See what your fund actually adds
iShares MSCI EAFE Value ETF EFV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | EFV | Replication |
|---|---|---|
| Annualized growth | 13.4% | 11.5% |
| Annualized volatility | 15.6% | 14.9% |
| Sharpe ratio | 0.88 | 0.80 |
| Maximum drawdown | 25.5% | 26.0% |
| Replication fit (R²) | 0.93 · Tracking error 4.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model EFV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| FIVA | Intl · Value | 45.3% |
| VEA | Intl · Developed | 42.9% |
| XLF | Sector · Financials | 5.3% |
| IGF | Sector · Infrastructure | 4.2% |
| XLE | Sector · Energy | 2.3% |