iShares MSCI EAFE Minimum Volatility Index Fund (NYSEArca: EFAV) tracks Europe, Australasia, the Middle East and Far East, or EAFE countries, stocks that show lower absolute volatility. EFAV has a 0.20% expense ratio and a 6.88% 30-day SEC yield.
Country allocations include U.K. 28.2%, Japan 27.1%, Switzerland 11.6%, Hong Kong 8.2%, Singapore 5.7%, France 4.1%, Australia 3.9%, Germany 2.9%, Netherlands 1.7% and Israel 1.5%. Sector allocations include financials 17.4%, consumer staples 17.1%, health care 13.9%, industrials 12.2%, telecom services 10.6%, consumer discretionary 9.0%, utilities 8.9%, materials 4.7%, energy 3.5% information tech 2.3%.
iShares MSCI USA Minimum Volatility Index Fund (NYSEArca: USMV) follows the top 85% U.S. equity securities by market-cap that show lower absolute volatility. USMV has a 0.15% expense ratio and a 2.48% 30-day SEC yield.
Sector allocations include health care 16.3%, consumer staples 15.7%, information tech 14.7%, consumer discretionary 10.8%, financials 9.6%, utilities 8.3%, energy 8.0%, telecom services 7.0%, industrials 6.0% and materials 3.5%.
PowerShares S&P Emerging Markets Low Volatility Portfolio (NYSEArca: EELV) provides access to the 200 least volatile stocks of the S&P Merging BMI Plus LargeMid Cap Index. EELV has a 0.29% expense ratio and a 2.54% 30-day SEC yield.
Country allocations include Malaysia 26.1%, South Africa 21.2%, Taiwan 11.2%, Brazil 6.9%, Chile 6.3%, Colombia 5.8%, South Korea 4.0%, Mexico 4.0%, Philippines 3.1% and Thailand 2.9%. Sector allocations include consumer discretionary 7.9%, consumer staples 16.1%, energy 3.1%, financials 26.4%, health care 3.4%, industrials 8.7%, info tech 1.7%, investment companies 1.0%, materials 7.8%, telecom services 11.6% and utilities 12.3%.
PowerShares S&P International Developed Low Volatility (NYSEArca: IDLV) tracks the 200 least volatile stocks of the S&P Developed ex-U.S. and South Korea LargeMid Cap BMI Index. IDLV has a 0.25% expense ratio and a 3.01% 30-day SEC yield.
Country allocations include Japan 43.2%, Canada 16.8%, Singapore 8.5%, New Zealand 7.4%, U.K. 7.0%, Australia 6.9%, Hong Kong 3.3%, Switzerland 2.5%, Netherlands 1.0% and Belgium 0.9%. Sector allocations include consumer discretionary 11.6%, consumer staples 19.9%, energy 1.9%, financials 20.0%, health care 10.8%, industrials 18.3%, materials 0.4%, telecom services 7.7% and utilities 9.4%.
For more information on low volatility funds, visit our low-volatility category.
Max Chen contributed to this article.