EFAV ETF Analysis: EAFE Min Vol Factor | BATS

Foreign Large Blend | BATS, USA | Market Cap: 5.213m USD | 12M Return: 14.1% | Charts, Fundamentals & Technical Analysis

International Equities, Developed Markets, Minimum Volatility, Foreign Stocks
Total Rating 56
Safety 71
Buy Signal -0.03
Foreign Large Blend
Category Rotation: -1.1
TER: 0.22%
AUM: 5.21B
Avg Turnover: 40.2M
Risk 3d forecast
Volatility10.1%
VaR 5th Pctl1.84%
VaR vs Median1.11%
Reward TTM
Sharpe Ratio0.75
Rel. Str. IBD45.2
Rel. Str. Peer Group1.2
Character TTM
Beta0.181
Beta Downside0.069
Hurst Exponent0.504
Drawdowns 3y
Max DD8.65%
CAGR/Max DD1.57
CAGR/Mean DD5.92

Warnings

Choppy

Tailwinds

No distinct edge detected

Seasonality 10.5 years of data

Jan +1.3% 15
Feb -1.6% 15
Mar +0.5% 15
Apr -0.1% 2
May -0.4% 16
Jun -1.3% 47
Jul +0.1% 8
Aug -0.1% 18
Sep -2.0% 51
Oct -2.4% 23
Nov -0.1% 8
Dec -0.1% 5

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: EFAV EAFE Min Vol Factor

The iShares MSCI EAFE Min Vol Factor ETF (EFAV) is a passively managed fund that invests at least 80% of its assets in securities comprising its underlying index, or in holdings with substantially identical economic characteristics. The index targets international equity securities from developed markets outside North America that exhibit lower aggregate volatility relative to the broader MSCI EAFE Index. As a Foreign Large Blend ETF, EFAV provides exposure to large- and mid-cap equities across developed markets in Europe, Australasia, and the Far East, while applying a minimum-volatility factor tilt designed to reduce portfolio risk relative to a standard market-cap-weighted approach.

Headlines to Watch Out For
  • European equities rally lifts EAFE developed market exposure
  • US dollar weakness amplifies international developed market returns
  • Low volatility factor outperforms during equity market sell-offs
What is the price of EFAV shares?

As of July 28, 2026, the stock is trading at USD 91.54 with a total of 469,042 shares traded. Over the past week, the price has changed by +1.00%, over one month by +3.89%, over three months by +2.85% and over the past year by +14.13%.

Current recommended Stop Loss: 89.30 (which is 2.4% or 2.8 ATR below the current price).

Is EFAV a buy, sell or hold?

EAFE Min Vol Factor has no consensus analysts rating.