Assets › global-value
iShares MSCI EAFE Value (EFV)
Below 12% forward floor — included only for diversification, excluded from optimizer by default.
Fwd expected return 10.5%
Annualised volatility 16.0%
Sleeve global-value
Below floor Below 12%
Risk notes
Developed ex-US value (Europe/Japan/Australia). Lowest-PE of the mainstream global-value ETFs, more diversified + liquid than GVAL. Forward ~9-11% — value premium real but ex-US developed has lagged US for a decade. ER 0.33%. Held >24m = 12.5% LTCG (foreign asset).
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