Summary
EFA
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 21.48% 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: 16/07/2026

Current price: $103.81

Expense ratio: 0.32%

Assets under management
$77.2B
0.14% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-0.48%

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

2.37%

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

5.95%

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

21.48%

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

36.26%

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

54.61%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.082%

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
16/07/2026 $103.67 $104.22 $103.47 $103.81 9,966,800
15/07/2026 $104.28 $104.81 $103.80 $104.65 7,415,800
14/07/2026 $104.38 $105.09 $103.91 $103.96 9,932,200
13/07/2026 $103.85 $103.98 $103.09 $103.24 10,953,700
10/07/2026 $104.18 $104.60 $103.61 $104.33 8,286,800
09/07/2026 $103.61 $104.19 $103.55 $103.92 7,586,400
08/07/2026 $102.81 $103.41 $102.26 $103.36 8,642,800
07/07/2026 $105.02 $105.16 $103.85 $104.16 10,714,800
06/07/2026 $105.00 $105.52 $104.88 $105.46 9,803,200
02/07/2026 $104.59 $105.27 $103.75 $104.37 12,686,000