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iShares MSCI Min Vol EAFE Index ETF (XMI : TSX)

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International Equity

FundGrade D Click for more information on Fundata’s FundGrade

FundGrade D

Click for more information on Fundata’s FundGrade.

Fundata ESG GradeE Click for more information on Fundata’s ESG Grade

Fundata ESG Grade E

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FundGrade A+® Rating Recipient

FundGrade A+® Rating Recipient

2017, 2016, 2015

Click for more information on Fundata’s FundGrade

Close
(12-20-2024) 		$38.83
Change
$0.03 (0.08%)
Open $38.51
Day Range $38.51 - $38.96
Volume 600

As at November 30, 2024

As at November 30, 2024

As at July 31, 2024

  • Closing Price / Volume
Period
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Legend

iShares MSCI Min Vol EAFE Index ETF

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Fund Returns

Inception Return (July 24, 2012): 8.17%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund 0.47% 0.00% 7.68% 14.95% 16.20% 11.50% 4.88% 4.97% 2.97% 4.20% 3.69% 5.20% 4.37% 6.02%
Benchmark 0.03% -1.59% 1.81% 11.00% 14.30% 13.50% 6.07% 6.70% 6.57% 7.37% 5.44% 7.51% 6.38% 7.19%
Category Average 0.28% 2.28% 2.28% 11.22% 14.53% 11.60% 4.53% 5.53% 5.71% 6.63% 4.70% 6.58% 5.45% 5.91%
Category Rank 348 / 806 247 / 800 61 / 783 146 / 770 272 / 770 445 / 733 373 / 702 481 / 680 626 / 650 572 / 598 443 / 531 396 / 471 333 / 409 218 / 366
Quartile Ranking 2 2 1 1 2 3 3 3 4 4 4 4 4 3

Monthly Return

Monthly Return
Return % Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov
Fund 1.09% 0.65% 2.27% 1.87% -0.73% 2.54% -1.14% 6.54% 2.24% 0.20% -0.66% 0.47%
Benchmark 2.98% 0.90% 3.40% 3.12% -1.23% 2.60% -0.96% 4.08% 0.37% 1.09% -2.68% 0.03%

Best Monthly Return Since Inception

13.81% (January 2015)

Worst Monthly Return Since Inception

-5.99% (February 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 12.10% 28.50% -6.07% 13.59% 2.12% 9.86% -2.19% 5.71% -9.35% 8.81%
Benchmark 4.12% 19.41% -1.70% 18.37% -6.81% 16.27% 8.01% 8.97% -10.67% 15.74%
Category Average 1.55% 13.82% -2.56% 17.84% -8.91% 17.54% 7.87% 8.64% -12.60% 13.75%
Quartile Ranking 1 1 4 4 1 4 4 4 2 4
Category Rank 11/ 328 2/ 367 344/ 411 367/ 471 3/ 532 549/ 600 554/ 650 573/ 680 251/ 703 713/ 733

Best Calendar Return (Last 10 years)

28.50% (2015)

Worst Calendar Return (Last 10 years)

-9.35% (2022)

Asset Allocation

Asset Allocation
Name Percent
International Equity 98.10
Income Trust Units 0.80
US Equity 0.62
Cash and Equivalents 0.32
Foreign Corporate Bonds 0.17
Other -0.01

Sector Allocation

Sector Allocation
Name Percent
Financial Services 15.33
Healthcare 14.79
Consumer Goods 13.10
Telecommunications 9.83
Industrial Services 9.79
Other 37.16

Geographic Allocation

Geographic Allocation
Name Percent
Europe 55.76
Asia 40.32
Africa and Middle East 2.75
North America 1.10
Latin America 0.07

Top Holdings

Top Holdings
Name Percent
iShares MSCI EAFE Min Vol Factor ETF (EFAV) 100.00

Equity Style

Market capitalization is large. Equity style is blend.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

iShares MSCI Min Vol EAFE Index ETF

Median

Other - International Equity

3 Yr Annualized

Standard Deviation 10.42% 9.97% 10.12%
Beta 0.68% 0.62% 0.67%
Alpha 0.01% -0.01% 0.01%
Rsquared 0.77% 0.72% 0.68%
Sharpe 0.17% 0.11% 0.47%
Sortino 0.36% 0.06% 0.55%
Treynor 0.03% 0.02% 0.07%
Tax Efficiency 81.64% 69.21% 83.11%
Volatility Volatility rating is 5 on a scale of 1 to 10 Volatility rating is 4 on a scale of 1 to 10 Volatility rating is 5 on a scale of 1 to 10

Risk Rating

Rating 5 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 7.19% 10.42% 9.97% 10.12%
Beta 0.76% 0.68% 0.62% 0.67%
Alpha 0.05% 0.01% -0.01% 0.01%
Rsquared 0.61% 0.77% 0.72% 0.68%
Sharpe 1.51% 0.17% 0.11% 0.47%
Sortino 6.40% 0.36% 0.06% 0.55%
Treynor 0.14% 0.03% 0.02% 0.07%
Tax Efficiency 93.11% 81.64% 69.21% 83.11%

Fundata ESG Metrics

Fundata ESG Score

The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.

Fundata E Score

Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.

Fundata S Score

Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.

Fundata G Score

Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.

Powered by OWL Analytics. For more information, please contact Fundata Canada.

View the full methodology

Fund Details

Start Date July 24, 2012
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Semi Annual
Assets ($mil) $110
52 Week High $40.08
52 Week Low $34.21
Annual Dividend $0.97
Annual Yield -
Index MSCI EAFE Minimum Volatility (USD) Index
Shares Outstanding -
Registered Plan Eligible Yes

ETF Characteristics

Exposure 1x performance
Asset Class High -
Asset Class Medium -
Asset Class Low -
Leveraged -
Inverse -
Advisor Series -
Covered Call Strategy No

Investment Objectives

The iShares MSCI EAFE Minimum Volatility Index Fund seeks to provide long-term capital growth by replicating, to the extent possible, the performance of the MSCI EAFE Minimum Volatility Index (USD), net of expenses.

Investment Strategy

The investment strategy of the iShares MSCI EAFE Minimum Volatility Index Fund is to invest primarily in shares of one or more U.S. iShares Funds such that the resulting portfolio will have characteristics that closely match the characteristics of the MSCI EAFE Minimum Volatility Index (USD).

Portfolio Manager(s)

Name Start Date
BlackRock Institutional Trust Company, N.A. 07-24-2012
BlackRock Asset Management Canada Limited 07-24-2012

Management and Organization

Fund Manager BlackRock Asset Management Canada Limited
Advisor BlackRock Asset Management Canada Limited
Custodian State Street Trust Company Canada
Registrar State Street Trust Company Canada
Distributor -
Auditor PriceWaterhouseCoopers LLP

Fees

MER 0.38%
Management Fee 0.35%

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