SPDR MSCI EAFE Quality Mix ETF (QEFA)
Description
The investment seeks to track the performance of the MSCI EAFE Factor Mix A-Series Index. The QEFA ETF contains 672 constituents. It is focused on blend holdings in the Europe region.
Price $56.39 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 3.84% |
| Expense ratio | 0.3% |
| Average spread | 0.089% |
| 1Y roundtrip cost | 0.389% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -3.7% | -2.7% | 0.4% | -6.0% | 0.9% | -7.7% | 5.0% | -6.2% | -8.6% | 1.1% | -27.6% | ||
| 2021 | -0.7% | 0.9% | 3.0% | 2.3% | 4.2% | -0.4% | 1.6% | 1.5% | -3.6% | 3.0% | -3.7% | 4.2% | 12.2% |
| 2020 | -1.7% | -7.5% | -12.0% | 5.5% | 4.1% | 2.7% | 1.1% | 4.7% | -1.8% | -3.4% | 12.9% | 4.4% | 9.0% |
| 2019 | 6.0% | 2.5% | 1.5% | 1.5% | -4.0% | 5.9% | -1.5% | -1.0% | 2.5% | 3.5% | 1.0% | 2.7% | 20.4% |
| 2018 | 4.2% | -4.4% | 0.1% | 1.0% | -1.4% | -1.4% | 3.0% | -1.7% | 1.1% | -7.4% | 0.9% | -4.2% | -10.3% |
| 2017 | 3.2% | 2.1% | 2.4% | 2.5% | 4.6% | -0.7% | 2.4% | 0.3% | 1.8% | 1.1% | 1.0% | 1.2% | 21.8% |
| 2016 | -6.5% | -0.3% | 5.9% | 1.5% | 0.3% | -1.3% | 3.2% | -0.6% | 1.1% | -3.2% | -2.5% | 2.7% | 0.3% |
| 2015 | 1.8% | 3.5% | 1.1% | 2.5% | -1.0% | -1.7% | 2.0% | -6.7% | -3.5% | 5.9% | -0.6% | -0.8% | 2.6% |
| 2014 | -1.2% | -0.5% | -2.0% | -3.1% | 1.3% | -2.6% | -8.1% | ||||||
| 2.5% | -6.0% | 2.4% | 10.9% | 7.7% | -4.6% | 15.7% | -10.3% | -13.0% | -2.6% | 10.3% | 7.5% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 1.27 | 1.27 | |||||||||||
| 2021 | 0.93 | 0.89 | 1.82 | ||||||||||
| 2020 | 0.74 | 0.53 | 1.27 | ||||||||||
| 2019 | 1.11 | 0.86 | 1.97 | ||||||||||
| 2018 | 0.94 | 0.88 | 1.82 | ||||||||||
| 2017 | 0.89 | 0.63 | 1.52 | ||||||||||
| 2016 | 0.94 | 0.14 | 1.08 | ||||||||||
| 2015 | 1.04 | 0.57 | 1.62 | ||||||||||
| 2014 | 0.03 | 0.60 | 0.63 | ||||||||||
| 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 7.89 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.11 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Roche Holding Ltd | 2.65% |
| Nestle S.A. | 2.59% |
| Novo Nordisk A/S Class B | 2.29% |
| ASML Holding NV | 2.22% |
| Novartis AG | 1.70% |
| Unilever PLC | 1.28% |
| Sanofi | 1.15% |
| Keyence Corporation | 1.08% |
| GlaxoSmithKline plc | 1.07% |
| SAP SE | 0.98% |
| L\'Oreal SA | 0.93% |
| CSL Limited | 0.91% |
| Hermes International SCA | 0.88% |
| Givaudan SA | 0.79% |
| Diageo plc | 0.77% |
| Top 15 Weights | 21.29% |
Compare with similar ETFs
| QEFA | ESGD | GSIE | IQSI | RESD | TPIF | |
|---|---|---|---|---|---|---|
| Product name | SPDR MSCI EAFE Quality Mix ETF | iShares MSCI EAFE ESG Select ETF | Goldman Sachs ActiveBeta International Equity ETF | IQ Candriam ESG International Equity ETF | WisdomTree Dynamic Currency Hedged International Quality Dividend Growth Fund | Timothy Plan International ETF |
| Issuer | SPDR | iShares | Goldman Sachs | IndexIQ | WisdomTree | Timothy |
| Price | $56.39 | $58.06 | $25.25 | $21.5621 | $22.169 | $20.5 |
| Expense Ratio | 0.3% |  0.2% | 0.25% | 0.15% | 0.3% |  0.62% |
| Average Spread | 0.089% | 0.034% | 0.040% | 0.139% | 0.135% | 0.488% |
| AUM | $617,667,000 | $5,048,880,000 | $2,240,040,000 | $150,745,000 | $5,558,080 | $57,857,900 |
| Shares | 10,953,482 | 86,959,765 | 88,714,286 | 6,991,208 | 250,714 | 2,822,335 |
| Average Daily Volume | 121,840 | 733,487 | 1,004,191 | 22,741 | 1,350 | 23,827 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2014-06-04 | 2016-06-28 | 2015-11-06 | 2019-12-17 | 2016-11-03 | 2019-12-02 |
| Index Tracked | MSCI EAFE Factor Mix A-Series Index | MSCI EAFE Extended ESG Focus Index | Goldman Sachs ActiveBeta International Equity Index | IQ Candriam ESG International Equity Index | No Underlying Index | Victory International Volatility Weighted BRI Index |
| Category | Foreign Large Cap Equities | Foreign Large Cap Equities | Foreign Large Cap Equities | Foreign Large Cap Equities | Foreign Large Cap Equities | Foreign Large Cap Equities |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps | Large/Mid Caps |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
| Region | Europe | Europe | Europe | Europe | Europe | Europe |
| Countries | EAFE | EAFE | Broad | Broad | Broad | Broad |
| Annual Dividend Rate | $2.167 | $2.517 | $0.853 | $0.852 | $0.85 | $0.684 |
| Annual Dividend Yield | 0.038% | 0.043% | 0.034% | 0.040% | 0.038% | 0.033% |
| Number of Holdings | 672 | 458 | 757 | 658 | 240 | 383 |
| YTD Return | -25.14% | -25.43% | -26.55% | -26.21% | -27.40% | -27.98% |
| Beta | 0.79 | 0.73 | 0.78 | 0.79 | 0.73 | 0.72 |
| Upside Beta | 0.33 | 0.40 | 0.45 | 0.48 | 0.41 | 0.40 |
| Downside Beta | -0.24 | -0.06 | -0.18 | -0.45 | -0.47 | -0.51 |
| Volatility 1Y | 18.57% | 21.02% | 20.20% | 20.46% | 19.08% | 19.60% |
| Sharpe Ratio 3Y | -0.27 | -0.23 | -0.28 | 0.00 | 0.00 | 0.00 |
| Treynor Ratio 3Y | 0.00 | 0.00 | -0.01 | 0.00 | 0.00 | 0.00 |