EFAX vs. DIA
Compare and contrast key facts about SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) and SPDR Dow Jones Industrial Average ETF (DIA).
EFAX and DIA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFAX is a passively managed fund by State Street that tracks the performance of the MSCI EAFE ex Fossil Fuels Index. It was launched on Oct 24, 2016. DIA is a passively managed fund by State Street that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 14, 1998. Both EFAX and DIA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EFAX vs. DIA - Performance Comparison
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EFAX vs. DIA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFAX SPDR MSCI EAFE Fossil Fuel Free ETF | 0.38% | 31.30% | 4.78% | 18.02% | -16.72% | 10.50% | 9.57% | 23.52% | -14.78% | 23.93% |
DIA SPDR Dow Jones Industrial Average ETF | -2.78% | 14.71% | 14.82% | 16.02% | -7.02% | 20.83% | 9.59% | 24.70% | -3.74% | 28.08% |
Returns By Period
In the year-to-date period, EFAX achieves a 0.38% return, which is significantly higher than DIA's -2.78% return.
EFAX
- 1D
- 1.80%
- 1M
- -5.24%
- YTD
- 0.38%
- 6M
- 3.88%
- 1Y
- 21.97%
- 3Y*
- 14.38%
- 5Y*
- 7.47%
- 10Y*
- —
DIA
- 1D
- 0.49%
- 1M
- -4.64%
- YTD
- -2.78%
- 6M
- 1.02%
- 1Y
- 12.67%
- 3Y*
- 13.76%
- 5Y*
- 8.92%
- 10Y*
- 12.28%
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EFAX vs. DIA - Expense Ratio Comparison
EFAX has a 0.20% expense ratio, which is higher than DIA's 0.16% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
EFAX vs. DIA — Risk / Return Rank
EFAX
DIA
EFAX vs. DIA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) and SPDR Dow Jones Industrial Average ETF (DIA). 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.
| EFAX | DIA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 0.76 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.19 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.16 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.17 | +0.62 |
Martin ratioReturn relative to average drawdown | 6.97 | 4.26 | +2.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFAX | DIA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.76 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.61 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.70 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.47 | +0.03 |
Correlation
The correlation between EFAX and DIA is 0.69, 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.
Dividends
EFAX vs. DIA - Dividend Comparison
EFAX's dividend yield for the trailing twelve months is around 3.29%, more than DIA's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAX SPDR MSCI EAFE Fossil Fuel Free ETF | 3.29% | 3.31% | 2.74% | 2.71% | 2.81% | 2.58% | 1.69% | 2.71% | 3.05% | 2.89% | 0.26% | 0.00% |
DIA SPDR Dow Jones Industrial Average ETF | 1.51% | 1.43% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 1.85% | 2.24% | 1.97% | 2.26% | 2.33% |
Drawdowns
EFAX vs. DIA - Drawdown Comparison
The maximum EFAX drawdown since its inception was -32.53%, smaller than the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for EFAX and DIA.
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Drawdown Indicators
| EFAX | DIA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.53% | -51.87% | +19.34% |
Max Drawdown (1Y)Largest decline over 1 year | -12.38% | -10.79% | -1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -31.67% | -20.76% | -10.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.70% | — |
Current DrawdownCurrent decline from peak | -7.59% | -6.94% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -7.17% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 2.95% | +0.23% |
Volatility
EFAX vs. DIA - Volatility Comparison
SPDR MSCI EAFE Fossil Fuel Free ETF (EFAX) has a higher volatility of 7.86% compared to SPDR Dow Jones Industrial Average ETF (DIA) at 4.94%. This indicates that EFAX's price experiences larger fluctuations and is considered to be riskier than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFAX | DIA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 4.94% | +2.92% |
Volatility (6M)Calculated over the trailing 6-month period | 11.47% | 9.24% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 16.81% | +1.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.44% | 14.73% | +1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 17.50% | -0.45% |