EFA (iShares MSCI EAFE ETF) — over the past 10 years it returned about 7.7% annualized on a total-return basis, yields roughly 3.25%, and had a worst drawdown near -34.2%. Here is the full picture — and you can backtest it yourself for free.
$10,000, 10 years on
A $10,000 investment 10 years ago, dividends reinvested, would be worth about $22,539 today.
Sortino
0.64
Volatility
17.4%
$10k → today
$22,539
Dividend history
| Year | Dividend / share | YoY growth |
|---|---|---|
| 2020 | $1.55 | — |
| 2021 | $2.62 | 68.6% |
| 2022 | $1.77 | -32.5% |
| 2023 | $2.24 | 27.0% |
| 2024 | $2.45 | 9.3% |
| 2025 | $3.25 | 32.5% |
Risk & return vs the S&P 500
| Metric | EFA | SPY |
|---|---|---|
| CAGR | 7.7% | 14.2% |
| Volatility | 17.4% | 17.9% |
| Sharpe | 0.51 | 0.83 |
| Sortino | 0.64 | 1.01 |
| Max drawdown | -34.2% | -33.7% |
| Dividend yield | 3.25% | 1.02% |