SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX)
EFAX is a passive ETF by State Street tracking the investment results of the MSCI EAFE ex Fossil Fuels Index. EFAX launched on Oct 24, 2016 and has a 0.20% expense ratio.
ETF Info
US78470E1064
78470E106
Oct 24, 2016
Developed Markets (EAFE)
1x
MSCI EAFE ex Fossil Fuels Index
Large-Cap
Blend
Expense Ratio
EFAX has an expense ratio of 0.20%, which is considered low.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
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Returns By Period
SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) returned 14.85% year-to-date (YTD) and 12.79% over the past 12 months.
EFAX
14.85%
9.34%
13.28%
12.79%
12.22%
N/A
^GSPC (Benchmark)
0.08%
9.75%
-1.63%
12.74%
15.66%
10.77%
Monthly Returns
The table below presents the monthly returns of EFAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.33% | 2.60% | -0.14% | 4.68% | 1.67% | 14.85% | |||||||
| 2024 | 0.34% | 3.12% | 3.03% | -3.79% | 5.01% | -1.35% | 2.88% | 3.56% | 0.66% | -5.25% | -0.05% | -2.89% | 4.78% |
| 2023 | 8.93% | -2.85% | 2.92% | 2.83% | -3.61% | 4.58% | 2.46% | -3.98% | -4.23% | -3.07% | 8.76% | 5.25% | 18.03% |
| 2022 | -4.61% | -3.75% | -0.14% | -6.68% | 1.25% | -8.32% | 5.35% | -6.92% | -8.88% | 5.31% | 13.25% | -1.60% | -16.72% |
| 2021 | -1.28% | 1.99% | 2.33% | 3.10% | 3.70% | -1.39% | 1.13% | 1.56% | -3.65% | 3.24% | -4.62% | 4.42% | 10.51% |
| 2020 | -2.55% | -7.58% | -14.20% | 6.98% | 5.41% | 3.81% | 1.63% | 5.50% | -1.68% | -3.92% | 14.08% | 4.83% | 9.57% |
| 2019 | 6.55% | 2.34% | 0.81% | 3.31% | -4.82% | 5.91% | -1.69% | -1.77% | 3.54% | 3.49% | 1.29% | 2.94% | 23.52% |
| 2018 | 5.01% | -4.26% | -1.42% | 1.29% | -2.61% | -1.40% | 2.98% | -1.82% | 0.51% | -8.19% | 0.60% | -5.81% | -14.78% |
| 2017 | 2.23% | 2.34% | 3.26% | 3.56% | 3.50% | -0.81% | 2.40% | -0.01% | 2.01% | 1.30% | 1.00% | 0.98% | 23.93% |
| 2016 | -0.30% | -3.29% | 4.30% | 0.56% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EFAX is 70, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
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Dividends
Dividend History
SPDR MSCI EAFE Fossil Fuel Free ETF provided a 2.39% dividend yield over the last twelve months, with an annual payout of $1.09 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.09 | $1.09 | $1.06 | $0.96 | $1.08 | $0.66 | $0.98 | $0.92 | $1.05 | $0.08 |
Dividend yield | 2.39% | 2.74% | 2.71% | 2.81% | 2.58% | 1.69% | 2.71% | 3.05% | 2.89% | 0.26% |
Monthly Dividends
The table displays the monthly dividend distributions for SPDR MSCI EAFE Fossil Fuel Free 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.42 | $1.09 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.71 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $1.06 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.64 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.96 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $1.08 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.33 | $0.66 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.62 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.98 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.92 |
| 2017 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.35 | $1.05 |
| 2016 | $0.08 | $0.08 |
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 SPDR MSCI EAFE Fossil Fuel Free 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 SPDR MSCI EAFE Fossil Fuel Free ETF was 32.53%, occurring on Mar 18, 2020. Recovery took 164 trading sessions.
The current SPDR MSCI EAFE Fossil Fuel Free ETF drawdown is 0.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.53% | Jan 21, 2020 | 41 | Mar 18, 2020 | 164 | Nov 9, 2020 | 205 |
| -31.67% | Sep 8, 2021 | 266 | Sep 27, 2022 | 360 | Mar 6, 2024 | 626 |
| -22.35% | Jan 25, 2018 | 210 | Dec 24, 2018 | 268 | Jan 17, 2020 | 478 |
| -13.52% | Mar 20, 2025 | 14 | Apr 8, 2025 | 13 | Apr 28, 2025 | 27 |
| -9.92% | Sep 27, 2024 | 73 | Jan 13, 2025 | 35 | Mar 5, 2025 | 108 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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