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: 02/04/2026
Current Price: $92.04
Expense Ratio: 0.20%
Assets Under Management
$5.8B
0.44% 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
-1.46%
Volatility
17.32%
Sharpe Ratio
-1.067
VaR 95%
-1.97%
CVaR 95%:
-2.09%
Max Drawdown:
-3.74%
Sortino Ratio:
-1.560
Calmar Ratio:
-3.97
Return
6.21%
Volatility
12.91%
Sharpe Ratio
1.868
VaR 95%
-1.56%
CVaR 95%:
-1.84%
Max Drawdown:
-6.46%
Sortino Ratio:
2.383
Calmar Ratio:
4.29
Return
9.88%
Volatility
10.72%
Sharpe Ratio
1.612
VaR 95%
-1.13%
CVaR 95%:
-1.61%
Max Drawdown:
-6.46%
Sortino Ratio:
2.166
Calmar Ratio:
3.24
Return
22.08%
Volatility
12.27%
Sharpe Ratio
1.512
VaR 95%
-1.18%
CVaR 95%:
-1.87%
Max Drawdown:
-7.14%
Sortino Ratio:
1.861
Calmar Ratio:
3.11
Return
40.11%
Volatility
11.22%
Sharpe Ratio
1.321
VaR 95%
-1.02%
CVaR 95%:
-1.62%
Max Drawdown:
-8.65%
Sortino Ratio:
1.776
Calmar Ratio:
2.13
Return
49.73%
Volatility
10.67%
Sharpe Ratio
1.015
VaR 95%
-0.99%
CVaR 95%:
-1.48%
Max Drawdown:
-9.21%
Sortino Ratio:
1.443
Calmar Ratio:
1.57
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.
Average Daily Return
0.082%
Best Day
3.758%
09/04/2025
Worst Day
-4.211%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $91.64 | $92.22 | $90.74 | $92.04 | 393,200 |
| 01/04/2026 | $91.80 | $92.34 | $91.65 | $91.91 | 521,500 |
| 31/03/2026 | $90.42 | $91.53 | $90.14 | $91.37 | 873,500 |
| 30/03/2026 | $89.57 | $90.14 | $89.36 | $89.60 | 509,400 |
| 27/03/2026 | $89.02 | $89.45 | $88.57 | $88.79 | 483,600 |
| 26/03/2026 | $89.32 | $90.06 | $89.04 | $89.04 | 459,800 |
| 25/03/2026 | $90.00 | $90.43 | $89.80 | $90.09 | 529,200 |
| 24/03/2026 | $88.88 | $89.70 | $88.86 | $89.28 | 592,500 |
| 23/03/2026 | $89.25 | $90.36 | $88.96 | $89.60 | 1,600,600 |
| 20/03/2026 | $90.43 | $90.43 | $88.44 | $88.74 | 990,500 |