iShares MSCI EAFE Value ETF (EFV) Performance
EFV total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +13.3% since Dec 31, 2025
- 1 year
- +21.1% total return
- 5 years
- +13.6% a year
- 10 years
- +9.8% a year
- Since first price
- +5.9% a year since 2005
EFV trailing returns vs SPY, QQQ, AGG
| Period | EFV total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −1.6% | −1.6% | −1.0% | −5.0% | +0.9% |
| 3 months | +0.6% | +0.6% | +3.2% | +1.9% | −0.4% |
| 6 months | +5.9% | +3.2% | +7.8% | +8.4% | −1.5% |
| YTD | +13.3% | +10.4% | +12.3% | +15.1% | −1.0% |
| 1 year | +21.1% | +15.3% | +14.4% | +15.9% | −1.1% |
| 3 years | +91.5%+24.2%/yr | +67.5% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +88.9%+13.6%/yr | +50.9% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +155.2%+9.8%/yr | +70.7% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| 15 years | +215.0%+7.9%/yr | +73.5% | +696.0%+14.8%/yr | +1,299.3%+19.2%/yr | +32.2%+1.9%/yr |
| 20 years | +154.8%+4.8%/yr | +16.1% | +696.9%+10.9%/yr | +1,839.9%+16.0%/yr | +79.6%+3.0%/yr |
| Since inceptionAug 5, 2005 | +240.5%+5.9%/yr | +54.5% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: EFV vs SPY
From Aug 5, 2005: EFV grew to $34,051, SPY to $91,159.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
EFV returns by calendar year
13 of 20 full years positive. Best 2025 (+42.2%), worst 2008 (−41.6%). 2026 is year to date.
EFV annual returns table
| Year | EFV | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +13.3% | −10.9% | +12.3% | +15.1% | −1.0% |
| 2025 | +42.2% | −13.7% | +17.7% | +20.8% | +7.2% |
| 2024 | +5.4% | −9.1% | +24.9% | +25.6% | +1.3% |
| 2023 | +18.9% | −8.8% | +26.2% | +54.9% | +5.7% |
| 2022 | −5.2% | −25.8% | −18.2% | −32.6% | −13.0% |
| 2021 | +11.1% | −9.4% | +28.7% | +27.4% | −1.8% |
| 2020 | −3.0% | −38.6% | +18.3% | +48.6% | +7.5% |
| 2019 | +15.8% | −10.7% | +31.2% | +39.0% | +8.5% |
| 2018 | −14.7% | −23.6% | −4.6% | −0.1% | +0.1% |
| 2017 | +21.2% | −2.5% | +21.7% | +32.7% | +3.6% |
| 2016 | +5.1% | −13.0% | +12.0% | +7.1% | +2.4% |
| 2015 | −5.9% | −18.3% | +1.2% | +9.4% | +0.5% |
| 2014 | −6.8% | −15.4% | +13.5% | +19.2% | +6.0% |
| 2013 | +21.9% | −10.6% | +32.3% | +36.6% | −2.0% |
| 2012 | +18.8% | −18.3% | +16.0% | +18.1% | +3.8% |
| 2011 | −12.4% | −27.2% | +1.9% | +3.4% | +7.7% |
| 2010 | +4.5% | −22.0% | +15.1% | +19.9% | +6.4% |
| 2009 | +28.4% | −33.9% | +26.4% | +54.7% | +3.0% |
| 2008 | −41.6% | −54.2% | −36.8% | −41.7% | +7.9% |
| 2007 | +4.3% | −12.1% | +5.1% | +19.0% | +6.6% |
| 2006 | +30.3% | −14.8% | +15.8% | +7.1% | +3.9% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
EFV largest drawdowns
Now 5.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Oct 31, 2007 | −63.9% | Mar 9, 2009 | Oct 10, 2017 | 1.4 years | 9.9 years |
| Jan 26, 2018 | −43.2% | Mar 23, 2020 | May 6, 2021 | 2.2 years | 3.3 years |
| Feb 9, 2022 | −25.8% | Sep 27, 2022 | Jul 13, 2023 | 8 months | 1.4 years |
| May 9, 2006 | −14.8% | Jun 13, 2006 | Oct 12, 2006 | 35 days | 5 months |
| Mar 19, 2025 | −13.7% | Apr 8, 2025 | Apr 28, 2025 | 20 days | 40 days |
| Jul 12, 2007 | −12.1% | Aug 16, 2007 | Oct 29, 2007 | 35 days | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
EFV risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2005 |
|---|---|---|---|---|
| Annualized return | +22.7% | +14.3% | +9.9% | +5.9% |
| Volatility (annualized) | 11.8% | 15.2% | 16.0% | 18.0% |
| Sharpe ratio | 1.44 | 0.73 | 0.53 | — |
| Sortino ratio | 2.57 | 1.15 | 0.79 | — |
| Best month | +6.9% | +12.6% | +17.9% | +17.9% |
| Worst month | −6.8% | −9.6% | −18.8% | −19.8% |
| Best 12 months | +45.5% | +45.5% | +46.6% | +62.4% |
| Worst 12 months | +5.4% | −20.2% | −23.4% | −51.3% |
| Positive months | 69% | 62% | 62% | 57% |
| Beta vs S&P 500 | 0.40 | 0.62 | 0.76 | — |
| Correlation with S&P 500 | 0.43 | 0.64 | 0.73 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
EFV rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 243 | −51.3% | +8.7% | +62.4% | 63% |
| 3-year (a year) | 219 | −17.5% | +4.5% | +25.8% | 70% |
| 5-year (a year) | 195 | −9.2% | +4.3% | +18.1% | 78% |
| 10-year (a year) | 135 | −0.5% | +3.5% | +11.0% | 93% |
Every holding period starting at a month-end since 2005. Returns for 3 years and longer are annualized.
EFV performance overview
iShares MSCI EAFE Value ETF (EFV) returned +21.1% over the past year and +9.8% a year over ten years, with distributions reinvested. Since its first recorded price in 2005 it has returned +5.9% a year, turning $10,000 into about $34,051. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −63.9%, from Oct 31, 2007 to Mar 9, 2009, and it took 8.6 years to get back to the old high. EFV finished 13 of its 20 full calendar years with a gain; the best year was 2025 (+42.2%) and the worst 2008 (−41.6%). Volatility has been 18.0% a year.
Related: EFV chart, EFV holdings, EFV dividends. See the EFV overview for the latest quote and fund facts.
EFV performance FAQ
What is the EFV return over the past year?
EFV returned +21.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 15.3%.
What is the average annual return of EFV?
EFV has returned +13.6% a year over 5 years, +9.8% a year over 10 years, +5.9% a year since August 5, 2005 (total return, distributions reinvested).
How much would $10,000 invested in EFV be worth?
$10,000 invested in EFV at its first recorded close on August 5, 2005 would be worth about $34,051 on October 23, 2026 with distributions reinvested.
What was the worst year for EFV?
The worst calendar year was 2008, with a total return of −41.6%. The best was 2025 at +42.2%.
What is the biggest drawdown of EFV?
The largest peak-to-trough decline was −63.9% between October 31, 2007 and March 9, 2009. It recovered to the old high on October 10, 2017, 8.6 years after the bottom.
How volatile is EFV?
Over the past 3 years EFV had an annualized volatility of 11.8% and a Sharpe ratio of 1.44 (excess return over 1–3 month T-bills per unit of risk).