ICVT vs EFAV

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

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

ICVT vs EFAV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

ICVT

$5.30B

EFAV

$5.30B

Expense Ratio

ICVT

0.20%

EFAV

0.20%

Max Drawdown

ICVT

38.15%

Winner

EFAV

29.26%

Sharpe Ratio

Winner

ICVT

2.22

EFAV

0.91

5Y Beta

ICVT

0.57

Winner

EFAV

0.31

5Y Dividends CAGR

ICVT

-14.14%

Winner

EFAV

5.97%

ICVT vs EFAV - Historical Returns

Returns include dividend reinvestment.

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

Winner

ICVT

+8.84%

EFAV

-2.66%

Winner

ICVT

+11.42%

EFAV

-1.22%

Winner

ICVT

+15.74%

EFAV

+8.23%

Winner

ICVT

+37.59%

EFAV

+15.03%

5Y(CAGR)

Winner

ICVT

+6.99%

EFAV

+6.83%

10Y(CAGR)

Winner

ICVT

+13.67%

EFAV

+6.24%

Max(CAGR)

Winner

ICVT

+11.61%

EFAV

+7.06%

ICVT vs EFAV - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

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

ICVT vs EFAV Drawdown Comparison

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

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

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

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

Correlation

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

0.88

-101

Dividend Comparison (2011 - 2026)

ICVT vs EFAV dividend yield comparison.

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