- ISIN
- US46090A7138
- CUSIP
- 46090A713
- Issuer
- Invesco
- Inception Date
- Jul 17, 2024
- Category
- Derivative Income
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $514M
Share Price Chart
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Performance
EFAA Performance Chart
Invesco MSCI EAFE Income Advantage ETF (EFAA) is up 7.7% since the beginning of the year. EFAA is currently trading at $56 per share.
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Returns By Period
Invesco MSCI EAFE Income Advantage ETF (EFAA) has returned 7.68% so far this year and 21.34% over the past 12 months.
Invesco MSCI EAFE Income Advantage ETF
- 1D
- -0.01%
- 1M
- 1.89%
- YTD
- 7.68%
- 6M
- 8.00%
- 1Y
- 21.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EFAA Monthly Returns History
Based on dividend-adjusted daily data since Jul 17, 2024, EFAA's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, an investment would double in approximately 5.1 years.
Historically, 79% of months were positive and 21% were negative. The best month was Apr 2026 with a return of +4.3%, while the worst month was Mar 2026 at -6.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.
On a daily basis, EFAA closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.9%, while the worst single day was Apr 4, 2025 at -5.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.35% | 2.83% | -6.23% | 4.28% | 2.12% | 1.47% | 7.68% | ||||||
| 2025 | 3.55% | 2.26% | 0.55% | 2.52% | 3.47% | 1.90% | -1.38% | 4.09% | 1.98% | 0.88% | 1.11% | 2.37% | 25.80% |
| 2024 | -0.85% | 2.19% | 0.80% | -3.63% | 0.05% | -2.12% | -3.61% |
Benchmark Metrics
Invesco MSCI EAFE Income Advantage ETF has an annualized alpha of 5.76%, beta of 0.58, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since July 17, 2024.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (51.24%) than losses (6.53%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 5.76% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.58 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 5.76%
- Beta
- 0.58
- R²
- 0.55
- Upside Capture
- 51.24%
- Downside Capture
- 6.53%
Expense Ratio
EFAA has an expense ratio of 0.39%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EFAA ranks 50 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco MSCI EAFE Income Advantage ETF (EFAA) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EFAA | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.37 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 2.78 | -0.67 |
| Martin ratioReturn relative to average drawdown | 8.16 | 12.44 | -4.28 |
Dividends
Dividend History
Invesco MSCI EAFE Income Advantage ETF provided a 8.74% dividend yield over the last twelve months, with an annual payout of $4.88 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $4.88 | $4.29 | $1.54 |
Dividend yield | 8.74% | 7.94% | 3.29% |
Monthly Dividends
The table displays the monthly dividend distributions for Invesco MSCI EAFE Income Advantage ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.39 | $0.40 | $0.36 | $0.39 | $0.38 | $0.39 | $2.31 | ||||||
| 2025 | $0.33 | $0.34 | $0.35 | $0.34 | $0.35 | $0.35 | $0.36 | $0.37 | $0.37 | $0.37 | $0.37 | $0.38 | $4.29 |
| 2024 | $0.35 | $0.35 | $0.37 | $0.46 | $1.54 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco MSCI EAFE Income Advantage ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Invesco MSCI EAFE Income Advantage ETF was 11.97%, occurring on Apr 8, 2025. Recovery took 14 trading sessions.
The current Invesco MSCI EAFE Income Advantage ETF drawdown is 0.01%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -11.97%Apr 2025 | 19d | 21d | 1mo 10dMar 2025 - Apr 2025 |
2026 correction2026 | -10.14%Mar 2026 | 22d | 2mo 27d | 3mo 19dFeb 2026 - Jun 2026 |
2024 pullback2024 | -7.01%Dec 2024 | 2mo 24d | 2mo 15d | 5mo 9dSep 2024 - Mar 2025 |
2024 pullback2024 | -5.83%Aug 2024 | 19d | 16d | 1mo 5dJul 2024 - Aug 2024 |
2025 pullback2025 | -4.46%Nov 2025 | 7d | 20d | 27dNov 2025 - Dec 2025 |
Drawdown Indicators
| EFAA | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.97% | -56.78% | +44.81% |
Max Drawdown (1Y)Largest decline over 1 year | -10.14% | -9.10% | -1.04% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.01% | -1.80% | +1.79% |
Average DrawdownAverage peak-to-trough decline | -2.02% | -10.71% | +8.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.62% | 2.03% | +0.59% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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