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EFA correlations (iShares MSCI EAFE ETF)

Which assets move with EFA and which ones diversify it, computed from weekly returns across 4756 stocks and ETFs.

Data as of 2026-08-27 · refreshed every trading day · International

Volatility (ann.)

14.9%

3y weekly

Beta vs S&P 500

0.77

3y weekly

1-year return

+21.9%

price, adjusted

5-year return

+56.7%

price, adjusted

Expense ratio

0.32%

annual

Assets

$78.0B

under management

Dividend yield

3.19%

trailing

Max drawdown

-14.1%

3y, daily closes

EFA over the last 12 months, weekly closes indexed to 100 at the start.

Stocks and ETFs most correlated with EFA

Asset		Correlation (3Y)
IEFA	iShares Core MSCI EAFE ETF	1.00
VEA	Vanguard FTSE Developed Markets ETF	0.99
VT	Vanguard Total World Stock ETF	0.88
ACWI	iShares MSCI ACWI ETF	0.88
EWJ	iShares MSCI Japan ETF	0.87
ETO	Eaton Vance Tax-Advantage Global Dividend Opp	0.85
EXG	Eaton Vance Tax-Managed Global Diversified Equity Income	0.84
BGY	Blackrock Enhanced International Dividend Trust	0.84
ETG	Eaton Vance Tax-Advantaged Global Dividend Income Fund	0.83
EEA	The European Equity Fund, Inc.	0.82
VWO	Vanguard FTSE Emerging Markets ETF	0.81
BOE	Blackrock Enhanced Global Dividend Trust	0.81
AOD	abrdn Total Dynamic Dividend Fund	0.80
GDV	Gabelli Dividend & Income Trust	0.80
IEMG	iShares Core MSCI Emerging Markets ETF	0.79

Best diversifiers for EFA

If the goal is offsetting EFA, these tracked assets have historically moved the most on their own terms.

Asset		Correlation (3Y)
VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	-0.69
VXZ	iPath Series B S&P 500 VIX Mid-Term Futures ETN	-0.61
FNGD	MicroSectors FANG Index -3X Inverse Leveraged ETNs due	-0.53
USO	United States Oil Fund	-0.26
MOBX	Mobix Labs, Inc.	-0.23
VELO	Velo3D, Inc.	-0.19
DGZ	DB Gold Short ETN due February 15, 2038	-0.19
MXC	Mexco Energy Corporation	-0.18
WHLR	Wheeler Real Estate Investment Trust, Inc.	-0.18
ALMS	Alumis Inc.	-0.17

EFA vs benchmarks

EFA vs its peers

Get EFA data as JSON

Free API · no key required

$ curl https://www.pairbook.io/api/v1/symbols/efa.json

Correlations, diversifiers, beta and volatility for EFA, plus one endpoint per pair. API documentation.

EFA holdings overlap with other ETFs

ETF		Overlap	Correlation (3Y)
EFA vs IEFA	iShares Core MSCI EAFE ETF	85.6%	1.00
EFA vs VEA	Vanguard FTSE Developed Markets ETF	68.6%	0.99
EFA vs EWJ	iShares MSCI Japan ETF	23.2%	0.87
EFA vs ACWI	iShares MSCI ACWI ETF	22.5%	0.88
EFA vs VT	Vanguard Total World Stock ETF	20.7%	0.88
EFA vs SOXX	iShares Semiconductor ETF	2.6%	0.62
EFA vs RSP	Invesco S&P 500 Equal Weight ETF	2.0%	0.78
EFA vs MDY	SPDR S&P MidCap 400 ETF	1.6%	0.72
EFA vs SPYV	SPDR Portfolio S&P 500 Value ETF	1.5%	0.76
EFA vs VYM	Vanguard High Dividend Yield ETF	1.4%	0.75
EFA vs IWM	iShares Russell 2000 ETF	1.3%	0.69
EFA vs QQQ	Invesco QQQ Trust	1.3%	0.66
EFA vs QQQM	Invesco Nasdaq 100 ETF	1.3%	0.66
EFA vs USMV	iShares MSCI USA Min Vol Factor ETF	1.3%	0.67
EFA vs VTI	Vanguard Total Stock Market ETF	1.2%	0.76
EFA vs VTV	Vanguard Value ETF	1.2%	0.76
EFA vs VIG	Vanguard Dividend Appreciation ETF	1.1%	0.76
EFA vs VOO	Vanguard S&P 500 ETF	1.1%	0.75
EFA vs IVV	iShares Core S&P 500 ETF	1.0%	0.75
EFA vs SPY	SPDR S&P 500 ETF Trust	1.0%	0.75
EFA vs DGRO	iShares Core Dividend Growth ETF	0.9%	0.76
EFA vs XLP	Consumer Staples Select Sector SPDR Fund	0.7%	0.48
EFA vs SCHD	Schwab US Dividend Equity ETF	0.6%	0.60
EFA vs VUG	Vanguard Growth ETF	0.6%	0.63
EFA vs DIA	SPDR Dow Jones Industrial Average ETF	0.5%	0.73
EFA vs ICLN	iShares Global Clean Energy ETF	0.5%	0.53
EFA vs VWO	Vanguard FTSE Emerging Markets ETF	0.5%	0.81
EFA vs XLU	Utilities Select Sector SPDR Fund	0.5%	0.35
EFA vs IBB	iShares Biotechnology ETF	0.4%	0.59
EFA vs IEMG	iShares Core MSCI Emerging Markets ETF	0.4%	0.79
EFA vs XLF	Financial Select Sector SPDR Fund	0.4%	0.60
EFA vs XLI	Industrial Select Sector SPDR Fund	0.4%	0.73
EFA vs EEM	iShares MSCI Emerging Markets ETF	0.3%	0.79
EFA vs SPYG	SPDR Portfolio S&P 500 Growth ETF	0.3%	0.64
EFA vs XLK	Technology Select Sector SPDR Fund	0.3%	0.60
EFA vs MTUM	iShares MSCI USA Momentum Factor ETF	0.2%	0.63
EFA vs XLY	Consumer Discretionary Select Sector SPDR Fund	0.2%	0.64
EFA vs QUAL	iShares MSCI USA Quality Factor ETF	0.1%	0.74
EFA vs XLB	Materials Select Sector SPDR Fund	0.1%	0.75
EFA vs XLE	Energy Select Sector SPDR Fund	0.1%	0.13
EFA vs XLV	Health Care Select Sector SPDR Fund	0.1%	0.52
EFA vs FXI	iShares China Large-Cap ETF	0%	0.51
EFA vs VNQ	Vanguard Real Estate ETF	0.0%	0.55
EFA vs XLC	Communication Services Select Sector SPDR Fund	0%	0.62
EFA vs XLRE	Real Estate Select Sector SPDR Fund	0%	0.54