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
| ISIN | US78463X4346 |
|---|---|
| CUSIP | 78463X434 |
| Issuer | State Street |
| Inception Date | Jun 4, 2014 |
| Region | Developed Markets (EAFE) |
| Category | Foreign Large Cap Equities |
| Index Tracked | MSCI EAFE Factor Mix A-Series (USD) |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
QEFA has a high expense ratio of 0.30%, indicating higher-than-average management fees.
Share Price Chart
Loading data...
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
The chart shows the growth of an initial investment of $10,000 in SPDR MSCI EAFE StrategicFactors 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 StrategicFactors ETF had a return of 6.73% year-to-date (YTD) and 13.30% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 6.73% | 11.18% |
| 1 month | 6.70% | 5.60% |
| 6 months | 13.23% | 17.48% |
| 1 year | 13.30% | 26.33% |
| 5 years (annualized) | 7.58% | 13.16% |
| 10 years (annualized) | N/A | 10.99% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.55% | 2.03% | 2.61% | -2.76% | 6.73% | ||||||||
| 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% | 1.01% | 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 46, 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.
QEFA (SPDR MSCI EAFE StrategicFactors ETF)
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.
Dividends
Dividend History
SPDR MSCI EAFE StrategicFactors ETF granted a 2.61% dividend yield in the last twelve months. The annual payout for that period amounted to $2.04 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.04 | $2.04 | $1.93 | $1.82 | $1.27 | $1.97 | $1.82 | $1.52 | $1.08 | $1.62 | $0.63 |
Dividend yield | 2.61% | 2.79% | 3.02% | 2.37% | 1.82% | 2.95% | 3.22% | 2.33% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 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 |
| 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 | $0.93 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.14 | $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 | $0.57 | $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.
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 current SPDR MSCI EAFE StrategicFactors ETF volatility is 2.81%, 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.