EFAV - iShares MSCI EAFE Minimum Volatility ETF

Description: The index aims to reflect the performance characteristics of a minimum variance strategy applied to the large and mid cap equity universe across 22 Developed Markets countries (excluding the US and Canada). The index is calculated by optimizing the MSCI EAFE Index, its parent index, for the lowest absolute risk (within a given set of constraints). Historically, the index has shown lower beta and volatility characteristics relative to the MSCI EAFE Index.

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EFAV - Profile


Summary Data for EFAV

52 Week Lo: $57.44 52 Week Hi: $66.12
AUM: $1,190.5 M Shares: 18.9 M
Avg. Volume (1 month) 221,917 Avg. Volume (3 month) 188,306
Filings Data as of:

EFAV - Holdings

Top Ten Holdings

  1. Novartis AG NVSEF: 1.61%
  2. Reckitt Benckiser Group PLC RBGPF: 1.54%
  3. Roche Holding AG Dividend Right Cert. RHHVF: 1.52%
  4. Hang Seng Bank Ltd HSNGF: 1.49%
  5. National Grid PLC NGGTF: 1.48%
  6. SSE PLC SSEZF: 1.45%
  7. Oriental Land Co., Ltd. 4661: 1.44%
  8. Nestle SA NSRGF: 1.41%
  9. Swisscom AG SWZCF: 1.41%
  10. Compass Group PLC CMPGF: 1.34%
%Assets in Top 10: 14.70%
Total Holdings: 216.0

EFAV Asset Allocation


Asset Percentage
U.S. Stocks 0.0%
International Stocks 97.23%
U.S. Bonds 0.0%
International Bonds 0.0%
Preferred Stock 0.0%
Convertibles 0.0%
Cash 0.22%
Other 2.54%

EFAV Sector Breakdown


Sector Percentage
Health Care 16.51%
Consumer Defensive 14.88%
Financial Services 13.2%
Communication Services 10.23%
Industrials 10.0%
Consumer Cyclical 8.44%
Utilities 8.02%
Real Estate 7.37%
Energy 3.86%
Basic Materials 2.89%
Technology 1.29%

EFAV Market Cap Breakdown


Market Cap Percentage
Giant 43.67%
Large 40.24%
Medium 11.92%
Small 0.0%
Micro 0.22%

EFAV Region Breakdown


Region Percentage
Europe 34.41%
Japan 25.05%
Asia (Developed) 12.96%
Australia 6.72%
Middle East 1.56%
Asia (Emerging) 0.0%
Africa 0.0%
Latin America 0.0%
Canada 0.0%
U.S. 0.0%
Region Percentage
Developed 96.69%
Emerging 0.0%

EFAV Country Breakdown


Country Percentage
Japan 25.05%
Israel 1.56%
United Kingdom 22.7%
Switzerland 12.83%
Hong Kong 8.3%
Australia 6.34%
Singapore 4.65%
France 4.55%
Germany 4.32%
Denmark 2.49%
Other 7.21%
© 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.

EFAV - 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.

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EFAV - 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 EFAV relative to other ETFs and benchmarks or to include indicators such as Bollinger Bands, relative strength, and moving averages.

EFAV - Fundamentals

EFAV Performance

1 Week Return: 3.25%
2 Week Return: 5.40%
4 Week Return: 4.05%
13 Week Return: -0.59%
26 Week Return: 1.70%
YTD Return: 6.50%
1 Year Return: 7.09%
3 Year Return: 32.14%
5 Year Return: n/a

EFAV Expenses & Fees

EFAV Valuation

P/E Ratio: n/a
Beta: 0.78
20 Day Moving Average: $61.76
60 Day Moving Average: $63.39

EFAV Dividend

Annual Dividend Rate: $2.15
Dividend Date: 2014-06-25
Dividend: $1.37
Annual Dividend Yield %: 3.41%

EFAV Volatility

5 Day Volatility: 41.39%
20 Day Volatility: 14.37%
50 Day Volatility: 11.08%
200 Day Volatility: 9.03%
Standard Deviation: 2.42%

EFAV - Technicals

EFAV Technicals

20 Day MA: $61.76
60 Day MA: $63.39
MACD 15 Period: 2.42
MACD 100 Period: 0.08
Williams % Range 10 Day: 16.67
Williams % Range 20 Day: 11.57
RSI 10 Day: 73
RSI 20 Day: 61
RSI 30 Day: 56
Ultimate Oscillator: 66

EFAV Bollinger Bands

Lower Bollinger (10 Day): $60.70
Upper Bollinger (10 Day): $64.18
Lower Bollinger (20 Day): $59.67
Upper Bollinger (20 Day): $63.82
Lower Bollinger (30 Day): $60.01
Upper Bollinger (30 Day): $64.08

EFAV Support & Resistance

Support Level 1: $63.67
Support Level 2: $63.08
Resistance Level 1: $64.87
Resistance Level 2: $65.48

EFAV Stochastic

Stochastic Oscillator %D (1 Day): 60.83
Stochastic Oscillator %D (5 Day): 83.27
Stochastic Oscillator %K (1 Day): 64.04
Stochastic Oscillator %K (5 Day): 83.70

EFAV Volatility

5 Day Volatility: 41.39%
20 Day Volatility: 14.37%
50 Day Volatility: 11.08%
200 Day Volatility: 9.03%
Standard Deviation: 2.42%

EFAV - ETFdb Realtime Rating & Analyst Report

EFAV is a passive ETF that seeks to replicate MSCI EAFE Minimum Volatility Index. The index aims to reflect the performance characteristics of a minimum variance strategy applied to the large and mid cap equity universe across 22 Developed Markets countries (excluding the US and Canada). The index is calculated by optimizing the MSCI EAFE Index, its parent index, for the lowest absolute risk (within a given set of constraints). Historically, the index has shown lower beta and volatility characteristics relative to the MSCI EAFE Index.

ETFdb Category Expense Ratio Inception Date Issuer Structure YTD Return *
Foreign Large Cap Equities 0.2 2011-10-20 iShares ETF +6.50%

EFAV Realtime Rating: By Metric

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity A-
Expenses A
Performance ETFdb Pro Members Only
Volatility ETFdb Pro Members Only
Dividend ETFdb Pro Members Only
Concentration ETFdb Pro Members Only

The first adjacent table gives investors an individual Realtime Rating for EFAV on several different metrics, including liquidity, expenses, performance, volatility, dividend, and concentration of holdings. The "A+ Metric Rated ETF" field, available to ETFdb Pro members, shows the ETF in the Foreign Large Cap Equities ETFdb Category with the highest Metric Realtime Rating for each individual field.

EFAV Realtime Rating: Overall

ETFdb Rating Type Overall Rating A+ Overall Rated ETF
Realtime Rating (Overall) ETFdb Pro Members Only ETFdb Pro Members Only

The second table shows the overall Realtime Rating for EFAV, as well as the A+ Overall Rated ETF in EFAV's Category. To view all of this data, sign up for a free 14-day trial for ETFdb Pro. To view information on how the ETFdb Realtime Ratings work, click here.

ETFdb Analyst Report for EFAV

This ETF offers exposure to developed markets outside of North America, an asset class that is often a core holding in many long-term, buy-and-hold portfolios. As the name suggests, EFAV focuses on stocks that have historically exhibited relatively low volatility, making this tool potentially use...

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