ISHARES MSCI EAFE MIN VOL FACTOR ETF
Symbol: EFAV
Exchange: BATS
Sector: Financial_Services
Category: Foreign Large Blend
Inception date: 18/10/2011
Latest date: 16/07/2026
Current price: $90.26
Expense ratio: 0.20%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.90%
Ann. -14.85% (Sharpe / Sortino numerator)
Volatility
17.32%
Sharpe ratio
-1.067
VaR 95%
-1.97%
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
-1.10%
Ann. 27.74% (Sharpe / Sortino numerator)
Volatility
12.91%
Sharpe ratio
1.868
VaR 95%
-1.56%
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
5.26%
Ann. 20.91% (Sharpe / Sortino numerator)
Volatility
10.72%
Sharpe ratio
1.612
VaR 95%
-1.13%
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
12.30%
Ann. 22.18% (Sharpe / Sortino numerator)
Volatility
12.27%
Sharpe ratio
1.512
VaR 95%
-1.18%
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
34.28%
Ann. 18.45% (Sharpe / Sortino numerator)
Volatility
11.22%
Sharpe ratio
1.321
VaR 95%
-1.02%
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
45.12%
Ann. 14.46% (Sharpe / Sortino numerator)
Volatility
10.67%
Sharpe ratio
1.015
VaR 95%
-0.99%
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.
Average daily return
0.048%
Best day
2.064%
Worst day
-2.15%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $90.04 | $90.45 | $89.79 | $90.26 | 909,200 |
| 15/07/2026 | $89.70 | $90.31 | $89.70 | $90.17 | 352,300 |
| 14/07/2026 | $90.20 | $90.59 | $90.00 | $90.03 | 201,300 |
| 13/07/2026 | $89.67 | $90.07 | $89.59 | $89.72 | 446,100 |
| 10/07/2026 | $89.50 | $89.72 | $89.21 | $89.62 | 447,700 |
| 09/07/2026 | $89.50 | $89.52 | $89.32 | $89.38 | 451,500 |
| 08/07/2026 | $89.55 | $89.68 | $89.07 | $89.63 | 483,400 |
| 07/07/2026 | $89.90 | $90.27 | $89.60 | $89.74 | 418,600 |
| 06/07/2026 | $89.38 | $89.38 | $88.89 | $89.28 | 249,500 |
| 02/07/2026 | $88.58 | $89.32 | $88.58 | $89.02 | 461,000 |