Cboe US - Delayed Quote USD

iShares Core MSCI EAFE ETF (IEFA)

72.36 +0.56 (+0.78%)
At close: April 26 at 4:00 PM EDT
72.94 +0.58 (+0.80%)
After hours: April 26 at 6:28 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 designed to measure large-, mid- and small-capitalization equity market performance and includes stocks from Europe, Australasia and the Far East.

Risk Overview

Performance & Risk

YTD Return 2.86%
5y Average Return 6.13%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.06
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
IEFACategory AverageIEFACategory AverageIEFACategory Average
Alpha 2.31 1.06 1.13 0.67 0.7 0.39
BETA 1.06 1 1.04 1 1.01 0.98
Mean Annual Return 0.46 0.36 0.72 0.67 0.5 0.47
R-squared 96.26 92.8 96.52 93.44 96.19 92.5
Standard Deviation 17.73 17.13 18.55 18.16 15.5 15.32
Sharpe Ratio 0.15 0.09 0.35 0.32 0.3 0.27
Treynor Ratio 1.08 0.09 4.86 4.45 3.44 3.18

Related Tickers