QEFA

SPDR MSCI EAFE StrategicFactors ETF
B

82
*Unless otherwise stated, data provided by FactSet.

QEFA Fund Description

QEFA tracks an index of securities from 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 different subindexes, equally weighted, that each target a separate factor: value, low-volatility, and quality. Naturally, with this additional layer of complexity behind its methodology, QEFA charges a slightly higher expense ratio, though it still sits in the middle range for costs in the segment. Since the fund uses a parent EAFE index, it excludes Canada altogether, leading to additional weighting toward UK securities. Trade QEFA with care and use carefully placed limit orders, as the fund is off to a slow start thus far in Tradability. 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 7.28 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 91st percentile within its peer group and in the 80th 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.

QEFA Charts And Performance

Price Chart ($)
Total Return Chart (%)
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/14/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
QEFA 1.40% 0.90% 14.84% 9.31% 8.30% 5.58% --
QEFA (NAV) -0.63% 0.00% 13.63% 8.29% 8.11% 5.66% --
MSCI EAFE Factor Mix A-Series Index -0.62% -0.03% 13.48% 8.11% 8.02% 5.65% --
MSCI World ex USA IMI -1.08% -0.86% 13.55% 4.89% 7.16% 4.56% 4.73%
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%
$331.86M
$2.09M
0.33%

QEFA Portfolio Data

$60.65B
16.93
1.75
3.15%
12/20/19
644

QEFA Index Data

MSCI EAFE Factor Mix A-Series Index
Tiered
Multi-Factor
MSCI World ex USA IMI

QEFA Portfolio Management

0.30%
0.15%
0.46%
-0.04%

QEFA Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

QEFA Fund Structure

Open-Ended Fund
No
Yes
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

QEFA Factset Analytics Block Liquidity

As of 10/15/19
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

33,774
$2.09M
21,428
$1.29M
0.33%
$0.20
0.13%
1.46% / -2.32%
None
19.00%
100,000
0.21
0.05%
0.04%
0
$63.06
5

QEFA Sector/Industry Breakdown


QEFA
Segment Benchmark
21.16%
23.41%
14.77%
11.01%
13.83%
15.41%
13.63%
11.82%
12.80%
10.39%
6.27%
3.63%
5.33%
7.68%
5.22%
6.74%
4.45%
3.61%
2.55%
6.30%

QEFA Top 10 Holdings[View All]

2.57%
2.52%
1.43%
1.39%
1.32%
1.10%
1.02%
1.01%
0.95%
0.91%
14.22%

QEFA Countries


QEFA
Segment Benchmark
24.68%
22.76%
16.49%
15.11%
11.57%
8.11%
8.84%
9.13%
7.08%
7.42%
6.28%
6.47%
5.25%
3.01%
3.31%
3.13%
3.23%
1.65%
2.13%
2.72%

QEFA Regions


QEFA
Segment Benchmark
60.11%
55.50%
38.76%
33.99%
0.63%
0.50%
0.50%
10.01%

QEFA Economic Development


QEFA
Segment Benchmark
100.00%
100.00%

QEFA Performance Statistics

0.96
0.86
0.87
0.87
0.14%
MSCI World ex USA IMI

QEFA MSCI ESG Ratings

AA
7.28 / 10
79.51
90.68
10.98%
8.26%
163.39

QEFA Benchmark Comparison Holdings

644
3549
629
56.04%

QEFA Benchmark Comparison Summary


QEFA
Segment Benchmark
644
3549
$60.65B
$53.20B
16.93
16.65
1.75
1.55
3.30%
3.31%
Low
Low

QEFA Benchmark Comparison Market Cap Size


QEFA
Segment Benchmark
77.28%
68.13%
22.49%
22.81%
0.23%
7.89%
0.00%
1.17%