Passive

iShares MSCI EAFE Min Vol Factor ETF

The iShares MSCI EAFE Min Vol Factor ETF (the “Fund”) seeks to track the investment results of an index composed of developed market equities that, in the aggregate, have lower volatility characteristics relative to the broader developed equity markets, excluding the U.S. and Canada.

$89.02

Key Metrics

TER 0.20% per year
Distribution policy Distributing
Fund size USD 5,409 M
Inception date October 18, 2011
Holdings 263
Fund currency USD
Fund domicile US
Provider iShares
For full official fund details, factsheets, and holdings, visit ishares.com (opens in new tab).

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Historical Return

Last updated: Jul 01, 2026
1 Year +4.0% +3.3% Div
3 Years (avg.) +9.2% +3.3% Div
5 Years (avg.) +3.0% +3.3% Div

Risk & Analysis Metrics

Last updated: Jul 01, 2026

Volatility

10.35% 1 Year
10.94% 3 Years
11.97% 5 Years
13.17% 10 Years

Max Drawdown

-8.40% 1 Year
-9.74% 3 Years
-29.26% 5 Years
-29.26% 10 Years

Sharpe Ratio

-0.03 1 Year
0.43 3 Years
-0.06 5 Years
-0.05 10 Years

Return Triangle (Heatmap)

Last updated: Jul 01, 2026
2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025
2011 -1.2% 3.0% 5.7% 4.7% 4.9% 3.3% 5.4% 3.5% 4.4% 3.8% 3.8% 1.9% 2.4% 2.4% 3.6%
2012 7.4% 9.4% 6.8% 6.5% 4.3% 6.6% 4.2% 5.2% 4.3% 4.3% 2.2% 2.7% 2.7% 4.0%
2013 11.5% 6.4% 6.2% 3.5% 6.4% 3.7% 4.8% 4.0% 4.0% 1.7% 2.2% 2.3% 3.7%
2014 1.7% 3.7% 1.0% 5.2% 2.2% 3.8% 2.9% 3.1% 0.6% 1.4% 1.5% 3.1%
2015 5.8% 0.6% 6.4% 2.3% 4.2% 3.2% 3.3% 0.5% 1.3% 1.5% 3.2%
2016 -4.3% 6.7% 1.2% 3.8% 2.6% 2.9% -0.2% 0.8% 1.0% 3.0%
2017 19.1% 4.1% 6.7% 4.5% 4.4% 0.5% 1.5% 1.7% 3.8%
2018 -9.1% 1.0% 0.0% 1.0% -2.9% -1.1% -0.6% 2.0%
2019 12.1% 4.9% 4.6% -1.3% 0.5% 0.9% 3.7%
2020 -1.9% 1.0% -5.4% -2.2% -1.2% 2.4%
2021 4.1% -7.1% -2.2% -1.0% 3.3%
2022 -17.0% -5.3% -2.7% 3.0%
2023 8.1% 5.4% 10.8%
2024 2.7% 12.1%
2025 22.4%

Distributions

*by ETF Portfolio Weight Last updated: Jul 01, 2026

Profit Margin Distribution

< 0%
0%
1y 3y N/A N/A
0 - 5%
27%
1y 3y N/A N/A
5 - 10%
26%
1y 3y N/A N/A
10 - 15%
22%
1y 3y N/A N/A
15 - 20%
12%
1y 3y N/A N/A
20 - 30%
11%
1y 3y N/A N/A
30 - 40%
2%
1y 3y N/A N/A
> 40%
0%
1y 3y N/A N/A

P/E Ratio Distribution

< 0
0%
1y 3y N/A N/A
0 - 10
1%
1y 3y N/A N/A
10 - 15
33%
1y 3y N/A N/A
15 - 20
8%
1y 3y N/A N/A
20 - 25
22%
1y 3y N/A N/A
25 - 35
26%
1y 3y N/A N/A
35 - 50
7%
1y 3y N/A N/A
> 50
3%
1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation
N/A
Undervalued
> 60%
0%
1y 3y N/A N/A
45 - 60%
0%
1y 3y N/A N/A
30 - 45%
0%
1y 3y N/A N/A
15 - 30%
0%
1y 3y N/A N/A
Fair (&plusmn;15%)
0%
1y 3y N/A N/A
Overvalued
15 - 30%
0%
1y 3y N/A N/A
30 - 45%
0%
1y 3y N/A N/A
45 - 60%
0%
1y 3y N/A N/A
> 60%
0%
1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap
0.0%
1y 3y N/A N/A
Small Cap
0.0%
1y 3y N/A N/A
Mid Cap
2.9%
1y 3y N/A N/A
Large Cap
81.5%
1y 3y N/A N/A
Mega Cap
15.6%
1y 3y N/A N/A
Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Portfolio Concentration

*by ETF Portfolio Weight Last updated: Jul 01, 2026
29.2% Top 5 Holdings
52.2% Top 10 Holdings
100.0% Top 50 Holdings
100.0% Top 100 Holdings
Top 5 Companies
E Eni Spa
6.2%
TTE TotalEnergies SE
6.1%
EQNR Equinor ASA
5.8%
RDS.A Royal Dutch Shell Plc
5.8%
SCMWY Swisscom AG
5.2%

Latest News

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Average metrics of all companies in portfolio

Last updated: Jun 28, 2026
Market
Average
Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares. $112B -
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price. 3.18% 2.01%
Beta Indicates the relationship between the price performance of a share and the market. 0.26 -
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth. 21.65 28.61
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything - -
Profitable Companies 100% -
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued. 24.17 18.04
Price to Sales Ratio Market cap divided by the revenue in the most recent year. 2.27 8.09
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company 4.37 10.18
Market
Average
Enterprise Value to EBIT Enterprise Value divided by EBIT 13.1 20.33
Enterprise Value to Revenue Enterprise value divided by revenue 2.69 7.98
Total Debt to Enterprise Value Total debt divided by enterprise value 0.34 0.04
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary. 1.09 0.27
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability. 12.08% 20.81%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago. +11.5% -118.0%
Return on Equity Equity divided by market cap. 28.20% 2.67%
Return on Assets Indicates a company's profitability in relation to its total assets. 8.33% 4.17%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits. 17.21% 3.72%

Sectors

Manufacturing 7.9%
Information 4.1%
Health Technology 3.6%
Mining, Quarrying, and Oil and Gas Extraction 3.3%
Consumer Non-Durables 2.7%
Energy 1.7%
Transportation and Warehousing 1.6%
Finance and Insurance 1.5%
Professional, Scientific, and Technical Services 0.1%
Other 73.6%

Countries

Japan 26.0%
Switzerland 11.0%
United Kingdom 10.1%
France 6.3%
Hong Kong 5.7%
Australia 5.5%
Singapore 5.4%
Spain 4.4%
Italy 4.2%
Germany 3.7%
Israel 3.4%
Netherlands 3.2%
Finland 3.0%
Norway 1.7%
Belgium 1.6%
Denmark 1.6%
Austria 0.7%
Ireland 0.7%
Portugal 0.6%
New Zealand 0.6%
Other 0.5%
Bermuda 0.1%
Sweden 0.1%

Stock Screener

Select filters to narrow down the 45 investments below

45 companies

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%
Market Cap
P/E Ratio
Dividends Ratio of dividends in the last 12 months to current share price
Total Investment
Weight

Eni Spa - ADR

E - Mining, Quarrying, and Oil and Gas Extraction

Eni Spa - ADR

E - Mining, Quarrying, and Oil and Gas Extraction
Market Cap $67.41B
P/E Ratio 25.3
Dividends 5.2%
Total Investment $91.1M
Weight 1.68%

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TotalEnergies SE - ADR

TTE - Energy

TotalEnergies SE - ADR

TTE - Energy
Market Cap $170.97B
P/E Ratio 11.4
Dividends 5.0%
Total Investment $90.1M
Weight 1.67%

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Equinor ASA - ADR

EQNR - Manufacturing

Equinor ASA - ADR

EQNR - Manufacturing
Market Cap $78.66B
P/E Ratio 14.3
Dividends 4.7%
Total Investment $85.83M
Weight 1.59%

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Royal Dutch Shell Plc - ADR (Representing Ordinary Shares - Class A)

RDS.A - Mining, Quarrying, and Oil and Gas Extraction

Royal Dutch Shell Plc - ADR (Representing Ordinary Shares - Class A)

RDS.A - Mining, Quarrying, and Oil and Gas Extraction
Market Cap
P/E Ratio
Dividends
Total Investment $85.11M
Weight 1.57%

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Swisscom AG - ADR

SCMWY - Information

Swisscom AG - ADR

SCMWY - Information
Market Cap $40.93B
P/E Ratio 26.8
Dividends 4.1%
Total Investment $76.35M
Weight 1.41%

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Takeda Pharmaceutical Co - ADR

TAK - Manufacturing

Takeda Pharmaceutical Co - ADR

TAK - Manufacturing
Market Cap $50.27B
P/E Ratio 41.7
Dividends 3.9%
Total Investment $75.91M
Weight 1.40%

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Novartis AG - ADR

NVS - Health Technology

Novartis AG - ADR

NVS - Health Technology
Market Cap $296.54B
P/E Ratio 22.3
Dividends 2.9%
Total Investment $73.47M
Weight 1.36%

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Zurich Insurance Group AG Ltd - ADR

ZURVY - Finance and Insurance

Zurich Insurance Group AG Ltd - ADR

ZURVY - Finance and Insurance
Market Cap $108.53B
P/E Ratio 12.6
Dividends 5.1%
Total Investment $72.63M
Weight 1.34%

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Unilever plc - ADR

UL - Consumer Non-Durables

Unilever plc - ADR

UL - Consumer Non-Durables
Market Cap $130.45B
P/E Ratio 28.2
Dividends 3.7%
Total Investment $59.7M
Weight 1.10%

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Nestle SA - ADR

NSRGY - Manufacturing

Nestle SA - ADR

NSRGY - Manufacturing
Market Cap $264.19B
P/E Ratio 23.7
Dividends 3.7%
Total Investment $57.34M
Weight 1.06%

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East Japan Railway Company - ADR

EJPRY - Transportation and Warehousing

East Japan Railway Company - ADR

EJPRY - Transportation and Warehousing
Market Cap $23.51B
P/E Ratio 15.4
Dividends 2.2%
Total Investment $49.06M
Weight 0.91%

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Koninklijke KPN NV - ADR

KKPNY - Information

Koninklijke KPN NV - ADR

KKPNY - Information
Market Cap $20.04B
P/E Ratio 20.5
Dividends 4.1%
Total Investment $46.6M
Weight 0.86%

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Sanofi - ADR

SNY - Health Technology

Sanofi - ADR

SNY - Health Technology
Market Cap $103.26B
P/E Ratio 11.9
Dividends 5.5%
Total Investment $42.52M
Weight 0.79%

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Astrazeneca plc - ADR

AZN - Health Technology

Astrazeneca plc - ADR

AZN - Health Technology
Market Cap $294.4B
P/E Ratio 28.0
Dividends 1.6%
Total Investment $41.53M
Weight 0.77%

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Haleon plc - ADR

HLN

Haleon plc - ADR

HLN
Market Cap $40.79B
P/E Ratio 30.4
Dividends 2.0%
Total Investment $35.38M
Weight 0.65%

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British American Tobacco Plc - ADR

BTI - Consumer Non-Durables

British American Tobacco Plc - ADR

BTI - Consumer Non-Durables
Market Cap $135.96B
P/E Ratio 13.5
Dividends 5.1%
Total Investment $35.18M
Weight 0.65%

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Astellas Pharma Inc. - ADR

ALPMY - Manufacturing

Astellas Pharma Inc. - ADR

ALPMY - Manufacturing
Market Cap $23.9B
P/E Ratio 13.2
Dividends 3.6%
Total Investment $34.55M
Weight 0.64%

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GSK Plc - ADR

GSK - Manufacturing

GSK Plc - ADR

GSK - Manufacturing
Market Cap $105.2B
P/E Ratio 13.7
Dividends 3.4%
Total Investment $34.25M
Weight 0.63%

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Deutsche Telekom AG - ADR

DTEGY - Information

Deutsche Telekom AG - ADR

DTEGY - Information
Market Cap $146.24B
P/E Ratio 14.4
Dividends 3.8%
Total Investment $33.31M
Weight 0.62%

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Anheuser-Busch InBev SA/NV - ADR

BUD - Manufacturing

Anheuser-Busch InBev SA/NV - ADR

BUD - Manufacturing
Market Cap $164.54B
P/E Ratio 17.4
Dividends 1.1%
Total Investment $28.99M
Weight 0.54%

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