Correlation
The correlation between GXUS and QEFA is 0.64, 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.
GXUS vs. QEFA
Compare and contrast key facts about Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) and SPDR MSCI EAFE StrategicFactors ETF (QEFA).
GXUS and QEFA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GXUS is a passively managed fund by Goldman Sachs that tracks the performance of the Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net. It was launched on May 31, 2023. 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 GXUS 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: GXUS or QEFA.
Performance
GXUS vs. QEFA - Performance Comparison
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Key characteristics
GXUS:
0.79
QEFA:
0.94
GXUS:
1.06
QEFA:
1.35
GXUS:
1.15
QEFA:
1.18
GXUS:
0.85
QEFA:
1.14
GXUS:
2.60
QEFA:
3.05
GXUS:
4.54%
QEFA:
4.57%
GXUS:
16.44%
QEFA:
15.71%
GXUS:
-13.90%
QEFA:
-31.71%
GXUS:
-0.64%
QEFA:
-0.34%
Returns By Period
In the year-to-date period, GXUS achieves a 14.12% return, which is significantly lower than QEFA's 17.56% return.
GXUS
14.12%
4.61%
10.40%
12.97%
N/A
N/A
N/A
QEFA
17.56%
3.59%
13.36%
14.73%
10.81%
10.66%
6.32%
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GXUS vs. QEFA - Expense Ratio Comparison
GXUS has a 0.18% expense ratio, which is lower than QEFA's 0.30% expense ratio.
Risk-Adjusted Performance
GXUS vs. QEFA — Risk-Adjusted Performance Rank
GXUS
QEFA
GXUS vs. QEFA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) 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
GXUS vs. QEFA - Dividend Comparison
GXUS's dividend yield for the trailing twelve months is around 2.82%, more than QEFA's 2.69% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF | 2.82% | 2.86% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QEFA SPDR MSCI EAFE StrategicFactors ETF | 2.69% | 3.17% | 2.79% | 3.02% | 2.37% | 1.82% | 2.95% | 3.22% | 2.34% | 2.01% | 2.94% | 1.14% |
Drawdowns
GXUS vs. QEFA - Drawdown Comparison
The maximum GXUS drawdown since its inception was -13.90%, smaller than the maximum QEFA drawdown of -31.71%. Use the drawdown chart below to compare losses from any high point for GXUS and QEFA.
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Volatility
GXUS vs. QEFA - Volatility Comparison
The current volatility for Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) is 2.94%, while SPDR MSCI EAFE StrategicFactors ETF (QEFA) has a volatility of 3.34%. This indicates that GXUS 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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