(QEFA) MSCI EAFE StrategicFactors - Overview
Etf: Equities, Developed, Multi-Factor, International, Large-Mid
Dividends
| Dividend Yield | 3.30% |
| Yield on Cost 5y | 4.59% |
| Yield CAGR 5y | 11.74% |
| Payout Consistency | 94.2% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 12.3% |
| Relative Tail Risk | 1.18% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 1.62 |
| Alpha | 20.66 |
| Character TTM | |
|---|---|
| Beta | 0.545 |
| Beta Downside | 0.482 |
| Drawdowns 3y | |
|---|---|
| Max DD | 12.23% |
| CAGR/Max DD | 1.32 |
Description: QEFA MSCI EAFE StrategicFactors January 25, 2026
The SPDR® MSCI EAFE Strategic Factors ETF (ticker QEFA) allocates at least 80 % of its assets to the securities that compose the MSCI EAFE Strategic Factors Index, which spans large- and mid-cap stocks in 21 developed markets across Europe, Australasia, and the Far East. The index is constructed to capture three systematic factor tilts-value, low volatility, and quality-providing a multi-factor exposure within a single foreign-large-blend vehicle.
As of the most recent filing (Q4 2025): the fund holds roughly $5.3 billion in assets under management, charges an expense ratio of 0.20 %, and its top sector allocations are Financials (≈22 %), Industrials (≈18 %) and Consumer Staples (≈15 %). Factor analytics from MSCI show a value tilt of 0.78, low-volatility tilt of 0.62, and quality tilt of 0.71, while the year-to-date total return stands at 5.1 % versus the MSCI EAFE benchmark’s 4.8 %.
For a deeper dive into how QEFA’s factor exposures interact with current macro-drivers-such as the Eurozone’s moderating inflation and the Asia-Pacific region’s rebound in GDP growth-consider exploring the detailed analytics on ValueRay.
What is the price of QEFA shares?
Over the past week, the price has changed by +1.30%, over one month by +5.22%, over three months by +9.98% and over the past year by +30.90%.
Is QEFA a buy, sell or hold?
What are the forecasts/targets for the QEFA price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 115.1 | 18.8% |
QEFA Fundamental Data Overview February 09, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 1.03b USD (1.03b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 1.03b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 1.03b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 7.92% (E(1.03b)/V(1.03b) * Re(7.92%) + (debt-free company))
Discount Rate = 7.92% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)