 32 of 53
-11.05%
Category Low HJPX (-25.40%)
Category High EFAV (-2.88%)
26 Week Return
Rank: 28 of 47
-17.60%
Category Low FCAN (-26.97%)
Category High EFAV (-7.16%)
Year to Date Return
Rank: 29 of 54
-10.97%
Category Low HJPX (-21.10%)
Category High QCAN (-4.57%)
1 Year Return
Rank: 16 of 39
-15.41%
Category Low FCAN (-37.92%)
Category High EFAV (-2.69%)
3 Year Return
Rank: 12 of 29
-2.35%
Category Low FCAN (-40.34%)
Category High EFAV (19.94%)
5 Year Return
Rank: 7 of 20
0.18%
Category Low EWC (-29.29%)
Category High EFG (6.79%)
Charts

Charts

The following charts can be customized to display historical performance in a number of different formats, including line charts, bar charts, and candlesticks. Time periods can be adjusted to increase or decrease the period shown, ranging from five minutes to several months.

The following chart also includes the option to compare the performance of EFA relative to other ETFs and benchmarks or to include indicators such as Bollinger Bands, relative strength, and moving averages.

Valuation

EFA Valuation

This section shows how the P/E multiple of this ETF compares to the peer group ETFdb Category.

P/E Ratio
Rank: 31 of 54
15.42
Category Low IDHB (-11.37)
Category High KLDW (23.26)

As of Feb 12, 2016

Dividend

EFA Dividend

This section shows how the dividend yield of this ETF compares to the peer group ETFdb Category.

Annual Dividend Yield
Rank: 17 of 53
3.14%
Category Low CIL (0.15%)
Category High DWX (6.46%)

As of Feb 12, 2016

Technicals

EFA Technicals

Volatility Analysis

This section shows how the volatility of this ETF compares to the peer group ETFdb Category.

5 Day Volatility
Rank: 29 of 55
52.45%
Category Low HEFV (6.20%)
Category High PIZ (118.92%)
20 Day Volatility
Rank: 32 of 54
26.13%
Category Low EIS (16.75%)
Category High HJPX (63.72%)
50 Day Volatility
Rank: 30 of 49
21.18%
Category Low EIS (15.17%)
Category High FCAN (36.83%)
200 Day Volatility
Rank: 30 of 45
18.41%
Category Low EFAV (13.49%)
Category High IDHB (35.14%)
Beta
Rank: 30 of 53
1.11
Category Low EIS (0.73)
Category High HJPX (2.56)
Standard Deviation
Rank: 6 of 39
3.58%
Category Low IDHQ (0.75%)
Category High QCAN (4.46%)

Technicals

  • 20 Day MA: $53.66
  • 60 Day MA: $56.96
  • MACD 15 Period: -1.47
  • MACD 100 Period: -5.69
  • Williams % Range 10 Day: 71.12
  • Williams % Range 20 Day: 71.12
  • RSI 10 Day: 38
  • RSI 20 Day: 38
  • RSI 30 Day: 39
  • Ultimate Oscillator: 48

Bollinger Bands

  • Lower Bollinger (10 Day): $50.73
  • Upper Bollinger (10 Day): $55.79
  • Lower Bollinger (20 Day): $51.33
  • Upper Bollinger (20 Day): $55.85
  • Lower Bollinger (30 Day): $51.02
  • Upper Bollinger (30 Day): $57.93

Support & Resistance

  • Support Level 1: $51.63
  • Support Level 2: $50.98
  • Resistance Level 1: $52.61
  • Resistance Level 2: $52.94

Stochastic

  • Stochastic Oscillator %D (1 Day): 68.25
  • Stochastic Oscillator %D (5 Day): 36.07
  • Stochastic Oscillator %K (1 Day): 60.58
  • Stochastic Oscillator %K (5 Day): 33.04
Fact Sheet

Fact Sheet

Fact sheets are issued by the ETF provider and framed by ETFdb.com. Information contained within the fact sheet is not guaranteed to be timely or accurate.

2014 Morningstar, Inc. All Rights Reserved. The information contained herein: ( 1 ) is proprietary to Morningstar and/or its content providers; ( 2 ) may not be copied or distributed; and ( 3 ) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.