Summary
EFA
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 14.24% Volatility 17.76% Sharpe 1.14
Official loaded data — not a live quote.

ISHARES MSCI EAFE ETF

Symbol: EFA

Exchange: NYSE

Sector: Financial_Services

Category: Foreign Large Blend

Inception date: 14/08/2001

Latest date: 15/10/2026

Current price: $103.67

Expense ratio: 0.32%

Assets under management
$76.7B
0.64% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-1.64%

Ann. -43.85% (Sharpe / Sortino numerator)

Volatility

26.85%

Sharpe ratio

-1.768

VaR 95%

-3.00%

CVaR 95%: -3.12%
Max drawdown: -7.68%
Sortino ratio: -3.005
Calmar ratio: -5.71

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-0.94%

Ann. 4.08% (Sharpe / Sortino numerator)

Volatility

19.59%

Sharpe ratio

0.023

VaR 95%

-2.09%

CVaR 95%: -2.64%
Max drawdown: -11.42%
Sortino ratio: 0.032
Calmar ratio: 0.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.94%

Ann. 12.08% (Sharpe / Sortino numerator)

Volatility

15.90%

Sharpe ratio

0.531

VaR 95%

-1.69%

CVaR 95%: -2.30%
Max drawdown: -11.42%
Sortino ratio: 0.721
Calmar ratio: 1.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

14.24%

Ann. 23.83% (Sharpe / Sortino numerator)

Volatility

17.76%

Sharpe ratio

1.137

VaR 95%

-1.55%

CVaR 95%: -2.52%
Max drawdown: -11.42%
Sortino ratio: 1.441
Calmar ratio: 2.09

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

36.21%

Ann. 15.21% (Sharpe / Sortino numerator)

Volatility

15.82%

Sharpe ratio

0.732

VaR 95%

-1.53%

CVaR 95%: -2.21%
Max drawdown: -14.05%
Sortino ratio: 0.987
Calmar ratio: 1.08

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

65.24%

Ann. 14.77% (Sharpe / Sortino numerator)

Volatility

14.72%

Sharpe ratio

0.757

VaR 95%

-1.44%

CVaR 95%: -2.01%
Max drawdown: -14.05%
Sortino ratio: 1.056
Calmar ratio: 1.05

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.058%

Best day

3.904%

08/04/2026
Worst day

-3.107%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $103.01 $103.73 $102.74 $103.67 12,670,600
14/10/2026 $102.94 $103.21 $102.49 $102.75 10,653,000
13/10/2026 $103.70 $103.76 $103.17 $103.47 11,707,700
12/10/2026 $103.42 $103.42 $103.03 $103.05 5,975,700
09/10/2026 $103.15 $103.46 $102.96 $103.40 9,665,900
08/10/2026 $102.49 $102.83 $102.00 $102.70 21,851,600
07/10/2026 $102.78 $103.25 $102.54 $103.10 13,347,100
06/10/2026 $104.49 $104.70 $104.21 $104.22 10,489,100
05/10/2026 $103.52 $104.20 $103.24 $104.03 13,819,700
02/10/2026 $103.71 $104.16 $103.31 $103.96 11,425,100