EFAV vs ICVT

Comparison between ISHARES MSCI EAFE MIN VOL FACTOR ETF (EFAV, ETF) and ISHARES CONVERTIBLE BOND ETF (ICVT, ETF).

5-Year PerformanceICVT has outperformed EFAV, delivering a return of +7.0% compared to +6.8%

EFAV vs ICVT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EFAV(ETF)	ICVT(ETF)
Net Assets	$5.30B	$5.30B
Expense Ratio	0.20%	0.20%
Max Drawdown	29.26%	38.15%
Sharpe Ratio	0.91	2.22
5Y Beta	0.31	0.57
5Y Dividends CAGR	5.97%	-14.14%

Net Assets

EFAV

$5.30B

ICVT

$5.30B

Expense Ratio

EFAV

0.20%

ICVT

0.20%

Max Drawdown

Winner

EFAV

29.26%

ICVT

38.15%

Sharpe Ratio

EFAV

0.91

Winner

ICVT

2.22

5Y Beta

Winner

EFAV

0.31

ICVT

0.57

5Y Dividends CAGR

Winner

EFAV

5.97%

ICVT

-14.14%

EFAV vs ICVT - Historical Returns

Returns include dividend reinvestment.

Period	EFAV	ICVT
1 month	-2.66%	+8.84%
3 months	-1.22%	+11.42%
6 months	+8.23%	+15.74%
1 year	+15.03%	+37.59%
5 years(CAGR)	+6.83%	+6.99%
10 years(CAGR)	+6.24%	+13.67%
Max(CAGR)	+7.06%	+11.61%

EFAV

-2.66%

Winner

ICVT

+8.84%

EFAV

-1.22%

Winner

ICVT

+11.42%

EFAV

+8.23%

Winner

ICVT

+15.74%

EFAV

+15.03%

Winner

ICVT

+37.59%

5Y(CAGR)

EFAV

+6.83%

Winner

ICVT

+6.99%

10Y(CAGR)

EFAV

+6.24%

Winner

ICVT

+13.67%

Max(CAGR)

EFAV

+7.06%

Winner

ICVT

+11.61%

EFAV vs ICVT - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	EFAV	ICVT
2026	+5.26%	+17.27%
2025	+26.40%	+18.03%
2024	+6.07%	+11.71%
2023	+11.62%	+15.59%
2022	-14.94%	-20.76%
2021	+6.72%	-0.63%
2020	-0.48%	+59.30%
2019	+16.95%	+22.39%
2018	-6.14%	-1.05%
2017	+22.12%	+15.43%
2016	-0.60%	+11.50%
2015	+8.41%	-6.03%
2014	+5.21%	N/A
2013	+14.45%	N/A
2012	+9.64%	N/A
2011	-0.77%	N/A

EFAV vs ICVT Drawdown Comparison

The maximum drawdown for EFAV was -27.56%, occurring on Mar 23, 2020. Recovery took 246 trading sessions.

The maximum drawdown for ICVT was -33.15%, occurring on Jun 16, 2022. Recovery took 1145 trading sessions.

The current EFAV drawdown is -3.85%. The current ICVT drawdown is -1.29%.

Rank	EFAV	ICVT
#1	-27.56% Jan 17, 2020 - Jan 8, 2021	-33.15% Feb 12, 2021 - Sep 5, 2025
#2	-27.44% Sep 3, 2021 - Jul 31, 2024	-32.18% Feb 19, 2020 - Jun 5, 2020
#3	-12.25% Jan 26, 2018 - Jun 20, 2019	-18.52% Jun 23, 2015 - Oct 10, 2016
#4	-11.29% May 15, 2015 - Apr 18, 2016	-13.86% Aug 29, 2018 - Feb 25, 2019
#5	-10.22% Sep 6, 2016 - Apr 24, 2017	-8.63% Sep 1, 2020 - Oct 9, 2020
#6	-10.19% May 8, 2013 - Oct 17, 2013	-7.55% Nov 3, 2025 - Jan 16, 2026
#7	-9.86% Apr 2, 2012 - Aug 3, 2012	-6.75% Jan 26, 2018 - Mar 8, 2018
#8	-9.83% Oct 27, 2011 - Mar 1, 2012	-6.55% Jul 24, 2019 - Nov 25, 2019
#9	-8.65% Sep 16, 2024 - Mar 3, 2025	-6.17% Jan 28, 2026 - Apr 8, 2026
#10	-8.49% Jul 3, 2014 - Feb 5, 2015	-5.84% Mar 12, 2018 - May 30, 2018
#11	-7.49% Mar 19, 2025 - Apr 15, 2025	-5.49% May 3, 2019 - Jul 1, 2019
#12	-7.29% Apr 19, 2016 - Aug 11, 2016	-4.87% Jun 8, 2020 - Jun 17, 2020
#13	-6.46% Feb 27, 2026 - Mar 20, 2026	-4.66% Oct 13, 2020 - Nov 5, 2020
#14	-5.21% Oct 22, 2013 - Feb 18, 2014	-4.43% Jun 20, 2018 - Aug 28, 2018
#15	-5.03% Jan 8, 2021 - Apr 15, 2021	-3.78% Jan 25, 2021 - Feb 2, 2021

Correlation

Correlation between EFAV and ICVT is 0.88 which considered as a strong positive correlation - the stocks tend to move together.

0.88

-101

Dividend Comparison (2011 - 2026)

EFAV vs ICVT dividend yield comparison.

Year	EFAV	ICVT
2026	0.00%	0.42%
2025	3.20%	1.73%
2024	3.24%	2.19%
2023	3.08%	1.85%
2022	2.53%	1.93%
2021	2.47%	7.70%
2020	1.33%	3.98%
2019	4.19%	1.86%
2018	3.34%	4.82%
2017	2.45%	2.56%
2016	3.94%	3.06%
2015	2.49%	1.57%
2014	3.57%	0.00%
2013	2.53%	0.00%
2012	1.97%	0.00%
2011	0.46%	0.00%