SPDR® MSCI EAFE StrategicFactors ETF (QEFA)

58.67 -0.24  -0.41% NYSE Arca May 29, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 58.54
Discount or Premium to NAV 0.22%
Turnover Ratio 12.00%
1 Year Fund Level Flows 84.37M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 1.99% 2.73% 5.77% 69
3M -3.36% -3.00% -4.49% 25
6M -9.83% -9.84% -11.40% 32
YTD -12.16% -12.38% -13.90% 25
1Y -0.74% -1.18% -3.66% 28
3Y 1.16% 1.25% -0.91% 11
5Y 2.29% 2.27% 0.21% 9
10Y -- -- 4.72% --
15Y -- -- 3.78% --
20Y -- -- 3.18% --
As of May 29, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.33% 0.33% 0.00%
Stock 99.67% 99.67% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of May 28, 2020

Region Exposure

Americas 0.39%
North America 0.39%
Latin America 0.00%
Greater Europe 60.77%
United Kingdom 16.08%
Europe Developed 43.82%
Europe Emerging 0.00%
Africa/Middle East 0.87%
Greater Asia 38.84%
Japan 26.76%
Australasia 6.39%
Asia Developed 5.55%
Asia Emerging 0.14%
Market Classification
% Developed Markets 99.74%
% Emerging Markets 0.26%
As of May 28, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 5.36%
Communication Services 8.12%
Consumer Cyclical 11.46%
Consumer Defensive 14.75%
Energy 1.97%
Financial Services 14.50%
Healthcare 16.40%
Industrials 13.74%
Real Estate 3.53%
Technology 5.73%
Utilities 4.45%
As of May 28, 2020

Stock Market Capitalization

Giant 42.71%
Large 40.03%
Medium 17.06%
Small 0.20%
Micro 0.00%
As of May 28, 2020

Stock Style Exposure

Large Cap Value 28.44%
Large Cap Blend 32.92%
Large Cap Growth 21.48%
Mid Cap Value 7.35%
Mid Cap Blend 5.20%
Mid Cap Growth 4.41%
Small Cap Value 0.19%
Small Cap Blend 0.01%
Small Cap Growth 0.00%
As of May 28, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
ROG Roche Holding AG Dividend Right Cert. 3.13% -- --
NESN Nestle SA 2.74% -- --
NOVN Novartis AG 1.92% -- --
NVO Novo Nordisk A/S ADR 1.70% 65.94 +1.51%
AZN AstraZeneca PLC 1.69% -- --
DGE Diageo PLC 1.28% -- --
ASML ASML Holding NV ADR 1.25% 329.51 +2.98%
MC LVMH Moet Hennessy Louis Vuitton SE 1.13% -- --
CSL CSL Ltd 1.08% -- --
9437 NTT DOCOMO Inc 0.91% -- --
As of May 28, 2020
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Basic Info

Investment Strategy
The investment seeks to track the performance of the MSCI EAFE Factor Mix A-Series Index. The fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index and in depositary receipts based on securities comprising the index. The index captures large- and mid-cap representation across 21 developed market Europe, Australasia, and Far East countries and aims to represent the performance of value, low volatility, and quality factor strategies.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Blend
Fixed Income Style --
Broad Asset Class International Equity
Broad Category Equity
Category Name Foreign Large Blend
Prospectus Objective World Stock
Fund Owner Firm Name SPDR State Street Global Advisors
Benchmark Index
MSCI EAFE Factor Mix A-Series(USD)NR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Karl Schneider 5.25 yrs
Lisa Hobart 1.25 yrs
Michael Feehily 5.91 yrs

Net Fund Flows

1M -10.83M
3M -31.42M
6M 25.02M
YTD -1.420M
1Y 84.37M
3Y 228.34M
5Y 339.51M
10Y --
As of April 30, 2020

Risk Info

Beta (5Y) 0.8238
Max Drawdown (All) 31.71%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.0257
30-Day Rolling Volatility 22.95%
Daily Value at Risk (VaR) 1% (All) 3.34%
Monthly Value at Risk (VaR) 1% (All) 14.44%

Fundamentals

Dividend Yield TTM (5-29-20) 3.36%
30-Day SEC Yield (5-26-20) 2.87%
7-Day SEC Yield --
Weighted Average PE Ratio 15.87
Weighted Average Price to Sales Ratio 1.095
Weighted Average Price to Book Ratio 1.503
Weighted Median ROE 18.41%
Weighted Median ROA 7.19%
Forecasted Dividend Yield 3.94%
Forecasted PE Ratio 16.52
Forecasted Price to Sales Ratio 1.075
Forecasted Price to Book Ratio 1.446
Number of Holdings 671
As of May 28, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 6.60%
Forecasted Book Value Growth 3.45%
Forecasted Cash Flow Growth 4.03%
Forecasted Earnings Growth 0.11%
Forecasted Revenue Growth 1.74%
As of May 28, 2020

Comparables

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Attributes

Key Dates
Inception Date 6/4/2014
Termination Date
Last Annual Report Date 9/30/2019
Last Prospectus Date 1/31/2020
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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