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iShares Core MSCI EAFE IMI Index ETF (XEF : TSX)

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International Equity

FundGrade B Click for more information on Fundata’s FundGrade

FundGrade B

Click for more information on Fundata’s FundGrade.

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

Fundata ESG Grade C

Click for more information on Fundata’s ESG Grade.

Close
(05-17-2024) 		$38.36
Change
$0.12 (0.31%)
Open $38.25
Day Range $38.23 - $38.38
Volume 32,476

As at April 30, 2024

As at April 30, 2024

As at February 29, 2024

  • Closing Price / Volume
Period
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Legend

iShares Core MSCI EAFE IMI Index ETF

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Fund Returns

Inception Return (April 10, 2013): 8.25%

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 -0.98% 5.21% 17.16% 6.87% 10.11% 11.82% 5.73% 10.32% 6.25% 5.33% 5.70% 7.59% 6.11% 6.64%
Benchmark -1.23% 5.31% 17.50% 6.26% 10.76% 11.78% 5.22% 10.18% 6.31% 5.21% 5.71% 7.58% 6.13% 6.78%
Category Average -1.59% 15.49% 15.49% 5.35% 7.84% 9.70% 3.19% 8.71% 5.16% 4.41% 4.71% 6.36% 4.81% 5.42%
Category Rank 279 / 780 353 / 776 261 / 770 212 / 772 241 / 741 226 / 723 218 / 697 243 / 658 239 / 621 242 / 542 199 / 482 155 / 429 136 / 369 145 / 345
Quartile Ranking 2 2 2 2 2 2 2 2 2 2 2 2 2 2

Monthly Return

Monthly Return
Return % May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Fund -3.93% 1.49% 2.83% -1.08% -3.63% -1.68% 6.79% 2.65% 1.58% 3.17% 2.99% -0.98%
Benchmark -3.45% 1.52% 3.11% -1.30% -3.65% -1.92% 7.38% 2.98% 0.90% 3.40% 3.12% -1.23%

Best Monthly Return Since Inception

11.95% (November 2020)

Worst Monthly Return Since Inception

-8.67% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 2.42% 20.40% -2.34% 17.69% -6.62% 16.15% 6.49% 10.04% -9.27% 14.34%
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 3 1 3 2 2 3 3 2 2 2
Category Rank 181/ 325 86/ 363 220/ 408 215/ 468 218/ 531 362/ 599 364/ 653 269/ 684 252/ 707 340/ 735

Best Calendar Return (Last 10 years)

20.40% (2015)

Worst Calendar Return (Last 10 years)

-9.27% (2022)

Asset Allocation

Asset Allocation
Name Percent
International Equity 97.94
Income Trust Units 1.05
Foreign Corporate Bonds 0.01
Foreign Government Bonds 0.01
Other 0.99

Sector Allocation

Sector Allocation
Name Percent
Financial Services 18.16
Consumer Goods 15.89
Healthcare 11.40
Industrial Goods 10.59
Technology 8.77
Other 35.19

Geographic Allocation

Geographic Allocation
Name Percent
Europe 62.32
Asia 35.02
Africa and Middle East 0.94
Latin America 0.08
North America 0.06
Other 1.58

Top Holdings

Top Holdings
Name Percent
iShares Core MSCI EAFE ETF (IEFA) 3.12
Novo Nordisk A/S Cl B 2.15
ASML Holding NV 1.83
Nestle SA Cl N 1.37
Toyota Motor Corp 1.25
AstraZeneca PLC 1.19
Shell PLC 1.19
LVMH Moet Hennessy Louis Vuitton SE 1.17
Novartis AG Cl N 1.01
Sap SE 0.97

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 Core MSCI EAFE IMI Index ETF

Median

Other - International Equity

3 Yr Annualized

Standard Deviation 12.85% 13.35% 12.15%
Beta 0.96% 0.97% 0.97%
Alpha 0.01% 0.00% 0.00%
Rsquared 0.99% 0.99% 0.99%
Sharpe 0.28% 0.37% 0.47%
Sortino 0.41% 0.45% 0.52%
Treynor 0.04% 0.05% 0.06%
Tax Efficiency 81.20% 83.48% 85.10%
Volatility Volatility rating is 6 on a scale of 1 to 10 Volatility rating is 6 on a scale of 1 to 10 Volatility rating is 6 on a scale of 1 to 10

Risk Rating

Rating 6 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 10.94% 12.85% 13.35% 12.15%
Beta 0.95% 0.96% 0.97% 0.97%
Alpha 0.00% 0.01% 0.00% 0.00%
Rsquared 0.99% 0.99% 0.99% 0.99%
Sharpe 0.50% 0.28% 0.37% 0.47%
Sortino 1.15% 0.41% 0.45% 0.52%
Treynor 0.06% 0.04% 0.05% 0.06%
Tax Efficiency 88.87% 81.20% 83.48% 85.10%

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 April 10, 2013
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status -
Currency CAD
Distribution Frequency Semi Annual
Assets ($mil) $8,089
52 Week High $38.43
52 Week Low $31.30
Annual Dividend $0.95
Annual Yield -
Index MSCI EAFE Investable Market 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 IMI Index ETF seeks to provide long-term capital growth by replicating, to the extent possible, the performance of the MSCI EAFE Investable Market Index, net of expenses.

Investment Strategy

The investment strategy of the iShares MSCI EAFE IMI Index ETF is to invest primarily in a portfolio of securities which make up the MSCI EAFE Investable Market Index, selected by BlackRock Canada from time to time, that closely matches the characteristics of the index.

Portfolio Manager(s)

Name Start Date
BlackRock Institutional Trust Company, N.A. 04-10-2013
BlackRock Asset Management Canada Limited 08-05-2020

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 0.22%
Management Fee 0.20%

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