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
| ISIN | US78470E1064 |
|---|---|
| CUSIP | 78470E106 |
| Issuer | State Street |
| Inception Date | Oct 24, 2016 |
| Region | Developed Markets (EAFE) |
| Category | Foreign Large Cap Equities |
| Leveraged | 1x |
| Index Tracked | MSCI EAFE ex Fossil Fuels Index |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
EFAX has an expense ratio of 0.20%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Popular comparisons: EFAX vs. BBIN, EFAX vs. SPY, EFAX vs. VEU, EFAX vs. SPYX, EFAX vs. VIGI, EFAX vs. XLE, EFAX vs. VGK, EFAX vs. VSGX, EFAX vs. VXUS, EFAX vs. EFAV
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPDR MSCI EAFE Fossil Fuel Free ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
SPDR MSCI EAFE Fossil Fuel Free ETF had a return of 5.58% year-to-date (YTD) and 13.57% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 5.58% | 25.48% |
| 1 month | -6.23% | 2.14% |
| 6 months | -2.90% | 12.76% |
| 1 year | 13.57% | 33.14% |
| 5 years (annualized) | 5.31% | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.33% | 3.12% | 3.03% | -3.79% | 5.01% | -1.34% | 2.88% | 3.56% | 0.66% | -5.25% | 5.58% | ||
| 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% | 18.02% |
| 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 40, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Dividends
Dividend History
SPDR MSCI EAFE Fossil Fuel Free ETF provided a 2.50% dividend yield over the last twelve months, with an annual payout of $1.01 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.01 | $1.06 | $0.96 | $1.08 | $0.66 | $0.98 | $0.92 | $1.05 | $0.08 |
Dividend yield | 2.50% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.67 | |
| 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.
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 8.34%.
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 | 361 | Mar 6, 2024 | 627 |
| -22.35% | Jan 25, 2018 | 210 | Dec 24, 2018 | 265 | Jan 17, 2020 | 475 |
| -8.34% | Sep 27, 2024 | 34 | Nov 13, 2024 | — | — | — |
| -7.72% | Jul 15, 2024 | 16 | Aug 5, 2024 | 10 | Aug 19, 2024 | 26 |
Volatility
Volatility Chart
The current SPDR MSCI EAFE Fossil Fuel Free ETF volatility is 4.04%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.