EFA (iShares MSCI EAFE ETF) — over the past 10 years it returned about 7.8% annualized on a total-return basis, yields roughly 3.28%, 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 $22,944 today.
Sortino
0.66
Volatility
17.2%
$10k → today
$22,944
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 | 7.8% | 14.4% |
| Volatility | 17.2% | 17.6% |
| Sharpe | 0.53 | 0.85 |
| Sortino | 0.66 | 1.04 |
| Max drawdown | -34.2% | -33.7% |
| Dividend yield | 3.28% | 1.00% |