- ISIN
- US78463X4346
- CUSIP
- 78463X434
- Issuer
- State Street
- Inception Date
- Jun 4, 2014
- Region
- Developed Markets (EAFE)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI EAFE Factor Mix A-Series (USD)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $1B
Highlights
- Avg. Volume (1M)
- 20K
- Avg. Volume Value (1M)
- $1.96M
Share Price Chart
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Performance
QEFA Performance Chart
SPDR MSCI EAFE StrategicFactors ETF (QEFA) is up 11.3% since the beginning of the year. QEFA is currently trading at $99 per share. Investors who bought $1,000 worth of QEFA shares 5 years ago would now be looking at an investment worth $1,500.
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Returns By Period
SPDR MSCI EAFE StrategicFactors ETF (QEFA) has returned 11.29% so far this year and 22.96% over the past 12 months. Over the last ten years, QEFA has returned 9.02% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
SPDR MSCI EAFE StrategicFactors ETF
- 1D
- -0.88%
- 1M
- 2.16%
- 6M
- 6.04%
- YTD
- 11.29%
- 1Y
- 22.96%
- 3Y*
- 15.29%
- 5Y*
- 8.45%
- 10Y*
- 9.02%
- ALL TIME*
- 7.05%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
QEFA Monthly Returns History
Based on dividend-adjusted daily data since Jun 5, 2014, QEFA's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +12.9%, while the worst month was Mar 2020 at -12.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, QEFA closed higher 48% of trading days. The best single day was Mar 17, 2020 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -12.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.95% | 4.83% | -6.51% | 3.69% | 1.14% | -0.31% | 3.48% | 11.29% | |||||
| 2025 | 4.44% | 3.10% | 1.12% | 4.22% | 3.59% | 2.02% | -2.84% | 4.25% | 1.70% | 0.38% | 1.78% | 2.41% | 29.25% |
| 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% | 2.27% |
| 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% | -0.36% | 1.60% | 1.46% | -3.60% | 2.99% | -3.68% | 4.16% | 12.50% |
Benchmark Metrics
SPDR MSCI EAFE StrategicFactors ETF has an annualized alpha of -0.54%, beta of 0.68, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since June 05, 2014.
- This ETF participated in 77.24% of S&P 500 Index downside but only 63.55% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.68 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
- -0.54%
- Beta
- 0.68
- R²
- 0.56
- Upside Capture
- 63.55%
- Downside Capture
- 77.24%
Expense Ratio
QEFA has an expense ratio of 0.30%, placing it in the medium range.
Return for Risk
Risk / Return Rank
QEFA ranks 75 for risk / return — above 75% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for SPDR MSCI EAFE StrategicFactors ETF (QEFA) 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.
| QEFA | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.25 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 2.00 | +0.45 |
| Martin ratioReturn relative to average drawdown | 8.81 | 8.49 | +0.32 |
Dividends
Dividend History
SPDR MSCI EAFE StrategicFactors ETF provided a 2.76% dividend yield over the last twelve months, with an annual payout of $2.74 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.74 | $2.83 | $2.30 | $2.04 | $1.93 | $1.82 | $1.27 | $1.97 | $1.82 | $1.52 | $1.08 | $1.62 |
Dividend yield | 2.76% | 3.13% | 3.17% | 2.79% | 3.02% | 2.37% | 1.82% | 2.95% | 3.22% | 2.33% | 2.01% | 2.94% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.50 | $0.00 | $1.50 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.59 | $0.00 | $0.00 | $0.00 | $0.00 | $1.24 | $0.00 | $2.83 |
| 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 | $1.93 |
| 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 |
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.
The current SPDR MSCI EAFE StrategicFactors ETF drawdown is 0.88%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-31.71%Mar 2020 | 1mo 25d | 8mo 5d | 10moJan 2020 - Nov 2020 | COVID crash2020 |
-28.09%Sep 2022 | 1y 20d | 1y 4mo | 2y 5moSep 2021 - Feb 2024 | Bear market2022 |
-18.69%Jan 2016 | 8mo 7d | 1y 3mo | 1y 11moMay 2015 - Apr 2017 | — |
-18.16%Dec 2018 | 10mo 29d | 10mo 12d | 1y 9moJan 2018 - Nov 2019 | Rate-hike selloffLate 2018 |
-12.76%Jan 2015 | 6mo 2d | 3mo 9d | 9mo 11dJul 2014 - Apr 2015 | — |
Drawdown Indicators
| QEFA | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.71% | -56.78% | +25.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -9.10% | -0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -12.23% | -18.90% | +6.67% |
Max Drawdown (5Y)Largest decline over 5 years | -28.09% | -25.43% | -2.66% |
Max Drawdown (10Y)Largest decline over 10 years | -31.71% | -33.92% | +2.21% |
Current DrawdownCurrent decline from peak | -0.88% | -1.58% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -10.70% | +4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.67% | 2.14% | +0.53% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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