See what your fund actually adds
iShares MSCI EAFE Growth ETF EFG
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | EFG | Replication |
|---|---|---|
| Annualized growth | -1.7% | 2.3% |
| Annualized volatility | 14.5% | 13.1% |
| Sharpe ratio | -0.05 | 0.23 |
| Maximum drawdown | 5.1% | 4.9% |
| Replication fit (R²) | 0.94 · Tracking error 3.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model EFG’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VDG | Intl · Growth | 55.0% |
| XLY | Sector · Cons Discr | 17.4% |
| IJH | US Mid Cap | 15.1% |
| DGS | EM Small Cap | 6.7% |
| XLI | Sector · Industrials | 5.8% |