ISHARES MSCI EAFE ETF

Symbol: EFA

Exchange: NYSE ARCA

Sector: Financial_Services

Category: Foreign Large Blend

Inception Date: 14/08/2001

Latest Date: 02/04/2026

Current Price: $98.00

Expense Ratio: 0.32%

Assets Under Management
$77.8B
1.51% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

-5.13%

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
Return

0.99%

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
Return

5.82%

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
Return

23.72%

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
Return

32.58%

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
Return

50.92%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.091%

Best Day

7.717%

09/04/2025
Worst Day

-6.599%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $96.54 $98.42 $96.36 $98.00 17,276,100
01/04/2026 $98.52 $99.32 $98.22 $98.61 27,123,200
31/03/2026 $95.57 $97.16 $95.06 $97.13 39,448,000
30/03/2026 $94.72 $94.98 $93.67 $94.07 16,136,400
27/03/2026 $94.29 $94.84 $93.52 $93.80 22,341,100
26/03/2026 $95.47 $96.23 $94.62 $94.66 19,676,500
25/03/2026 $96.92 $97.15 $96.15 $96.66 20,476,300
24/03/2026 $94.49 $95.81 $94.35 $95.27 22,695,800
23/03/2026 $95.53 $97.02 $94.95 $95.84 40,781,200
20/03/2026 $96.13 $96.13 $93.08 $93.59 45,493,400