QEFA
SPDR® MSCI EAFE StrategicFactors ETF
NAV as of
4 Week: 66.72 - 69.48
52 Week: 55.51 - 71.82
Latest Closing Price
67.04
Premium / Discount
-0.14
Expense Ratio
0.3%
Investment Objective
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.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 4.59 | 0.77 | 5.92 |
| 1 Day | -0.33 | 0.00 | 0.00 |
| 1 Week | -1.40 | 1.59 | -0.88 |
| 1 Month | -3.83 | 2.73 | -1.40 |
| 3 Months | -3.00 | 5.84 | -0.51 |
| 6 Months | -1.93 | 8.08 | -0.24 |
| 1 Year | 19.52 | 15.35 | 1.27 |
| 2 Years | -11.06 | 23.68 | -0.47 |
| 3 Years | 7.94 | 27.11 | 0.29 |
| 5 Years | 4.51 | 42.15 | 0.11 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 1.7696 | 0.3276 | 23.8960 | -10.2235 | 21.9417 | 6.9674 | 12.4059 | -13.9547 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 14.0000 | 56.0000 | 72.0000 | 12.0000 | 45.0000 | 71.0000 | 24.0000 | 24.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 15/12/2016 | 28/12/2016 | 0.1445 |
| 16/06/2016 | 28/06/2016 | 0.9346 |
| 18/12/2014 | 01/01/2015 | 0.5984 |
Portfolio Data
Total Number of Holdings: 704
Number of Bond Holdings: 0
Number of Equity Holdings: 690
Total Market Value: 918,700,463
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Novo Nordisk A/S Class B | 2.6128 | 260,122 | -4,760 | 24,002,986 |
| 2 | Nestle SA | 2.3615 | 193,237 | -3,535 | 21,694,493 |
| 3 | Roche Holding AG | 2.0644 | 69,611 | -1,275 | 18,964,450 |
| 4 | Novartis AG Registered Shares | 1.9619 | 176,277 | -3,225 | 18,022,931 |
| 5 | ASML Holding NV | 1.5605 | 24,640 | -450 | 14,335,796 |
| 6 | BHP Group Ltd | 1.3812 | 452,570 | -8,280 | 12,688,930 |
| 7 | LVMH Moet Hennessy Louis Vuitton SE | 1.3402 | 16,509 | -300 | 12,311,547 |
| 8 | Unilever PLC | 1.2424 | 231,925 | -4,245 | 11,413,220 |
| 9 | GSK PLC | 1.0232 | 515,793 | -9,440 | 9,399,331 |
| 10 | Zurich Insurance Group AG | 0.8478 | 16,957 | -310 | 7,788,879 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 45.45 |
| Large | 39.80 |
| Medium | 11.32 |
| Small | 0.00 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
13.1624
Price/Book*
1.5898
Price/Sales*
1.0679
Price/Cash Flow*
7.5508
Dividend Yield*
3.8452
Growth Measures
Long-Term Earnings
9.1772
Historical Earnings
11.5344
Sales Growth
9.7874
Cash-Flow Growth
9.9345
Book-Value Growth
7.3592
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| N.A | |
Data Source: Morningstar
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(4) are provided solely for informational purposes;
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