Performance analysis of EFAV (ISHARES MSCI EAFE MIN VOL FACTOR ETF)
Annual Return
Over the past 3 years, EFAV has had an average annual return of +12.91%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, EFAV has had an average annual return of +6.20%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, EFAV has had an average annual return of +5.94%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Oct 20, 2011, EFAV has had an average annual return of +6.89%, underperforming the benchmark SPY, which returned +15.29% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +3.83% | +26.01% | +5.32% | +12.55% | -15.09% | +7.20% | -0.06% | +16.65% | -5.73% | +22.26% | -1.97% | +7.73% |
| 2014 | 2013 | 2012 | 2011 | ||||||||
| +3.65% | +15.68% | +11.17% | -0.77% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.37% | +6.40% | -3.69% | +0.40% | -0.87% | -1.53% | +3.83% | ||||||
| 2025 | +2.99% | +3.77% | +3.11% | +5.79% | +2.44% | +1.45% | -2.74% | +3.86% | -0.10% | -0.53% | +2.19% | +1.39% | +26.01% |
| 2024 | -0.65% | +0.75% | +2.12% | -2.20% | +3.36% | -1.22% | +5.54% | +4.81% | -0.03% | -3.71% | +0.04% | -3.14% | +5.32% |
| 2023 | +5.09% | -3.11% | +4.50% | +4.01% | -4.26% | +2.18% | +2.13% | -2.61% | -2.86% | -1.77% | +5.18% | +4.17% | +12.55% |
| 2022 | -5.01% | -1.37% | +0.31% | -5.16% | -0.83% | -5.08% | +3.74% | -5.55% | -8.11% | +2.65% | +9.96% | -0.43% | -15.09% |
| 2021 | -1.12% | -1.54% | +2.13% | +1.61% | +3.06% | +0.46% | +2.31% | +1.55% | -4.01% | +1.82% | -2.48% | +3.48% | +7.20% |
| 2020 | -0.32% | -7.38% | -9.84% | +3.84% | +2.64% | +1.37% | +0.80% | +3.42% | -1.07% | -3.88% | +8.80% | +3.03% | -0.06% |
| 2019 | +4.57% | +1.66% | +1.61% | +0.04% | -1.37% | +4.24% | -1.49% | +0.51% | +1.89% | +2.41% | +0.17% | +1.46% | +16.65% |
| 2018 | +3.22% | -3.00% | +0.85% | +0.56% | -1.07% | -0.98% | +2.65% | -1.10% | +0.80% | -6.25% | +1.93% | -3.09% | -5.73% |
| 2017 | +3.19% | +1.77% | +2.66% | +1.91% | +5.28% | -0.26% | +1.85% | +0.83% | -0.07% | +1.01% | +1.36% | +0.85% | +22.26% |
Drawdown analysis of EFAV (ISHARES MSCI EAFE MIN VOL FACTOR ETF)
The maximum drawdown for the EFAV was -27.56%, occurring on Mar 23, 2020. Recovery took 202 trading sessions.
The current EFAV drawdown is -5.61%.
Since Oct 20, 2011 EFAV has experienced the following drawdowns:
- 20% or more: 2 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.56% | Jan 17, 2020 | 44 | Mar 23, 2020 | 202 | Jan 8, 2021 | 246 |
| -27.44% | Sep 3, 2021 | 278 | Oct 12, 2022 | 451 | Jul 31, 2024 | 729 |
| -12.25% | Jan 26, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
| -11.29% | May 15, 2015 | 171 | Jan 20, 2016 | 61 | Apr 18, 2016 | 232 |
| -10.23% | Sep 6, 2016 | 61 | Dec 1, 2016 | 97 | Apr 24, 2017 | 158 |
| -10.19% | May 8, 2013 | 32 | Jun 24, 2013 | 81 | Oct 17, 2013 | 113 |
| -9.87% | Apr 2, 2012 | 42 | Jun 1, 2012 | 44 | Aug 3, 2012 | 86 |
| -9.84% | Oct 27, 2011 | 20 | Nov 25, 2011 | 65 | Mar 1, 2012 | 85 |
| -8.65% | Sep 16, 2024 | 80 | Jan 10, 2025 | 34 | Mar 3, 2025 | 114 |
| -8.48% | Jul 3, 2014 | 73 | Oct 16, 2014 | 76 | Feb 5, 2015 | 149 |
| -7.49% | Mar 19, 2025 | 13 | Apr 7, 2025 | 6 | Apr 15, 2025 | 19 |
| -7.29% | Apr 19, 2016 | 48 | Jun 27, 2016 | 32 | Aug 11, 2016 | 80 |
| -6.46% | Feb 27, 2026 | 15 | Mar 20, 2026 | Ongoing | Ongoing | Ongoing |
| -5.21% | Oct 22, 2013 | 70 | Feb 3, 2014 | 10 | Feb 18, 2014 | 80 |
| -5.04% | Jan 8, 2021 | 37 | Mar 4, 2021 | 29 | Apr 15, 2021 | 66 |
| -4.66% | Jul 3, 2019 | 29 | Aug 14, 2019 | 43 | Oct 15, 2019 | 72 |
| -4.59% | Oct 17, 2012 | 20 | Nov 16, 2012 | 15 | Dec 10, 2012 | 35 |
| -3.91% | Jul 31, 2024 | 4 | Aug 6, 2024 | 7 | Aug 15, 2024 | 11 |
| -3.53% | Feb 25, 2015 | 10 | Mar 11, 2015 | 7 | Mar 20, 2015 | 17 |
| -3.47% | Jul 23, 2025 | 6 | Jul 31, 2025 | 9 | Aug 13, 2025 | 15 |
| -3.20% | May 6, 2025 | 6 | May 14, 2025 | 4 | May 20, 2025 | 10 |
| -3.19% | Sep 11, 2025 | 10 | Sep 25, 2025 | 33 | Nov 11, 2025 | 43 |
| -3.18% | Nov 12, 2025 | 6 | Nov 20, 2025 | 16 | Dec 15, 2025 | 22 |
| -3.17% | Mar 6, 2014 | 10 | Mar 20, 2014 | 14 | Apr 9, 2014 | 24 |
| -3.11% | Mar 1, 2012 | 3 | Mar 6, 2012 | 14 | Mar 26, 2012 | 17 |