EFA vs. QEFA
Compare and contrast key facts about iShares MSCI EAFE ETF (EFA) and SPDR MSCI EAFE StrategicFactors ETF (QEFA).
EFA and QEFA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Index. It was launched on Aug 14, 2001. QEFA is a passively managed fund by State Street that tracks the performance of the MSCI EAFE Factor Mix A-Series (USD). It was launched on Jun 4, 2014. Both EFA and QEFA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFA or QEFA.
Correlation
The correlation between EFA and QEFA is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EFA vs. QEFA - Performance Comparison
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Key characteristics
EFA:
0.63
QEFA:
0.74
EFA:
1.02
QEFA:
1.18
EFA:
1.14
QEFA:
1.15
EFA:
0.80
QEFA:
0.97
EFA:
2.41
QEFA:
2.59
EFA:
4.69%
QEFA:
4.58%
EFA:
17.57%
QEFA:
15.73%
EFA:
-61.04%
QEFA:
-31.71%
EFA:
0.00%
QEFA:
-0.59%
Returns By Period
The year-to-date returns for both investments are quite close, with EFA having a 14.43% return and QEFA slightly higher at 14.44%. Over the past 10 years, EFA has underperformed QEFA with an annualized return of 5.40%, while QEFA has yielded a comparatively higher 6.15% annualized return.
EFA
14.43%
9.56%
12.85%
11.06%
12.69%
5.40%
QEFA
14.44%
7.60%
12.11%
11.52%
11.51%
6.15%
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EFA vs. QEFA - Expense Ratio Comparison
EFA has a 0.32% expense ratio, which is higher than QEFA's 0.30% expense ratio.
Risk-Adjusted Performance
EFA vs. QEFA — Risk-Adjusted Performance Rank
EFA
QEFA
EFA vs. QEFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE ETF (EFA) and SPDR MSCI EAFE StrategicFactors ETF (QEFA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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Dividends
EFA vs. QEFA - Dividend Comparison
EFA's dividend yield for the trailing twelve months is around 2.83%, more than QEFA's 2.77% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFA iShares MSCI EAFE ETF | 2.83% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% |
QEFA SPDR MSCI EAFE StrategicFactors ETF | 2.77% | 3.17% | 2.79% | 3.02% | 2.37% | 1.82% | 2.95% | 3.22% | 2.34% | 2.01% | 2.94% | 1.14% |
Drawdowns
EFA vs. QEFA - Drawdown Comparison
The maximum EFA drawdown since its inception was -61.04%, which is greater than QEFA's maximum drawdown of -31.71%. Use the drawdown chart below to compare losses from any high point for EFA and QEFA. For additional features, visit the drawdowns tool.
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Volatility
EFA vs. QEFA - Volatility Comparison
The current volatility for iShares MSCI EAFE ETF (EFA) is 3.38%, while SPDR MSCI EAFE StrategicFactors ETF (QEFA) has a volatility of 3.59%. This indicates that EFA experiences smaller price fluctuations and is considered to be less risky than QEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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