SPDR MSCI EAFE StrategicFactors ETF (QEFA)
QEFA is a passive ETF by State Street tracking the investment results of the MSCI EAFE Factor Mix A-Series (USD). QEFA launched on Jun 4, 2014 and has a 0.30% expense ratio.
ETF Info
US78463X4346
78463X434
Jun 4, 2014
Developed Markets (EAFE)
1x
MSCI EAFE Factor Mix A-Series (USD)
Large-Cap
Blend
Expense Ratio
QEFA has an expense ratio of 0.30%, placing it in the medium range.
Share Price Chart
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Compare to other instruments
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Performance
Performance Chart
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Returns By Period
SPDR MSCI EAFE StrategicFactors ETF (QEFA) returned 16.33% year-to-date (YTD) and 11.46% over the past 12 months. Over the past 10 years, QEFA returned 6.03% annually, underperforming the S&P 500 benchmark at 10.86%.
QEFA
16.33%
6.33%
14.31%
11.46%
11.45%
11.04%
6.03%
^GSPC (Benchmark)
1.39%
12.89%
1.19%
12.45%
15.19%
14.95%
10.86%
Monthly Returns
The table below presents the monthly returns of QEFA, 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 | 4.44% | 3.10% | 1.12% | 4.22% | 2.51% | 16.33% | |||||||
| 2024 | -0.55% | 2.03% | 2.61% | -2.76% | 4.46% | -1.56% | 3.41% | 3.76% | 0.35% | -5.07% | -0.35% | -3.57% | 2.26% |
| 2023 | 7.78% | -3.23% | 3.68% | 2.99% | -4.08% | 3.97% | 2.57% | -3.32% | -3.32% | -2.37% | 7.50% | 5.04% | 17.40% |
| 2022 | -3.74% | -2.75% | 0.45% | -5.99% | 0.88% | -7.73% | 5.02% | -6.19% | -8.63% | 4.64% | 12.47% | -1.37% | -14.03% |
| 2021 | -0.74% | 0.92% | 2.97% | 2.31% | 4.20% | -0.35% | 1.60% | 1.46% | -3.60% | 2.99% | -3.68% | 4.16% | 12.52% |
| 2020 | -1.75% | -7.49% | -12.01% | 5.50% | 4.10% | 2.73% | 1.10% | 4.69% | -1.83% | -3.44% | 12.93% | 4.41% | 6.76% |
| 2019 | 5.96% | 2.46% | 1.48% | 1.53% | -4.00% | 5.86% | -1.51% | -0.97% | 2.48% | 3.52% | 0.97% | 2.65% | 21.91% |
| 2018 | 4.21% | -4.39% | 0.08% | 0.98% | -1.44% | -1.39% | 2.97% | -1.72% | 1.10% | -7.37% | 0.89% | -4.23% | -10.39% |
| 2017 | 3.16% | 2.06% | 2.40% | 2.50% | 4.63% | -0.71% | 2.42% | 0.32% | 1.83% | 1.05% | 1.02% | 1.15% | 24.03% |
| 2016 | -6.49% | -0.34% | 5.91% | 1.54% | 0.32% | -1.29% | 3.23% | -0.64% | 1.14% | -3.24% | -2.51% | 2.74% | -0.22% |
| 2015 | 1.84% | 4.11% | 0.53% | 2.53% | -1.01% | -1.60% | 2.04% | -6.74% | -3.48% | 5.90% | -0.64% | -0.76% | 2.09% |
| 2014 | 1.12% | -1.20% | -0.55% | -2.01% | -3.09% | 1.34% | -2.62% | -6.89% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of QEFA is 69, 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 StrategicFactors ETF (QEFA) 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 StrategicFactors ETF provided a 2.72% dividend yield over the last twelve months, with an annual payout of $2.30 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.30 | $2.30 | $2.04 | $1.94 | $1.82 | $1.27 | $1.97 | $1.82 | $1.52 | $1.08 | $1.62 | $0.63 |
Dividend yield | 2.72% | 3.17% | 2.79% | 3.02% | 2.37% | 1.82% | 2.95% | 3.22% | 2.34% | 2.01% | 2.94% | 1.14% |
Monthly Dividends
The table displays the monthly dividend distributions for SPDR MSCI EAFE StrategicFactors 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 | $1.36 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.94 | $2.30 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.23 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.81 | $2.04 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.28 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.66 | $1.94 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.93 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.89 | $1.82 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.74 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $1.27 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.11 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.86 | $1.97 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.94 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.88 | $1.82 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.89 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.63 | $1.52 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.94 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $1.08 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.04 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.58 | $1.62 |
| 2014 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.60 | $0.63 |
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 StrategicFactors 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 StrategicFactors ETF was 31.71%, occurring on Mar 16, 2020. Recovery took 171 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.71% | Jan 21, 2020 | 39 | Mar 16, 2020 | 171 | Nov 16, 2020 | 210 |
| -28.09% | Sep 7, 2021 | 267 | Sep 27, 2022 | 352 | Feb 22, 2024 | 619 |
| -18.61% | May 18, 2015 | 82 | Jan 20, 2016 | 258 | Apr 24, 2017 | 340 |
| -18.16% | Jan 29, 2018 | 229 | Dec 24, 2018 | 216 | Nov 1, 2019 | 445 |
| -12.77% | Jul 8, 2014 | 70 | Jan 6, 2015 | 32 | Apr 15, 2015 | 102 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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