Summary
EFV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 30.75% Volatility 17.01% Sharpe 1.72
Official loaded data — not a live quote.

ISHARES MSCI EAFE VALUE ETF

Symbol: EFV

Exchange: BATS

Sector: Financial_Services

Category: Foreign Large Value

Inception date: 01/08/2005

Latest date: 16/07/2026

Current price: $78.63

Expense ratio: 0.31%

Assets under management
$23.7B
0.26% 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

1.58%

Ann. -36.55% (Sharpe / Sortino numerator)

Volatility

24.42%

Sharpe ratio

-1.646

VaR 95%

-2.78%

CVaR 95%: -3.03%
Max drawdown: -6.61%
Sortino ratio: -2.472
Calmar ratio: -5.53

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

3.38%

Ann. 17.05% (Sharpe / Sortino numerator)

Volatility

18.35%

Sharpe ratio

0.732

VaR 95%

-1.98%

CVaR 95%: -2.55%
Max drawdown: -10.90%
Sortino ratio: 0.961
Calmar ratio: 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

9.88%

Ann. 27.29% (Sharpe / Sortino numerator)

Volatility

14.94%

Sharpe ratio

1.584

VaR 95%

-1.52%

CVaR 95%: -2.17%
Max drawdown: -10.90%
Sortino ratio: 2.076
Calmar ratio: 2.50

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

30.75%

Ann. 32.85% (Sharpe / Sortino numerator)

Volatility

17.01%

Sharpe ratio

1.718

VaR 95%

-1.51%

CVaR 95%: -2.42%
Max drawdown: -10.90%
Sortino ratio: 2.089
Calmar ratio: 3.02

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

55.69%

Ann. 23.41% (Sharpe / Sortino numerator)

Volatility

15.16%

Sharpe ratio

1.304

VaR 95%

-1.50%

CVaR 95%: -2.13%
Max drawdown: -13.72%
Sortino ratio: 1.707
Calmar ratio: 1.71

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

80.18%

Ann. 21.02% (Sharpe / Sortino numerator)

Volatility

14.28%

Sharpe ratio

1.218

VaR 95%

-1.40%

CVaR 95%: -1.95%
Max drawdown: -13.72%
Sortino ratio: 1.674
Calmar ratio: 1.53

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

0.111%

Best day

3.132%

08/04/2026
Worst day

-3.159%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $78.43 $78.89 $78.36 $78.63 1,986,100
15/07/2026 $78.61 $79.16 $78.57 $79.03 4,236,700
14/07/2026 $78.84 $79.18 $78.44 $78.49 1,772,800
13/07/2026 $78.21 $78.54 $77.93 $78.03 9,197,500
10/07/2026 $78.16 $78.54 $77.96 $78.39 7,469,200
09/07/2026 $77.66 $77.99 $77.55 $77.83 10,511,200
08/07/2026 $77.41 $77.64 $76.95 $77.62 8,310,300
07/07/2026 $78.63 $78.82 $77.96 $78.12 2,408,500
06/07/2026 $78.11 $78.49 $78.07 $78.49 10,354,200
02/07/2026 $77.69 $78.24 $77.47 $77.85 7,679,600