NYSEArca - Delayed Quote USD

iShares MSCI EAFE ETF (EFA)

77.85 +0.84 (+1.09%)
At close: April 23 at 4:00 PM EDT
78.06 +0.21 (+0.27%)
After hours: April 23 at 7:55 PM EDT

ETF Summary

The fund generally will invest at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index. The index is a free float-adjusted, market capitalization-weighted index designed to measure large- and mid-capitalization equity market performance of developed markets outside of the U.S. and Canada.

Risk Overview

Performance & Risk

YTD Return 2.20%
5y Average Return 6.02%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.05
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
EFACategory AverageEFACategory AverageEFACategory Average
Alpha 2.95 1.06 1.3 0.67 0.53 0.39
BETA 1.05 1 1.02 1 1 0.98
Mean Annual Return 0.52 0.36 0.73 0.67 0.49 0.47
R-squared 95.94 92.8 96.1 93.44 95.93 92.5
Standard Deviation 17.63 17.13 18.36 18.16 15.39 15.32
Sharpe Ratio 0.19 0.09 0.36 0.32 0.28 0.27
Treynor Ratio 1.74 0.09 5.07 4.45 3.28 3.18

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