ISHARES MSCI EAFE VALUE ETF
Symbol: EFV
Exchange: BATS
Sector: Financial_Services
Category: Foreign Large Value
Inception Date: 01/08/2005
Latest Date: 02/04/2026
Current Price: $75.01
Expense Ratio: 0.31%
Assets Under Management
$31.5B
0.81% 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
-4.07%
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
Return
3.95%
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
Return
12.72%
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
Return
32.70%
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
Return
52.05%
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
Return
76.85%
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
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
0.119%
Best Day
6.851%
09/04/2025
Worst Day
-6.606%
04/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 02/04/2026 | $74.41 | $75.29 | $73.95 | $75.01 | 5,207,600 |
| 01/04/2026 | $75.45 | $75.84 | $75.07 | $75.27 | 3,355,200 |
| 31/03/2026 | $73.51 | $74.60 | $73.03 | $74.35 | 4,411,600 |
| 30/03/2026 | $72.58 | $73.01 | $72.08 | $72.36 | 5,468,400 |
| 27/03/2026 | $72.20 | $72.67 | $71.71 | $71.87 | 3,580,900 |
| 26/03/2026 | $72.88 | $73.26 | $72.27 | $72.34 | 3,263,500 |
| 25/03/2026 | $73.68 | $73.79 | $73.09 | $73.44 | 3,804,500 |
| 24/03/2026 | $71.81 | $72.81 | $71.80 | $72.47 | 4,777,000 |
| 23/03/2026 | $72.33 | $73.46 | $72.00 | $72.68 | 6,690,200 |
| 20/03/2026 | $72.86 | $73.02 | $70.82 | $71.23 | 7,620,800 |