DSI vs EFAV
Comparison between ISHARES ESG MSCI KLD 400 ETF (DSI, ETF) and ISHARES MSCI EAFE MIN VOL FACTOR ETF (EFAV, ETF).
5-Year PerformanceDSI has outperformed EFAV, delivering a return of +13.3% compared to +6.2%
DSI vs EFAV - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
DSI
$5.30B
EFAV
$5.30B
Expense Ratio
DSI
0.25%
Winner
EFAV
0.20%
Max Drawdown
DSI
55.08%
Winner
EFAV
29.26%
Sharpe Ratio
Winner
DSI
1.59
EFAV
0.56
5Y Beta
DSI
1.02
Winner
EFAV
0.30
P/E Ratio
DSI
29.69
EFAV
N/A
Forward P/E
DSI
22.24
EFAV
N/A
PEG Ratio
DSI
0.21
EFAV
N/A
5Y Dividends CAGR
DSI
8.24%
Winner
EFAV
14.66%
5Y EPS CAGR
DSI
29.67%
EFAV
N/A
Debt to Equity
DSI
16.58%
EFAV
N/A
DSI vs EFAV - Holdings Comparison
DSI and EFAV have 1 common holdings. Overlap is 0.00%
DSI's top 25 holdings weight is 58.51%. EFAV's top 25 holdings weight is 30.55%.
| Rank | DSI | EFAV |
|---|---|---|
| #1 | NVIDIA CORP (NVDA) - 14.04% | SHELL PLC (n/a) - 1.50% |
| #2 | MICROSOFT CORP (MSFT) - 8.47% | SECOM CO LTD (n/a) - 1.50% |
| #3 | ALPHABET INC CLASS A (GOOGL) - 6.16% | IBERDROLA SA (n/a) - 1.50% |
| #4 | ALPHABET INC CLASS C (GOOG) - 4.87% | ENI SPA (n/a) - 1.49% |
| #5 | TESLA INC (TSLA) - 3.35% | TOTALENERGIES SE (TTE:XPAR) - 1.48% |
| #6 | ADVANCED MICRO DEVICES INC (AMD) - 2.33% | EQUINOR ASA (n/a) - 1.42% |
| #7 | VISA INC CLASS A (V) - 1.57% | SWISSCOM AG (n/a) - 1.42% |
| #8 | CISCO SYSTEMS INC (CSCO) - 1.43% | NOVARTIS AG REGISTERED SHARES (n/a) - 1.39% |
| #9 | INTEL CORP (INTC) - 1.41% | DBS GROUP HOLDINGS LTD (n/a) - 1.34% |
| #10 | CATERPILLAR INC (CAT) - 1.24% | TAKEDA PHARMACEUTICAL CO LTD (n/a) - 1.31% |
| #11 | LAM RESEARCH CORP (LRCX) - 1.18% | BOC HONG KONG HOLDINGS LTD (n/a) - 1.31% |
| #12 | MASTERCARD INC CLASS A (MA) - 1.16% | ZURICH INSURANCE GROUP AG (n/a) - 1.30% |
| #13 | ABBVIE INC (ABBV) - 1.15% | ORANGE SA (n/a) - 1.19% |
| #14 | APPLIED MATERIALS INC (AMAT) - 1.14% | OVERSEA-CHINESE BANKING CORP LTD (n/a) - 1.17% |
| #15 | ORACLE CORP (ORCL) - 1.07% | SAMPO OYJ CLASS A (n/a) - 1.16% |
| #16 | PROCTER & GAMBLE CO (PG) - 0.98% | KONINKLIJKE AHOLD DELHAIZE NV (n/a) - 1.11% |
| #17 | THE HOME DEPOT INC (HD) - 0.90% | UNILEVER PLC (n/a) - 1.06% |
| #18 | COCA-COLA CO (KO) - 0.90% | SOFTBANK CORP (n/a) - 1.04% |
| #19 | MERCK & CO INC (MRK) - 0.86% | NESTLE SA (n/a) - 1.04% |
| #20 | TEXAS INSTRUMENTS INC (TXN) - 0.77% | SWISS PRIME SITE AG (n/a) - 1.03% |
| #21 | INTERNATIONAL BUSINESS MACHINES CORP (IBM) - 0.77% | CLP HOLDINGS LTD (n/a) - 1.01% |
| #22 | MORGAN STANLEY (MS) - 0.73% | KDDI CORP (n/a) - 1.00% |
| #23 | MARVELL TECHNOLOGY INC (MRVL) - 0.72% | BANK HAPOALIM BM (n/a) - 0.97% |
| #24 | LINDE PLC (LIN) - 0.68% | JAPAN TOBACCO INC (n/a) - 0.94% |
| #25 | PALO ALTO NETWORKS INC (PANW) - 0.63% | EAST JAPAN RAILWAY CO (n/a) - 0.87% |
| Total Holdings | 406 | 272 |
DSI vs EFAV - Historical Returns
Returns include dividend reinvestment.
1M
Winner
DSI
+0.99%
EFAV
-2.84%
3M
Winner
DSI
+15.12%
EFAV
-1.49%
6M
Winner
DSI
+11.89%
EFAV
+3.97%
1Y
Winner
DSI
+27.82%
EFAV
+9.40%
5Y(CAGR)
Winner
DSI
+13.35%
EFAV
+6.21%
10Y(CAGR)
Winner
DSI
+16.25%
EFAV
+6.20%
Max(CAGR)
Winner
DSI
+11.90%
EFAV
+6.83%
DSI vs EFAV - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | DSI | EFAV |
|---|---|---|
| 2026 | +10.49% | +2.75% |
| 2025 | +18.27% | +26.40% |
| 2024 | +23.16% | +6.07% |
| 2023 | +28.81% | +11.62% |
| 2022 | -22.06% | -14.94% |
| 2021 | +33.05% | +6.72% |
| 2020 | +21.29% | -0.48% |
| 2019 | +33.24% | +16.95% |
| 2018 | -3.20% | -6.14% |
| 2017 | +21.56% | +22.12% |
| 2016 | +14.06% | -0.60% |
| 2015 | +1.85% | +8.41% |
| 2014 | +14.97% | +5.21% |
| 2013 | +34.24% | +14.45% |
| 2012 | +13.19% | +9.64% |
| 2011 | +2.05% | -0.77% |
| 2010 | +11.52% | N/A |
| 2009 | +29.36% | N/A |
| 2008 | -32.67% | N/A |
| 2007 | +4.59% | N/A |
| 2006 | +1.60% | N/A |
DSI vs EFAV Drawdown Comparison
The maximum drawdown for DSI was -53.36%, occurring on Mar 6, 2009. Recovery took 893 trading sessions.
The maximum drawdown for EFAV was -27.56%, occurring on Mar 23, 2020. Recovery took 246 trading sessions.
The current DSI drawdown is -1.65%. The current EFAV drawdown is -6.14%.
| Rank | DSI | EFAV |
|---|---|---|
| #1 | -53.36% Oct 11, 2007 - Apr 28, 2011 | -27.56% Jan 17, 2020 - Jan 8, 2021 |
| #2 | -34.10% Feb 19, 2020 - Aug 5, 2020 | -27.44% Sep 3, 2021 - Jul 31, 2024 |
| #3 | -28.35% Dec 29, 2021 - Dec 26, 2023 | -12.25% Jan 26, 2018 - Jun 20, 2019 |
| #4 | -20.57% Jan 23, 2025 - Jun 27, 2025 | -11.29% May 15, 2015 - Apr 18, 2016 |
| #5 | -17.84% Oct 1, 2018 - Mar 21, 2019 | -10.22% Sep 6, 2016 - Apr 24, 2017 |
| #6 | -17.60% Jul 7, 2011 - Feb 3, 2012 | -10.19% May 8, 2013 - Oct 17, 2013 |
| #7 | -12.56% Nov 3, 2015 - Apr 1, 2016 | -9.86% Apr 2, 2012 - Aug 3, 2012 |
| #8 | -11.55% Jul 17, 2015 - Nov 2, 2015 | -9.83% Oct 27, 2011 - Mar 1, 2012 |
| #9 | -11.05% Jan 28, 2026 - Apr 17, 2026 | -8.65% Sep 16, 2024 - Mar 3, 2025 |
| #10 | -10.30% Jan 26, 2018 - Jul 17, 2018 | -8.49% Jul 3, 2014 - Feb 5, 2015 |
| #11 | -10.08% Apr 2, 2012 - Sep 6, 2012 | -7.49% Mar 19, 2025 - Apr 15, 2025 |
| #12 | -9.61% Jul 13, 2007 - Oct 1, 2007 | -7.29% Apr 19, 2016 - Aug 11, 2016 |
| #13 | -9.17% Jul 16, 2024 - Sep 19, 2024 | -6.46% Feb 27, 2026 - Mar 20, 2026 |
| #14 | -9.16% Sep 2, 2020 - Nov 11, 2020 | -5.21% Oct 22, 2013 - Feb 18, 2014 |
| #15 | -7.03% Sep 18, 2014 - Oct 31, 2014 | -5.03% Jan 8, 2021 - Apr 15, 2021 |
Correlation
Correlation between DSI and EFAV is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
Dividend Comparison (2006 - 2026)
DSI vs EFAV dividend yield comparison.
| Year | DSI | EFAV |
|---|---|---|
| 2026 | 0.42% | 1.93% |
| 2025 | 0.92% | 3.20% |
| 2024 | 1.03% | 3.24% |
| 2023 | 1.19% | 3.08% |
| 2022 | 1.39% | 2.53% |
| 2021 | 0.99% | 2.47% |
| 2020 | 2.14% | 1.33% |
| 2019 | 2.80% | 4.19% |
| 2018 | 3.26% | 3.34% |
| 2017 | 2.56% | 2.45% |
| 2016 | 3.02% | 3.94% |
| 2015 | 2.92% | 2.49% |
| 2014 | 2.51% | 3.57% |
| 2013 | 2.53% | 2.53% |
| 2012 | 3.49% | 1.97% |
| 2011 | 2.93% | 0.46% |
| 2010 | 2.66% | 0.00% |
| 2009 | 2.70% | 0.00% |
| 2008 | 3.93% | 0.00% |
| 2007 | 2.39% | 0.00% |
| 2006 | 0.41% | 0.00% |
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