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: 15/10/2026
Current price: $93.96
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
-0.10%
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
4.20%
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
2.64%
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
14.88%
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
32.40%
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
58.49%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.058%
Best day
2.064%
Worst day
-2.15%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $94.10 | $94.10 | $93.74 | $93.96 | 887,500 |
| 14/10/2026 | $92.47 | $92.57 | $92.01 | $92.47 | 576,500 |
| 13/10/2026 | $92.50 | $92.72 | $92.29 | $92.44 | 506,300 |
| 12/10/2026 | $91.46 | $91.83 | $91.46 | $91.66 | 292,100 |
| 09/10/2026 | $91.20 | $91.69 | $91.20 | $91.64 | 507,800 |
| 08/10/2026 | $90.88 | $91.32 | $90.61 | $91.29 | 596,800 |
| 07/10/2026 | $90.70 | $90.83 | $90.46 | $90.70 | 482,000 |
| 06/10/2026 | $90.79 | $91.29 | $90.79 | $91.03 | 473,800 |
| 05/10/2026 | $90.74 | $91.04 | $90.38 | $91.00 | 608,200 |
| 02/10/2026 | $91.09 | $91.14 | $90.62 | $90.96 | 757,900 |