QEFA vs. FICS
Compare and contrast key facts about SPDR MSCI EAFE StrategicFactors ETF (QEFA) and First Trust International Developed Capital Strength ETF (FICS).
QEFA and FICS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. FICS is a passively managed fund by First Trust that tracks the performance of the The International Developed Capital Strength Index. It was launched on Dec 15, 2020. Both QEFA and FICS 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
QEFA vs. FICS - Performance Comparison
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QEFA vs. FICS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
QEFA SPDR MSCI EAFE StrategicFactors ETF | 2.87% | 29.25% | 2.27% | 17.40% | -14.03% | 12.50% | 0.77% |
FICS First Trust International Developed Capital Strength ETF | -2.19% | 20.44% | 2.59% | 18.07% | -19.47% | 19.78% | 2.20% |
Returns By Period
In the year-to-date period, QEFA achieves a 2.87% return, which is significantly higher than FICS's -2.19% return.
QEFA
- 1D
- 2.37%
- 1M
- -6.51%
- YTD
- 2.87%
- 6M
- 7.62%
- 1Y
- 22.10%
- 3Y*
- 13.86%
- 5Y*
- 8.19%
- 10Y*
- 8.65%
FICS
- 1D
- 2.28%
- 1M
- -7.64%
- YTD
- -2.19%
- 6M
- 2.94%
- 1Y
- 8.73%
- 3Y*
- 9.35%
- 5Y*
- 5.84%
- 10Y*
- —
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QEFA vs. FICS - Expense Ratio Comparison
QEFA has a 0.30% expense ratio, which is lower than FICS's 0.70% expense ratio.
Return for Risk
QEFA vs. FICS — Risk / Return Rank
QEFA
FICS
QEFA vs. FICS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EAFE StrategicFactors ETF (QEFA) and First Trust International Developed Capital Strength ETF (FICS). 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.
| QEFA | FICS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 0.57 | +0.87 |
Sortino ratioReturn per unit of downside risk | 2.07 | 0.87 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.12 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 0.76 | +1.44 |
Martin ratioReturn relative to average drawdown | 8.40 | 2.39 | +6.01 |
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
| QEFA | FICS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 0.57 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.35 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.40 | +0.02 |
Correlation
The correlation between QEFA and FICS is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QEFA vs. FICS - Dividend Comparison
QEFA's dividend yield for the trailing twelve months is around 3.04%, more than FICS's 2.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QEFA SPDR MSCI EAFE StrategicFactors ETF | 3.04% | 3.13% | 3.17% | 2.79% | 3.02% | 2.37% | 1.82% | 2.95% | 3.22% | 2.33% | 2.01% | 2.94% |
FICS First Trust International Developed Capital Strength ETF | 2.02% | 1.85% | 2.01% | 1.02% | 1.89% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QEFA vs. FICS - Drawdown Comparison
The maximum QEFA drawdown since its inception was -31.71%, which is greater than FICS's maximum drawdown of -29.16%. Use the drawdown chart below to compare losses from any high point for QEFA and FICS.
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Drawdown Indicators
| QEFA | FICS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.71% | -29.16% | -2.55% |
Max Drawdown (1Y)Largest decline over 1 year | -9.58% | -10.32% | +0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -28.09% | -29.16% | +1.07% |
Max Drawdown (10Y)Largest decline over 10 years | -31.71% | — | — |
Current DrawdownCurrent decline from peak | -6.51% | -7.64% | +1.13% |
Average DrawdownAverage peak-to-trough decline | -6.13% | -7.31% | +1.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 3.29% | -0.77% |
Volatility
QEFA vs. FICS - Volatility Comparison
SPDR MSCI EAFE StrategicFactors ETF (QEFA) has a higher volatility of 6.47% compared to First Trust International Developed Capital Strength ETF (FICS) at 5.96%. This indicates that QEFA's price experiences larger fluctuations and is considered to be riskier than FICS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QEFA | FICS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.47% | 5.96% | +0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.43% | 8.79% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.36% | 15.27% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.71% | 17.00% | -2.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.00% | 16.89% | -0.89% |