EFAV iShares MSCI EAFE Minimum Volatility ETF

  • ETF
  • EFAV
  • Category
  • Foreign Large Cap Equities
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EFAV - Profile

Vitals

Investment Themes

Alternative ETFs in the Foreign Large Cap Equities Category

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Type Ticker Expense Ratio Assets Avg. Daily Vol YTD Return
Cheapest
Largest (AUM)
Most Liquid (Volume)
Top YTD Performer

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.

Realtime Rating

EFAV - Realtime Rating

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Realtime Rating Summary

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.

The adjacent table gives investors an individual Realtime Rating for EFAV on 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, shows the ETF in the Foreign Large Cap Equities with the highest Metric Realtime Rating for each individual field. 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.

EFAV Overall Realtime Rating:

A+ Overall Rated ETF:

Metric Metric Realtime Rating A+ Metric Rated ETF
Liquidity A- n/a
Expenses A n/a
Performance
Volatility
Dividend
Concentration

Knowledge Center

Sector ETFs

Alternative ETFs

Vanguard Center

Emerging Market ETFs

MLP Center

Leveraged ETFs

EFAV In-Depth Analysis

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

Holdings

EFAV - Holdings

Filings Data as of: May 04, 2015
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Concentration Analysis

This section compares how balanced and deep EFAV is relative to the peer group ETFdb Category.

Number of Holdings
EFAV Rank:
EFAV 211
Category Low
Category High
% Assets in Top 10
EFAV Rank:
EFAV 14.81%
Category Low
Category High

EFAV Asset Allocation

Asset Percentage
U.S. Stocks 0.1%
International Stocks 96.75%
U.S. Bonds 0.0%
International Bonds 0.0%
Preferred Stock 0.0%
Convertibles 0.0%
Cash 0.32%
Other 2.83%

EFAV Sector Breakdown

Sector Percentage
Health Care 16.06%
Consumer Defensive 15.62%
Financial Services 13.59%
Industrials 11.07%
Communication Services 10.7%
Consumer Cyclical 8.3%
Utilities 7.24%
Real Estate 6.55%
Energy 3.04%
Basic Materials 2.87%
Technology 1.29%

EFAV Market Cap Breakdown

Market Cap Percentage
Giant 41.85%
Large 39.64%
Medium 14.02%
Small 0.0%
Micro 0.23%

EFAV Region Breakdown

Region Percentage
Europe 32.18%
Japan 27.4%
Asia (Developed) 13.01%
Australia 6.25%
Middle East 1.72%
U.S. 0.1%
Africa 0.0%
Latin America 0.0%
Canada 0.0%
Asia (Emerging) 0.0%

EFAV Market Tier Breakdown

Region Percentage
Developed 96.34%
Emerging 0.0%

EFAV Country Breakdown

Country Percentage
Japan 27.4%
Denmark 1.6%
United Kingdom 21.53%
Switzerland 13.55%
Hong Kong 8.47%
Australia 5.79%
Singapore 4.54%
Germany 3.84%
France 3.15%
Israel 1.72%
Other 8.41%
Expense

EFAV - Expenses & Fees

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

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Expenses Ratio Analysis

Expense Ratio
EFAV Rank:
EFAV 0.20%
Category Low
Category High

Commission Free Trading in EFAV

EFAV is currently available for commission free trading on the following platforms: (Fidelity)

Category Commission Free Trading

There are 20 other ETFs in the Foreign Large Cap Equities ETFdb Category that are also eligible for commission free trading:

Performance

EFAV - Performance

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

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1 Week Return
EFAV Rank:
EFAV -2.04%
Category Low
Category High
4 Week Return
EFAV Rank:
EFAV -0.94%
Category Low
Category High
13 Week Return
EFAV Rank:
EFAV 2.27%
Category Low
Category High
26 Week Return
EFAV Rank:
EFAV 7.72%
Category Low
Category High
Year to Date Return
EFAV Rank:
EFAV 9.76%
Category Low
Category High
1 Year Return
EFAV Rank:
EFAV 6.50%
Category Low
Category High
3 Year Return
EFAV Rank:
EFAV 51.05%
Category Low
Category High
5 Year Return
EFAV Rank:
No Ranking Available
Category Low
Category High
Charts

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.

Valuation

EFAV - Valuation

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

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P/E Ratio
EFAV Rank:
EFAV 18.27
Category Low
Category High

As of May 29, 2015

Dividend

EFAV - Dividend

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

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Annual Dividend Yield
EFAV Rank:
EFAV 3.24%
Category Low
Category High

As of May 29, 2015

Technicals

EFAV - Technicals

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EFAV Volatility Analysis

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

5 Day Volatility
EFAV Rank:
EFAV 44.88%
Category Low
Category High
20 Day Volatility
EFAV Rank:
EFAV 10.93%
Category Low
Category High
50 Day Volatility
EFAV Rank:
EFAV 10.98%
Category Low
Category High
200 Day Volatility
EFAV Rank:
EFAV 11.22%
Category Low
Category High
Beta
EFAV Rank:
EFAV 1.04
Category Low
Category High
Standard Deviation
EFAV Rank:
EFAV 2.34%
Category Low
Category High

EFAV Technicals

  • 20 Day MA: $68.58
  • 60 Day MA: $67.53
  • MACD 15 Period: -1.03
  • MACD 100 Period: 1.45
  • Williams % Range 10 Day: 87.26
  • Williams % Range 20 Day: 83.71
  • RSI 10 Day: 37
  • RSI 20 Day: 47
  • RSI 30 Day: 51
  • Ultimate Oscillator: 45

EFAV Bollinger Bands

  • Lower Bollinger (10 Day): $67.65
  • Upper Bollinger (10 Day): $69.98
  • Lower Bollinger (20 Day): $67.45
  • Upper Bollinger (20 Day): $69.70
  • Lower Bollinger (30 Day): $67.47
  • Upper Bollinger (30 Day): $69.62

EFAV Support & Resistance

  • Support Level 1: $67.41
  • Support Level 2: $67.10
  • Resistance Level 1: $68.07
  • Resistance Level 2: $68.42

EFAV Stochastic

  • Stochastic Oscillator %D (1 Day): 50.08
  • Stochastic Oscillator %D (5 Day): 25.48
  • Stochastic Oscillator %K (1 Day): 50.61
  • Stochastic Oscillator %K (5 Day): 37.19
Fact Sheet

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.

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.