iShares MSCI EAFE ETF (EFA) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI EAFE ETF (EFA): 1Y return 24.8%, Sharpe ratio 1.46, volatility 15.5%, max drawdown -11.4%. A ETF in the Equity asset class. Compare EFA with other assets and invest through your own broker with pfolio.
iShares MSCI EAFE ETF (EFA) Overview
- Type: ETF
- Asset Class: Equity
- Currency: USD
EFA Performance
- MTD
- Return: 1.6%, Sharpe: 1.20, Volatility: 15.9%, Max Drawdown: -2.7%
- YTD
- Return: 11.7%, Sharpe: 1.10, Volatility: 18.2%, Max Drawdown: -11.4%
- 1Y
- Return: 24.8%, Sharpe: 1.46, Volatility: 15.5%, Max Drawdown: -11.4%
- 5Y
- Return: 55.5%, Sharpe: 0.60, Volatility: 16.3%, Max Drawdown: -29.5%
- 10Y
- Return: 144.2%, Sharpe: 0.60, Volatility: 16.7%, Max Drawdown: -34.2%
Frequently Asked Questions
- What is iShares MSCI EAFE ETF (EFA)?
- iShares MSCI EAFE ETF (EFA) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does EFA compare to other assets?
- You can compare EFA with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EFA through pfolio?
- pfolio helps you build diversified portfolios that may include EFA. You invest through your own broker — pfolio provides the analytics.