See what your fund actually adds
iShares MSCI EAFE Min Vol Factor ETF EFAV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | EFAV | Replication |
|---|---|---|
| Annualized growth | 6.9% | 6.3% |
| Annualized volatility | 11.8% | 10.7% |
| Sharpe ratio | 0.62 | 0.62 |
| Maximum drawdown | 25.9% | 19.6% |
| Replication fit (R²) | 0.87 · Tracking error 4.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model EFAV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| EFV | Intl · Value | 36.0% |
| MBB | FI · MBS | 21.4% |
| VNQI | Alternatives · Intl Real Estate | 17.2% |
| XLP | Sector · Cons Staples | 12.8% |
| XLV | Sector · Healthcare | 12.6% |