SPDR MSCI EAFE StrategicFactors ETF
Ticker
QEFA
ISIN
US78463X434
Price
USD 74.76
Change Today
+0.23 / 0.309 %
Price 1 year ago
65.35 / 14.393 %
Morningstar
5
52 Week Low
66.84
52 Week High
81.31
200 Day Moving Average 75.77
75.77
50-day Moving Average
78.31
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.62 |
| Sortino Ratio | 0.74 |
| Maximum Drawdown | -1.49% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -29.39 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.13 |
| Volatility | 3.976% |
| Alpha | +2.04 |
| Beta | None |
| R Squared | +96.97 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 5.891% |
| Average Annual Volatility | 16.152% |
| Sharpe Ratio | 0.36 |
| Sortino Ratio | 0.25 |
| Maximum Drawdown | -32.0% |
| Maximum Drawdown Date | 2020-03-16 |
| Calmar Ratio | -0.20 |
Company information
Summary
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.
Market
US
Category
Foreign Large Blend
Expense Ratio
0.30%
Fund family
SPDR State Street Global Advisors
Morningstar
5
Yield
0.028900001
Exchange
PCX
| Sector | Weight |
|---|---|
| Healthcare | 16.95% |
| Financial services | 15.02% |
| Consumer defensive | 13.32% |
| Industrials | 13.09% |
| Consumer cyclical | 9.02% |
| Basic materials | 8.39% |
| Technology | 7.12% |
| Communication services | 6.93% |
| Utilities | 4.00% |
| Energy | 2.22% |
| Realestate | 2.01% |
| Country | Ratio |
|---|---|
| Japan | 22.71 |
| United Kingdom | 13.62 |
| Switzerland | 13.59 |
| France | 9.73 |
| Australia | 5.99 |
| Germany | 5.82 |
| Netherlands | 4.98 |
| Denmark | 4.51 |
| Hong Kong | 3.20 |
| Sweden | 2.55 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ROG | Roche Holding AG | 2.59% |
| NESN | Nestle SA | 2.51% |
| ASML | ASML Holding NV | 1.95% |
| NOVN | Novartis AG | 1.9% |
| NOVO B | Novo Nordisk A/S B | 1.81% |
| ULVR.L | Unilever PLC | 1.43% |
| SAN.PA | Sanofi SA | 1.21% |
| GSK.L | GlaxoSmithKline PLC | 1.0% |
| SAP.DE | SAP SE | 0.97% |
| OR.PA | L'Oreal SA | 0.92% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DBEF | Xtrackers MSCI EAFE Hedged Equity ETF | US233051200 | PCX | 0.35% | 5 | +7.98 | |
| ESGD | iShares ESG Aware MSCI EAFE ETF | US46435G5163 | NGM | 0.20% | 4 | +3.38 | |
| HDEF | Xtrackers MSCI EAFE High Dividend Yield Equity ETF | US233051630 | PCX | 0.20% | 4 | +7.07 | |
| HEFA | iShares Currency Hedged MSCI EAFE ETF | US4642874659 | BTS | 0.35% | 5 | +8.66 | |
| HSCZ | iShares Currency Hedged MSCI EAFE Small-Cap ETF | US46435G8399 | PCX | 0.42% | 5 | +3.12 | |
| IEFA | iShares Core MSCI EAFE ETF | US46432F842 | BTS | 0.07% | 4 | +3.25 | |
| QEFA | SPDR MSCI EAFE StrategicFactors ETF | US78463X434 | PCX | 0.30% | 5 | +2.04 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.