EFAX vs STPZ

Comparison between STATE STREET(R) SPDR(R) MSCI EAFE FOSSIL FUEL RESERVES FREE ETF (EFAX, ETF) and PIMCO 1-5 YEAR U.S. TIPS INDEX EXCHANGE-TRADED FUND (STPZ, ETF).

5-Year PerformanceEFAX has outperformed STPZ, delivering a return of +7.7% compared to +2.9%

EFAX vs STPZ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EFAX(ETF)	STPZ(ETF)
Net Assets	$506M	$507M
Expense Ratio	0.20%	0.20%
Max Drawdown	36.22%	11.29%
Sharpe Ratio	0.91	0.42
5Y Beta	0.77	-0.01
5Y Dividends CAGR	15.30%	11.56%

Net Assets

EFAX

$506M

Winner

STPZ

$507M

Expense Ratio

EFAX

0.20%

STPZ

0.20%

Max Drawdown

EFAX

36.22%

Winner

STPZ

11.29%

Sharpe Ratio

Winner

EFAX

0.91

STPZ

0.42

5Y Beta

EFAX

0.77

Winner

STPZ

-0.01

5Y Dividends CAGR

Winner

EFAX

15.30%

STPZ

11.56%

EFAX vs STPZ - Historical Returns

Returns include dividend reinvestment.

Period	EFAX	STPZ
1 month	+2.63%	-0.35%
3 months	+8.38%	+0.62%
6 months	+9.49%	+1.68%
1 year	+18.37%	+4.32%
5 years(CAGR)	+7.68%	+2.90%
10 years(CAGR)	+9.13%	+2.83%
Max(CAGR)	+9.13%	+2.43%

Winner

EFAX

+2.63%

STPZ

-0.35%

Winner

EFAX

+8.38%

STPZ

+0.62%

Winner

EFAX

+9.49%

STPZ

+1.68%

Winner

EFAX

+18.37%

STPZ

+4.32%

5Y(CAGR)

Winner

EFAX

+7.68%

STPZ

+2.90%

10Y(CAGR)

Winner

EFAX

+9.13%

STPZ

+2.83%

Max(CAGR)

Winner

EFAX

+9.13%

STPZ

+2.43%

EFAX vs STPZ - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	EFAX	STPZ
2026	+7.11%	+1.59%
2025	+31.59%	+6.31%
2024	+5.91%	+4.32%
2023	+17.25%	+4.29%
2022	-17.03%	-4.34%
2021	+10.20%	+5.44%
2020	+8.53%	+5.16%
2019	+24.13%	+4.77%
2018	-15.02%	+0.03%
2017	+23.82%	+0.53%
2016	+0.56%	+2.87%
2015	N/A	-0.45%
2014	N/A	-1.43%
2013	N/A	-2.04%
2012	N/A	+2.35%
2011	N/A	+4.67%
2010	N/A	+3.43%
2009	N/A	+3.53%

EFAX vs STPZ Drawdown Comparison

The maximum drawdown for EFAX was -32.53%, occurring on Mar 18, 2020. Recovery took 205 trading sessions.

The maximum drawdown for STPZ was -6.77%, occurring on Mar 18, 2020. Recovery took 66 trading sessions.

The current EFAX drawdown is -0.51%. The current STPZ drawdown is -0.39%.

Rank	EFAX	STPZ
#1	-32.53% Jan 17, 2020 - Nov 9, 2020	-6.77% Mar 4, 2020 - Jun 8, 2020
#2	-31.65% Sep 7, 2021 - Mar 6, 2024	-6.69% Mar 11, 2022 - Jun 4, 2024
#3	-22.34% Jan 24, 2018 - Jan 17, 2020	-4.65% Sep 14, 2012 - Feb 19, 2019
#4	-13.52% Mar 19, 2025 - Apr 28, 2025	-2.55% Nov 17, 2021 - Mar 1, 2022
#5	-12.38% Feb 25, 2026 - Mar 27, 2026	-2.00% Aug 10, 2011 - Nov 7, 2011
#6	-9.89% Sep 26, 2024 - Mar 5, 2025	-1.89% Oct 14, 2010 - Jan 13, 2011
#7	-7.72% Jul 12, 2024 - Aug 19, 2024	-1.35% Apr 30, 2025 - Jul 11, 2025
#8	-5.59% Mar 27, 2024 - May 14, 2024	-1.19% May 6, 2010 - Jul 30, 2010
#9	-5.54% Nov 12, 2025 - Dec 11, 2025	-1.15% Nov 7, 2011 - Jan 26, 2012
#10	-5.15% Jun 15, 2021 - Aug 13, 2021	-1.12% Sep 24, 2024 - Jan 27, 2025
#11	-4.67% Jul 23, 2025 - Aug 13, 2025	-1.11% Apr 3, 2025 - Apr 28, 2025
#12	-4.35% Feb 16, 2021 - Apr 5, 2021	-1.11% Feb 27, 2012 - Aug 7, 2012
#13	-4.26% Jan 8, 2021 - Feb 9, 2021	-1.09% Jan 31, 2011 - Feb 22, 2011
#14	-4.08% Sep 15, 2017 - Jan 3, 2018	-1.09% Aug 2, 2011 - Aug 10, 2011
#15	-3.83% Aug 30, 2024 - Sep 19, 2024	-0.93% Mar 17, 2026 - Apr 13, 2026

Correlation

Correlation between EFAX and STPZ is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2009 - 2026)

EFAX vs STPZ dividend yield comparison.

Year	EFAX	STPZ
2026	1.49%	1.91%
2025	3.31%	3.65%
2024	2.74%	1.97%
2023	2.71%	1.63%
2022	2.81%	5.88%
2021	2.58%	3.65%
2020	1.69%	1.86%
2019	2.71%	1.76%
2018	3.05%	2.23%
2017	2.89%	1.51%
2016	0.26%	0.65%
2015	0.00%	0.49%
2014	0.00%	0.86%
2013	0.00%	0.09%
2012	0.00%	1.00%
2011	0.00%	3.09%
2010	0.00%	1.11%
2009	0.00%	0.69%