iShares MSCI EAFE Value ETF
Provider: iShares
iShares MSCI EAFE Value ETF is an exchange-traded fund incorporated in the USA. The ETF seeks investment results that correspond to the performance of the 20 countries within Europe Australia and the Far East as measured by the Morgan Stanley Capital International EAFE Value Index.
| Annualised Return | 3.46% |
| Realised Volatility | 18.55% |
| Downside Volatility | 13.12% |
| Max Drawdown | -59.69% |
| Winning months | 53.1% |
| Sharpe Ratio | 0.19 |
| Sortino Ratio | 0.26 |
| Calmar Ratio | 0.06 |
| Viking Ratio | 0.36 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.55% | 4.45% | 2.86% | 3.43% | 4.4% | 1.92% | -0.24% | 5.73% | 1.3% | -1.06% | 30.69% | ||
| 2024 | -1.08% | 1.18% | 4.31% | -1.71% | 5.24% | -3.06% | 4.07% | 2.95% | 1.23% | -4.61% | -0.24% | -2.52% | 5.35% |
| 2023 | 8.2% | -2.2% | -0.04% | 3.48% | -5.22% | 5.64% | 4.31% | -3.21% | -0.97% | -3.47% | 6.94% | 5.08% | 18.85% |
| 2022 | 2.08% | -2.9% | 0.62% | -5.28% | 3.81% | -9.64% | 2.14% | -4.62% | -8.87% | 7.16% | 12.59% | -0.16% | -5.22% |
| 2021 | -0.57% | 4.92% | 3.51% | 1.81% | 3.89% | -2.41% | -0.27% | 0.66% | -2.14% | 2.22% | -5.87% | 5.42% | 11.08% |
| 2020 | -4.25% | -8.12% | -18.76% | 4.93% | 4.57% | 3.35% | -0.2% | 5.29% | -3.93% | -3.74% | 17.89% | 4.49% | -2.97% |
| 2019 | 6.5% | 1.74% | -0.24% | 2.48% | -6.21% | 5.33% | -2.77% | -3.47% | 4.99% | 3.45% | 0.48% | 3.3% | 15.8% |
| 2018 | 5.72% | -5.33% | -1.27% | 2.35% | -4.12% | -1.45% | 3.05% | -3.84% | 2.04% | -7.07% | 0.44% | -5.39% | -14.67% |
| 2017 | 2.86% | 0.35% | 3.14% | 2.17% | 2.14% | 0.75% | 3.08% | -0.53% | 3% | 0.71% | 0.75% | 1.07% | 21.21% |
| 2016 | -6.75% | -3.55% | 7.22% | 3.23% | -1.08% | -4.02% | 4.12% | 2.06% | 1.16% | 0.13% | -0.58% | 3.87% | 5.05% |
| 2015 | -0.04% | 6.43% | -1.86% | 3.94% | -0.22% | -3.23% | 1.41% | -7.59% | -5.61% | 6.24% | -1.71% | -2.74% | -5.86% |
| 2014 | -4.86% | 6.17% | -0.35% | 2.48% | 1.19% | 1.11% | -2.36% | -0.35% | -4.07% | -0.79% | -0.76% | -3.9% | -6.78% |
| 2013 | 4.73% | -2.59% | 0.3% | 6.21% | -3.35% | -3.12% | 5.89% | -1.85% | 8.21% | 3.99% | 0.46% | 1.95% | 21.89% |
| 2012 | 4.89% | 5.07% | -0.13% | -3.3% | -11.66% | 8.94% | -0.38% | 4.26% | 2.97% | 1.52% | 1.97% | 4.72% | 18.76% |
| 2011 | 4.18% | 3.75% | -3.34% | 6.02% | -3.63% | -1.04% | -3.32% | -9.31% | -9.61% | 9.24% | -2.02% | -2.18% | -12.34% |
| 2010 | -4.99% | -0.23% | 6.14% | -2.9% | -11.65% | -3.03% | 12.64% | -3.81% | 8.98% | 4.19% | -6.66% | 8.66% | 4.42% |
| 2009 | -15.31% | -11.5% | 8.98% | 16.67% | 13.1% | -1.38% | 10.05% | 6.74% | 3.33% | -3.64% | 3.72% | -0.43% | 28.39% |
| 2008 | -8.17% | -2.21% | 1.44% | 5.58% | -0.07% | -9.75% | -2.97% | -3.5% | -11.56% | -19.83% | -6.8% | 8.72% | -41.65% |
| 2007 | 0.57% | 0.08% | 1.9% | 3.94% | 2.06% | -0.42% | -2.71% | -1.08% | 3.57% | 4.55% | -4.74% | -3.25% | 4.05% |