EFAV vs XMHQ
Comparison between ISHARES MSCI EAFE MIN VOL FACTOR ETF (EFAV, ETF) and INVESCO S&P MIDCAP QUALITY ETF (XMHQ, ETF).
5-Year PerformanceXMHQ has outperformed EFAV, delivering a return of +11.2% compared to +6.9%
EFAV vs XMHQ - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
EFAV
$5.40B
XMHQ
$5.40B
Expense Ratio
Winner
EFAV
0.20%
XMHQ
0.25%
Max Drawdown
Winner
EFAV
29.26%
XMHQ
58.42%
Sharpe Ratio
Winner
EFAV
0.88
XMHQ
0.85
5Y Beta
Winner
EFAV
0.28
XMHQ
0.94
P/E Ratio
EFAV
N/A
XMHQ
20.30
Forward P/E
EFAV
N/A
XMHQ
18.86
PEG Ratio
EFAV
N/A
XMHQ
0.24
5Y Dividends CAGR
Winner
EFAV
14.66%
XMHQ
-2.82%
5Y EPS CAGR
EFAV
N/A
XMHQ
21.38%
Debt to Equity
EFAV
N/A
XMHQ
29.55%
P/S Ratio
EFAV
N/A
XMHQ
2.36
P/B Ratio
EFAV
N/A
XMHQ
4.67
EFAV vs XMHQ - Holdings Comparison
EFAV and XMHQ have 1 common holdings. Overlap is -0.08%
EFAV's top 25 holdings weight is 30.43%. XMHQ's top 25 holdings weight is 57.11%.
| Rank | EFAV | XMHQ |
|---|---|---|
| #1 | IBERDROLA SA (n/a) - 1.66% | ILLUMINA INC (ILMN) - 4.04% |
| #2 | SECOM CO LTD (n/a) - 1.52% | TECHNIPFMC PLC (n/a) - 3.92% |
| #3 | NOVARTIS AG REGISTERED SHARES (n/a) - 1.50% | EVERPURE INC CLASS A (P) - 3.45% |
| #4 | ZURICH INSURANCE GROUP AG (n/a) - 1.41% | CURTISS-WRIGHT CORP (CW) - 3.26% |
| #5 | TAKEDA PHARMACEUTICAL CO LTD (n/a) - 1.38% | MEDPACE HOLDINGS INC (MEDP) - 3.03% |
| #6 | DBS GROUP HOLDINGS LTD (n/a) - 1.37% | NVENT ELECTRIC PLC (NVT) - 2.99% |
| #7 | SHELL PLC (n/a) - 1.36% | CARPENTER TECHNOLOGY CORP (CRS) - 2.87% |
| #8 | SWISSCOM AG (n/a) - 1.34% | EXELIXIS INC (EXEL) - 2.76% |
| #9 | ENI SPA (n/a) - 1.31% | MANHATTAN ASSOCIATES INC (MANH) - 2.68% |
| #10 | TOTALENERGIES SE (TTE:XPAR) - 1.29% | UNITED THERAPEUTICS CORP (UTHR) - 2.46% |
| #11 | OVERSEA-CHINESE BANKING CORP LTD (n/a) - 1.22% | CARLISLE COMPANIES INC (CSL) - 2.28% |
| #12 | SAMPO OYJ CLASS A (n/a) - 1.20% | NEXTPOWER INC CLASS A (NXT) - 2.15% |
| #13 | EQUINOR ASA (n/a) - 1.20% | EVERCORE INC CLASS A (EVR) - 2.15% |
| #14 | BOC HONG KONG HOLDINGS LTD (n/a) - 1.19% | LINCOLN ELECTRIC HOLDINGS INC (LECO) - 1.89% |
| #15 | UNILEVER PLC (n/a) - 1.18% | MUELLER INDUSTRIES INC (MLI) - 1.89% |
| #16 | ORANGE SA (n/a) - 1.12% | NEUROCRINE BIOSCIENCES INC (NBIX) - 1.77% |
| #17 | NESTLE SA (n/a) - 1.12% | RENAISSANCERE HOLDINGS LTD (RNR) - 1.74% |
| #18 | KONINKLIJKE AHOLD DELHAIZE NV (n/a) - 1.10% | GRACO INC (GGG) - 1.55% |
| #19 | SWISS PRIME SITE AG (n/a) - 1.06% | COGNEX CORP (CGNX) - 1.51% |
| #20 | KDDI CORP (n/a) - 1.04% | DOCUSIGN INC (DOCU) - 1.50% |
| #21 | CLP HOLDINGS LTD (n/a) - 1.02% | TEXAS ROADHOUSE INC (TXRH) - 1.50% |
| #22 | SOFTBANK CORP (n/a) - 1.01% | HECLA MINING CO (HL) - 1.47% |
| #23 | POSTE ITALIANE SPA (n/a) - 0.95% | SEI INVESTMENTS CO (SEIC) - 1.47% |
| #24 | JAPAN TOBACCO INC (n/a) - 0.94% | NEW YORK TIMES CO CLASS A (NYT) - 1.46% |
| #25 | BANK HAPOALIM BM (n/a) - 0.94% | PRIMERICA INC (PRI) - 1.32% |
| Total Holdings | 292 | 82 |
EFAV vs XMHQ - Historical Returns
Returns include dividend reinvestment.
1M
EFAV
+4.37%
Winner
XMHQ
+5.75%
3M
EFAV
+4.72%
Winner
XMHQ
+11.11%
6M
EFAV
+2.74%
Winner
XMHQ
+10.75%
1Y
EFAV
+14.08%
Winner
XMHQ
+16.84%
5Y(CAGR)
EFAV
+6.89%
Winner
XMHQ
+11.20%
10Y(CAGR)
EFAV
+6.57%
Winner
XMHQ
+13.10%
Max(CAGR)
EFAV
+7.32%
Winner
XMHQ
+9.67%
EFAV vs XMHQ - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | EFAV | XMHQ |
|---|---|---|
| 2026 | +11.28% | +15.14% |
| 2025 | +26.40% | +4.75% |
| 2024 | +6.07% | +17.04% |
| 2023 | +11.62% | +30.69% |
| 2022 | -14.94% | -12.65% |
| 2021 | +6.72% | +22.10% |
| 2020 | -0.48% | +26.00% |
| 2019 | +16.95% | +28.32% |
| 2018 | -6.14% | -9.88% |
| 2017 | +22.12% | +14.95% |
| 2016 | -0.60% | +18.06% |
| 2015 | +8.41% | -6.53% |
| 2014 | +5.21% | +14.01% |
| 2013 | +14.45% | +33.42% |
| 2012 | +9.64% | +12.17% |
| 2011 | -0.77% | -2.26% |
| 2010 | N/A | +19.46% |
| 2009 | N/A | +27.01% |
| 2008 | N/A | -39.28% |
| 2007 | N/A | +5.11% |
| 2006 | N/A | +2.52% |
EFAV vs XMHQ Drawdown Comparison
The maximum drawdown for EFAV was -27.56%, occurring on Mar 23, 2020. Recovery took 246 trading sessions.
The maximum drawdown for XMHQ was -58.19%, occurring on Nov 21, 2008. Recovery took 1390 trading sessions.
The current XMHQ drawdown is -0.51%.
| Rank | EFAV | XMHQ |
|---|---|---|
| #1 | -27.56% Jan 17, 2020 - Jan 8, 2021 | -58.19% Jul 13, 2007 - Jan 18, 2013 |
| #2 | -27.44% Sep 3, 2021 - Jul 31, 2024 | -36.89% Feb 19, 2020 - Jul 27, 2020 |
| #3 | -12.25% Jan 26, 2018 - Jun 20, 2019 | -25.47% Nov 16, 2021 - Jul 12, 2023 |
| #4 | -11.29% May 15, 2015 - Apr 18, 2016 | -24.56% Nov 25, 2024 - Jan 15, 2026 |
| #5 | -10.22% Sep 6, 2016 - Apr 24, 2017 | -22.38% May 19, 2015 - Jul 22, 2016 |
| #6 | -10.19% May 8, 2013 - Oct 17, 2013 | -21.82% Sep 21, 2018 - Jul 24, 2019 |
| #7 | -9.86% Apr 2, 2012 - Aug 3, 2012 | -10.86% Sep 1, 2023 - Dec 13, 2023 |
| #8 | -9.83% Oct 27, 2011 - Mar 1, 2012 | -10.32% Mar 28, 2024 - Oct 18, 2024 |
| #9 | -8.65% Sep 16, 2024 - Mar 3, 2025 | -10.06% Jan 26, 2018 - Jul 9, 2018 |
| #10 | -8.49% Jul 3, 2014 - Feb 5, 2015 | -9.62% Sep 4, 2014 - Nov 3, 2014 |
| #11 | -7.49% Mar 19, 2025 - Apr 15, 2025 | -9.37% Sep 2, 2020 - Oct 9, 2020 |
| #12 | -7.29% Apr 19, 2016 - Aug 11, 2016 | -8.72% May 7, 2021 - Oct 21, 2021 |
| #13 | -6.64% Feb 27, 2026 - Jul 29, 2026 | -8.40% Jan 22, 2026 - May 5, 2026 |
| #14 | -5.21% Oct 22, 2013 - Feb 18, 2014 | -7.88% Jul 24, 2019 - Nov 4, 2019 |
| #15 | -5.03% Jan 8, 2021 - Apr 15, 2021 | -6.55% Sep 8, 2016 - Nov 21, 2016 |
Correlation
Correlation between EFAV and XMHQ is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.
0.92
-101
Dividend Comparison (2006 - 2026)
EFAV vs XMHQ dividend yield comparison.
| Year | EFAV | XMHQ |
|---|---|---|
| 2026 | 1.78% | 0.26% |
| 2025 | 3.20% | 0.64% |
| 2024 | 3.24% | 5.20% |
| 2023 | 3.08% | 0.73% |
| 2022 | 2.53% | 1.72% |
| 2021 | 2.47% | 1.00% |
| 2020 | 1.33% | 1.12% |
| 2019 | 4.19% | 1.22% |
| 2018 | 3.34% | 1.59% |
| 2017 | 2.45% | 1.06% |
| 2016 | 3.94% | 1.63% |
| 2015 | 2.49% | 1.34% |
| 2014 | 3.57% | 1.25% |
| 2013 | 2.53% | 1.11% |
| 2012 | 1.97% | 1.59% |
| 2011 | 0.46% | 1.04% |
| 2010 | 0.00% | 0.85% |
| 2009 | 0.00% | 0.78% |
| 2008 | 0.00% | 0.90% |
| 2007 | 0.00% | 0.50% |
| 2006 | 0.00% | 0.17% |
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