See what your fund actually adds

iShares Currency Hedged MSCI EAFE ETF HEFA

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

HEFA compared with its replication portfolio
MeasureHEFAReplication
Annualized growth13.3%12.3%
Annualized volatility13.4%13.0%
Sharpe ratio1.000.96
Maximum drawdown13.8%18.2%
Replication fit (R²)0.93 · Tracking error 3.5%

Replication portfolio

The published portfolio below is the investable basket used to model HEFA’s historical return behavior.

HEFA replication basket weights
TickerBuilding blockWeight
DBEFIntl · Dev Hedged65.2%
EFVIntl · Value17.7%
EFGIntl · Growth9.1%
MTUMFactor · Momentum4.7%
XLFSector · Financials3.3%