EFAV vs SPY
Comparison between ISHARES MSCI EAFE MIN VOL FACTOR ETF (EFAV, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceSPY has outperformed EFAV, delivering a return of +13.0% compared to +5.9%
EFAV vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
EFAV
$5.30B
Winner
SPY
$784B
Expense Ratio
EFAV
0.20%
Winner
SPY
0.09%
Max Drawdown
Winner
EFAV
29.26%
SPY
56.47%
Sharpe Ratio
EFAV
0.54
Winner
SPY
1.54
5Y Beta
Winner
EFAV
0.30
SPY
1.00
P/E Ratio
EFAV
N/A
SPY
27.62
Forward P/E
EFAV
N/A
SPY
21.11
5Y Dividends CAGR
Winner
EFAV
14.66%
SPY
6.00%
5Y EPS CAGR
EFAV
N/A
SPY
25.30%
Debt to Equity
EFAV
N/A
SPY
31.11%
P/S Ratio
EFAV
N/A
SPY
3.49
P/B Ratio
EFAV
N/A
SPY
5.30
EFAV vs SPY - Holdings Comparison
EFAV and SPY have 1 common holdings. Overlap is -0.01%
EFAV's top 25 holdings weight is 28.60%. SPY's top 25 holdings weight is 51.24%.
| Rank | EFAV | SPY |
|---|---|---|
| #1 | SECOM CO LTD (n/a) - 1.54% | NVIDIA CORP (NVDA) - 7.81% |
| #2 | IBERDROLA SA (n/a) - 1.52% | APPLE INC (AAPL) - 6.81% |
| #3 | SHELL PLC (n/a) - 1.50% | MICROSOFT CORP (MSFT) - 4.53% |
| #4 | ENI SPA (n/a) - 1.49% | AMAZON.COM INC (AMZN) - 3.72% |
| #5 | TOTALENERGIES SE (TTE:XPAR) - 1.46% | ALPHABET INC CLASS A (GOOGL) - 3.39% |
| #6 | SWISSCOM AG (n/a) - 1.41% | BROADCOM INC (AVGO) - 2.77% |
| #7 | EQUINOR ASA (n/a) - 1.40% | ALPHABET INC CLASS C (GOOG) - 2.72% |
| #8 | NOVARTIS AG REGISTERED SHARES (n/a) - 1.40% | META PLATFORMS INC CLASS A (META) - 2.03% |
| #9 | TAKEDA PHARMACEUTICAL CO LTD (n/a) - 1.36% | MICRON TECHNOLOGY INC (MU) - 1.78% |
| #10 | ZURICH INSURANCE GROUP AG (n/a) - 1.31% | TESLA INC (TSLA) - 1.76% |
| #11 | DBS GROUP HOLDINGS LTD (n/a) - 1.28% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.41% |
| #12 | BOC HONG KONG HOLDINGS LTD (n/a) - 1.28% | JPMORGAN CHASE & CO (JPM) - 1.38% |
| #13 | ORANGE SA (n/a) - 1.19% | ELI LILLY AND CO (LLY) - 1.38% |
| #14 | SAMPO OYJ CLASS A (n/a) - 1.17% | ADVANCED MICRO DEVICES INC (AMD) - 1.28% |
| #15 | UNILEVER PLC (n/a) - 1.14% | EXXON MOBIL CORP (XOM) - 0.92% |
| #16 | KONINKLIJKE AHOLD DELHAIZE NV (n/a) - 1.13% | JOHNSON & JOHNSON (JNJ) - 0.88% |
| #17 | OVERSEA-CHINESE BANKING CORP LTD (n/a) - 1.13% | VISA INC CLASS A (V) - 0.87% |
| #18 | NESTLE SA (n/a) - 1.07% | INTEL CORP (INTC) - 0.85% |
| #19 | KDDI CORP (n/a) - 1.04% | WALMART INC (WMT) - 0.82% |
| #20 | SOFTBANK CORP (n/a) - 1.04% | CISCO SYSTEMS INC (CSCO) - 0.73% |
| #21 | SINGAPORE TECHNOLOGIES ENGINEERING LTD (n/a) - 0.56% | LAM RESEARCH CORP (LRCX) - 0.71% |
| #22 | AENA SME SA (n/a) - 0.55% | APPLIED MATERIALS INC (AMAT) - 0.70% |
| #23 | DEUTSCHE BOERSE AG (n/a) - 0.55% | CATERPILLAR INC (CAT) - 0.68% |
| #24 | GSK PLC (n/a) - 0.54% | COSTCO WHOLESALE CORP (COST) - 0.68% |
| #25 | COLES GROUP LTD (n/a) - 0.54% | MASTERCARD INC CLASS A (MA) - 0.63% |
| Total Holdings | 244 | 505 |
EFAV vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
EFAV
-3.05%
Winner
SPY
-1.41%
3M
EFAV
-0.69%
Winner
SPY
+12.54%
6M
EFAV
+2.45%
Winner
SPY
+6.77%
1Y
EFAV
+8.14%
Winner
SPY
+22.18%
5Y(CAGR)
EFAV
+5.87%
Winner
SPY
+13.04%
10Y(CAGR)
EFAV
+6.33%
Winner
SPY
+15.54%
Max(CAGR)
EFAV
+6.79%
Winner
SPY
+8.44%
EFAV vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | EFAV | SPY |
|---|---|---|
| 2026 | +2.31% | +7.90% |
| 2025 | +26.40% | +18.00% |
| 2024 | +6.07% | +25.59% |
| 2023 | +11.62% | +26.72% |
| 2022 | -14.94% | -18.64% |
| 2021 | +6.72% | +30.52% |
| 2020 | -0.48% | +17.28% |
| 2019 | +16.95% | +31.09% |
| 2018 | -6.14% | -5.24% |
| 2017 | +22.12% | +20.78% |
| 2016 | -0.60% | +13.59% |
| 2015 | +8.41% | +1.31% |
| 2014 | +5.21% | +14.56% |
| 2013 | +14.45% | +29.00% |
| 2012 | +9.64% | +14.17% |
| 2011 | -0.77% | +0.85% |
| 2010 | N/A | +13.14% |
| 2009 | N/A | +22.67% |
| 2008 | N/A | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
EFAV vs SPY Drawdown Comparison
The maximum drawdown for EFAV was -27.56%, occurring on Mar 23, 2020. Recovery took 246 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current EFAV drawdown is -6.55%. The current SPY drawdown is -3.22%.
| Rank | EFAV | SPY |
|---|---|---|
| #1 | -27.56% Jan 17, 2020 - Jan 8, 2021 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -27.44% Sep 3, 2021 - Jul 31, 2024 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -12.25% Jan 26, 2018 - Jun 20, 2019 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -11.29% May 15, 2015 - Apr 18, 2016 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -10.22% Sep 6, 2016 - Apr 24, 2017 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -10.19% May 8, 2013 - Oct 17, 2013 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -9.86% Apr 2, 2012 - Aug 3, 2012 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -9.83% Oct 27, 2011 - Mar 1, 2012 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -8.65% Sep 16, 2024 - Mar 3, 2025 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -8.49% Jul 3, 2014 - Feb 5, 2015 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -7.49% Mar 19, 2025 - Apr 15, 2025 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -7.29% Apr 19, 2016 - Aug 11, 2016 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -6.64% Feb 27, 2026 - Jun 23, 2026 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -5.21% Oct 22, 2013 - Feb 18, 2014 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -5.03% Jan 8, 2021 - Apr 15, 2021 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between EFAV and SPY is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
Dividend Comparison (1999 - 2026)
EFAV vs SPY dividend yield comparison.
| Year | EFAV | SPY |
|---|---|---|
| 2026 | 1.94% | 0.50% |
| 2025 | 3.20% | 1.07% |
| 2024 | 3.24% | 1.21% |
| 2023 | 3.08% | 1.40% |
| 2022 | 2.53% | 1.65% |
| 2021 | 2.47% | 1.20% |
| 2020 | 1.33% | 1.52% |
| 2019 | 4.19% | 1.75% |
| 2018 | 3.34% | 2.04% |
| 2017 | 2.45% | 1.80% |
| 2016 | 3.94% | 2.03% |
| 2015 | 2.49% | 2.06% |
| 2014 | 3.57% | 1.87% |
| 2013 | 2.53% | 1.81% |
| 2012 | 1.97% | 2.18% |
| 2011 | 0.46% | 2.05% |
| 2010 | 0.00% | 1.80% |
| 2009 | 0.00% | 1.95% |
| 2008 | 0.00% | 3.02% |
| 2007 | 0.00% | 1.85% |
| 2006 | 0.00% | 1.73% |
| 2005 | 0.00% | 1.73% |
| 2004 | 0.00% | 1.82% |
| 2003 | 0.00% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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