iShares MSCI EAFE ETF (EFA) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI EAFE ETF (EFA): 1Y return 16.4%, Sharpe ratio 1.02, volatility 15.4%, 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: -2.3%, Sharpe: -4.04, Volatility: 11.7%, Max Drawdown: -3.1%
- YTD
- Return: 11.1%, Sharpe: 0.93, Volatility: 17.0%, Max Drawdown: -11.4%
- 1Y
- Return: 16.4%, Sharpe: 1.02, Volatility: 15.4%, Max Drawdown: -11.4%
- 5Y
- Return: 50.7%, Sharpe: 0.57, Volatility: 16.3%, Max Drawdown: -29.3%
- 10Y
- Return: 145.3%, 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.