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IEFA correlations (iShares Core MSCI EAFE ETF)

Which assets move with IEFA 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.)

15.0%

3y weekly

Beta vs S&P 500

0.77

3y weekly

1-year return

+21.8%

price, adjusted

5-year return

+54.5%

price, adjusted

Expense ratio

0.07%

annual

Assets

$190.1B

under management

Dividend yield

3.35%

trailing

Max drawdown

-13.8%

3y, daily closes

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

Stocks and ETFs most correlated with IEFA

Asset		Correlation (3Y)
EFA	iShares 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	0.86
EXG	Eaton Vance Tax-Managed Global Diversified Equity Income	0.85
ETG	Eaton Vance Tax-Advantaged Global Dividend Income Fund	0.84
BGY	Blackrock Enhanced International Dividend Trust	0.84
EEA	The European Equity Fund, Inc.	0.82
VWO	Vanguard FTSE Emerging Markets ETF	0.81
BOE	Blackrock Enhanced Global Dividend Trust	0.81
GDV	Gabelli Dividend & Income Trust	0.80
AOD	abrdn Total Dynamic Dividend Fund	0.80
IEMG	iShares Core MSCI Emerging Markets ETF	0.80

Best diversifiers for IEFA

These are the assets whose returns had the least to do with IEFA's, historically the most independent picks in our universe.

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	-0.60
FNGD	MicroSectors FANG Index -3X Inverse Leveraged ETNs due	-0.54
USO	United States Oil Fund	-0.26
MOBX	Mobix Labs, Inc.	-0.23
DGZ	DB Gold Short ETN due February 15, 2038	-0.19
VELO	Velo3D, Inc.	-0.19
MXC	Mexco Energy Corporation	-0.18
WHLR	Wheeler Real Estate Investment Trust, Inc.	-0.17
MACI	Melar Acquisition Corp. I - Class A	-0.17

IEFA vs benchmarks

IEFA vs its peers

Get IEFA data as JSON

Free API · no key required

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

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

IEFA holdings overlap with other ETFs

ETF		Overlap	Correlation (3Y)
IEFA vs EFA	iShares MSCI EAFE ETF	85.6%	1.00
IEFA vs VEA	Vanguard FTSE Developed Markets ETF	77.1%	0.99
IEFA vs VT	Vanguard Total World Stock ETF	23.5%	0.88
IEFA vs ACWI	iShares MSCI ACWI ETF	22.7%	0.88
IEFA vs EWJ	iShares MSCI Japan ETF	19.9%	0.87
IEFA vs SOXX	iShares Semiconductor ETF	2.6%	0.61
IEFA vs RSP	Invesco S&P 500 Equal Weight ETF	2.0%	0.79
IEFA vs MDY	SPDR S&P MidCap 400 ETF	1.7%	0.73
IEFA vs SPYV	SPDR Portfolio S&P 500 Value ETF	1.6%	0.77
IEFA vs VYM	Vanguard High Dividend Yield ETF	1.6%	0.75
IEFA vs IWM	iShares Russell 2000 ETF	1.5%	0.70
IEFA vs VTI	Vanguard Total Stock Market ETF	1.5%	0.76
IEFA vs QQQ	Invesco QQQ Trust	1.3%	0.66
IEFA vs QQQM	Invesco Nasdaq 100 ETF	1.3%	0.66
IEFA vs USMV	iShares MSCI USA Min Vol Factor ETF	1.3%	0.67
IEFA vs VIG	Vanguard Dividend Appreciation ETF	1.2%	0.76
IEFA vs VOO	Vanguard S&P 500 ETF	1.2%	0.75
IEFA vs VTV	Vanguard Value ETF	1.2%	0.76
IEFA vs IVV	iShares Core S&P 500 ETF	1.1%	0.75
IEFA vs SPY	SPDR S&P 500 ETF Trust	1.1%	0.75
IEFA vs DGRO	iShares Core Dividend Growth ETF	1.0%	0.76
IEFA vs VWO	Vanguard FTSE Emerging Markets ETF	0.8%	0.81
IEFA vs ICLN	iShares Global Clean Energy ETF	0.6%	0.54
IEFA vs IEMG	iShares Core MSCI Emerging Markets ETF	0.6%	0.80
IEFA vs SCHD	Schwab US Dividend Equity ETF	0.6%	0.60
IEFA vs XLP	Consumer Staples Select Sector SPDR Fund	0.6%	0.47
IEFA vs VUG	Vanguard Growth ETF	0.5%	0.63
IEFA vs XLU	Utilities Select Sector SPDR Fund	0.5%	0.35
IEFA vs DIA	SPDR Dow Jones Industrial Average ETF	0.4%	0.73
IEFA vs EEM	iShares MSCI Emerging Markets ETF	0.4%	0.79
IEFA vs IBB	iShares Biotechnology ETF	0.4%	0.59
IEFA vs XLF	Financial Select Sector SPDR Fund	0.4%	0.60
IEFA vs SPYG	SPDR Portfolio S&P 500 Growth ETF	0.3%	0.64
IEFA vs XLI	Industrial Select Sector SPDR Fund	0.3%	0.73
IEFA vs XLK	Technology Select Sector SPDR Fund	0.3%	0.60
IEFA vs MTUM	iShares MSCI USA Momentum Factor ETF	0.2%	0.63
IEFA vs QUAL	iShares MSCI USA Quality Factor ETF	0.2%	0.74
IEFA vs XLY	Consumer Discretionary Select Sector SPDR Fund	0.2%	0.64
IEFA vs VNQ	Vanguard Real Estate ETF	0.1%	0.56
IEFA vs XLB	Materials Select Sector SPDR Fund	0.1%	0.75
IEFA vs XLE	Energy Select Sector SPDR Fund	0.1%	0.12
IEFA vs XLV	Health Care Select Sector SPDR Fund	0.1%	0.52
IEFA vs FXI	iShares China Large-Cap ETF	0.0%	0.51
IEFA vs XLC	Communication Services Select Sector SPDR Fund	0%	0.63
IEFA vs XLRE	Real Estate Select Sector SPDR Fund	0.0%	0.54