QEFA

SPDR MSCI EAFE StrategicFactors ETF
*Unless otherwise stated, data provided by FactSet.

QEFA Fund Description

QEFA tracks an index of securities from developed markets in Europe, Australia and the Far East. The index equal-weights 3 subindexes: value, minimum volatility and quality.

QEFA Factset Analytics Insight

QEFA takes a unique approach to targeting securities from the popular EAFE (Europe, Australia and Far East) theme. The fund tracks an index consisting of three equally-weighted subindexes that each target a separate factor: value, low-volatility, and quality. Since the fund uses a parent EAFE index, it excludes US and Canada altogether, leading to additional weighting toward UK securities. The index is rebalanced semi-annually. Note: QEFA changed its name and the name of its underlying index on July 15, 2016. The change was purely cosmetic with no impact on investment strategy, portfolio holdings, and investor experience.

QEFA MSCI ESG Analytics Insight

SPDR MSCI EAFE StrategicFactors ETF has an MSCI ESG Fund Rating of AA based on a score of 8.13 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. SPDR MSCI EAFE StrategicFactors ETF ranks in the 87th percentile within its peer group and in the 57th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

QEFA MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 12/06/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QEFA -5.17% -6.05% 8.00% 10.58% 10.06% 9.93% --
QEFA (NAV) -4.35% -5.20% 8.24% 10.79% 11.60% 9.92% --
MSCI EAFE Factor Mix A-Series Index -4.34% -5.21% 8.27% 10.81% 11.61% 9.86% 8.02%
N/A -- -- -- -- -- -- --
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

QEFA Summary Data

SPDR
06/04/14
Open-Ended Fund
0.30%
$867.42M
$6.23M
0.10%

QEFA Portfolio Data

$83.15B
20.70
1.98
1.96%
12/17/21
694

QEFA Index Data

MSCI EAFE Factor Mix A-Series Index
Tiered
Multi-Factor
N/A

QEFA Portfolio Management

0.30%
-0.07%
0.17%
-0.64%

QEFA Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QEFA Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

QEFA Factset Analytics Block Liquidity

As of 12/07/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of QEFA. QEFA is rated a 5 out of 5.

QEFA Tradability

81,478
$6.23M
34,687
$2.68M
0.10%
$0.08
0.24%
1.45% / -1.73%
None
18.00%
100,000
0.35
0.04%
0.04%
2
$74.89
5

QEFA Top 10 Holdings[View All]

2.57%
2.55%
1.94%
1.65%
1.65%
1.25%
1.14%
1.12%
0.99%
0.88%
15.73%

QEFA Countries


QEFA
Segment Benchmark
25.35%
--
14.22%
--
13.61%
--
7.60%
--
6.26%
--
5.43%
--
4.92%
--
4.90%
--
3.97%
--
2.98%
--

QEFA Regions


QEFA
Segment Benchmark
61.71%
--
37.01%
--
0.72%
--
0.57%
--

QEFA Economic Development


QEFA
Segment Benchmark
100.00%
--

QEFA Performance Statistics

--
--
--
--
0.00%
N/A

QEFA MSCI ESG Ratings

8.13 / 10
56.62
86.92
7.63%
--
128.67

QEFA Benchmark Comparison Holdings

694
--
--
0.00%

QEFA Benchmark Comparison Summary


QEFA
Segment Benchmark
694
--
$83.15B
--
20.70
--
1.98
--
2.42%
--
Low
High

QEFA Benchmark Comparison Market Cap Size


QEFA
Segment Benchmark
84.69%
--
15.31%
--
0.00%
--
0.00%
--