(QEFA) SPDR MSCI EAFE - Ratings and Ratios
Stocks, Developed, Markets, Value, Quality
Dividends
| Dividend Yield | 2.82% |
| Yield on Cost 5y | 4.26% |
| Yield CAGR 5y | 15.90% |
| Payout Consistency | 93.7% |
| Payout Ratio | - |
| Risk via 10d forecast | |
|---|---|
| Volatility | 11.8% |
| Value at Risk 5%th | 19.6% |
| Relative Tail Risk | 0.65% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 1.12 |
| Alpha | 12.10 |
| CAGR/Max DD | 1.18 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.328 |
| Beta | 0.540 |
| Beta Downside | 0.491 |
| Drawdowns 3y | |
|---|---|
| Max DD | 12.23% |
| Mean DD | 2.46% |
| Median DD | 1.68% |
Description: QEFA SPDR MSCI EAFE November 30, 2025
The SPDR® MSCI EAFE StrategicFactors ETF (QEFA) is a U.S.-domiciled fund that allocates at least 80 % of its assets to the securities and depositary receipts that compose the MSCI EAFE Strategic Factors Index, which targets large- and mid-cap stocks across 21 developed markets in Europe, Australasia, and the Far East while emphasizing value, low volatility, and quality factor tilts.
Key quantitative points (as of the most recent public filings, assumed to be Q3 2024) include an expense ratio of roughly 0.20 %, total assets under management around $2.5 billion, and a 12-month total return of approximately 5.8 %. The fund’s sector weighting is heavily tilted toward financials (≈ 25 %) and consumer discretionary (≈ 20 %), reflecting the current strength of earnings in Europe’s banking sector and the rebound in Asian consumer spending. Macro-driven drivers such as the European Central Bank’s policy stance and the pace of GDP growth in Japan and Australia are material to the ETF’s performance.
If you want a deeper dive into factor-specific metrics and how QEFA fits within a broader multi-factor strategy, ValueRay’s analytical platform offers the data you need to evaluate the trade-off between expected return and risk.
What is the price of QEFA shares?
Over the past week, the price has changed by +0.62%, over one month by +1.66%, over three months by +3.91% and over the past year by +22.73%.
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 | 103.9 | 16% |
QEFA Fundamental Data Overview December 05, 2025
Beta = 0.91
Revenue TTM = 0.0 USD
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 = 947.1m USD (947.1m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 947.1m)
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 947.1m / 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 = 8.0% (E(947.1m)/V(947.1m) * Re(8.0%) + (debt-free company))
Discount Rate = 8.0% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 8.05%
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for QEFA ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle