QEFA vs BBAG

Comparison between SPDR MSCI EAFE STRATEGICFACTORS ETF (QEFA, ETF) and JPMorgan BetaBuilders U.S. Aggregate Bond ETF (BBAG, ETF).

5-Year PerformanceQEFA has outperformed BBAG, delivering a return of +8.2% compared to +0.1%

QEFA vs BBAG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QEFA(ETF)	BBAG(ETF)
Net Assets	$1B	$1.10B
Expense Ratio	0.30%	0.03%
Max Drawdown	32.73%	23.99%
Sharpe Ratio	1.31	0.36
5Y Beta	0.59	0.04
5Y Dividends CAGR	18.71%	13.34%

Net Assets

QEFA

$1B

Winner

BBAG

$1.10B

Expense Ratio

QEFA

0.30%

Winner

BBAG

0.03%

Max Drawdown

QEFA

32.73%

Winner

BBAG

23.99%

Sharpe Ratio

Winner

QEFA

1.31

BBAG

0.36

5Y Beta

QEFA

0.59

Winner

BBAG

0.04

5Y Dividends CAGR

Winner

QEFA

18.71%

BBAG

13.34%

QEFA vs BBAG - Historical Returns

Returns include dividend reinvestment.

Period	QEFA	BBAG
1 month	+0.39%	+0.02%
3 months	-0.34%	+0.06%
6 months	+11.69%	+0.89%
1 year	+22.26%	+5.56%
5 years(CAGR)	+8.19%	+0.09%
10 years(CAGR)	+8.96%	N/A
Max(CAGR)	+6.89%	+1.92%

Winner

QEFA

+0.39%

BBAG

+0.02%

QEFA

-0.34%

Winner

BBAG

+0.06%

Winner

QEFA

+11.69%

BBAG

+0.89%

Winner

QEFA

+22.26%

BBAG

+5.56%

5Y(CAGR)

Winner

QEFA

+8.19%

BBAG

+0.09%

10Y(CAGR)

QEFA

+8.96%

BBAG

N/A

Max(CAGR)

Winner

QEFA

+6.89%

BBAG

+1.92%

QEFA vs BBAG - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	QEFA	BBAG
2026	+6.71%	+0.60%
2025	+29.40%	+7.20%
2024	+3.26%	+1.62%
2023	+16.57%	+4.81%
2022	-14.44%	-12.62%
2021	+11.86%	-1.75%
2020	+6.05%	+6.90%
2019	+22.29%	+8.08%
2018	-10.84%	+1.00%
2017	+23.46%	N/A
2016	+2.62%	N/A
2015	+3.30%	N/A
2014	-6.88%	N/A

QEFA vs BBAG Drawdown Comparison

The maximum drawdown for QEFA was -31.71%, occurring on Mar 16, 2020. Recovery took 210 trading sessions.

The maximum drawdown for BBAG was -18.74%, occurring on Oct 21, 2022. This drawdown has not yet recovered.

The current QEFA drawdown is -2.24%. The current BBAG drawdown is -2.52%.

Rank	QEFA	BBAG
#1	-31.71% Jan 17, 2020 - Nov 16, 2020	-18.74% Aug 6, 2020 - Oct 21, 2022
#2	-28.06% Sep 3, 2021 - Feb 22, 2024	-9.69% Mar 9, 2020 - Jun 10, 2020
#3	-18.63% May 15, 2015 - Apr 24, 2017	-2.18% Sep 4, 2019 - Jan 22, 2020
#4	-18.15% Jan 26, 2018 - Nov 1, 2019	-0.90% Jan 3, 2019 - Jan 31, 2019
#5	-12.76% Jul 2, 2014 - Apr 15, 2015	-0.88% Jul 3, 2019 - Aug 1, 2019
#6	-12.23% Mar 19, 2025 - Apr 28, 2025	-0.78% Mar 27, 2019 - May 13, 2019
#7	-10.40% Sep 26, 2024 - Mar 5, 2025	-0.74% Jan 31, 2020 - Feb 20, 2020
#8	-9.58% Feb 27, 2026 - Mar 20, 2026	-0.63% Aug 15, 2019 - Aug 27, 2019
#9	-5.69% Jul 12, 2024 - Aug 19, 2024	-0.60% Feb 26, 2019 - Mar 7, 2019
#10	-4.65% Jul 23, 2025 - Aug 19, 2025	-0.43% Jan 31, 2019 - Feb 7, 2019
#11	-4.56% Mar 27, 2024 - May 9, 2024	-0.43% Dec 19, 2018 - Dec 28, 2018
#12	-4.40% Nov 12, 2025 - Dec 10, 2025	-0.39% Feb 8, 2019 - Feb 19, 2019
#13	-4.11% Feb 16, 2021 - Apr 5, 2021	-0.31% May 15, 2019 - May 23, 2019
#14	-3.92% Jan 8, 2021 - Feb 12, 2021	-0.29% Jun 11, 2020 - Jun 19, 2020
#15	-3.80% Jun 15, 2021 - Aug 3, 2021	-0.27% Jun 3, 2019 - Jun 13, 2019

Correlation

Correlation between QEFA and BBAG is 0.27 which considered as a very weak or no correlation - the stocks move independently of each other.

0.27

-101

Dividend Comparison (2014 - 2026)

QEFA vs BBAG dividend yield comparison.

Year	QEFA	BBAG
2026	0.00%	1.41%
2025	3.13%	4.29%
2024	3.17%	4.25%
2023	2.79%	3.60%
2022	3.02%	2.23%
2021	2.37%	1.44%
2020	1.82%	2.26%
2019	2.95%	2.92%
2018	3.22%	0.16%
2017	2.33%	0.00%
2016	2.01%	0.00%
2015	2.94%	0.00%
2014	1.14%	0.00%