QEFA vs SPY
Comparison between SPDR MSCI EAFE STRATEGICFACTORS ETF (QEFA, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceSPY has outperformed QEFA, delivering a return of +13.3% compared to +8.2%
QEFA vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
QEFA
$1B
Winner
SPY
$652B
Expense Ratio
QEFA
0.30%
Winner
SPY
0.09%
Max Drawdown
Winner
QEFA
32.73%
SPY
56.47%
Sharpe Ratio
QEFA
1.31
Winner
SPY
2.07
5Y Beta
Winner
QEFA
0.59
SPY
1.00
P/E Ratio
QEFA
N/A
SPY
28.24
Forward P/E
QEFA
N/A
SPY
21.85
5Y Dividends CAGR
Winner
QEFA
18.71%
SPY
5.43%
5Y EPS CAGR
QEFA
N/A
SPY
25.79%
Debt to Equity
QEFA
N/A
SPY
22.35%
P/S Ratio
QEFA
N/A
SPY
3.55
P/B Ratio
QEFA
N/A
SPY
5.29
QEFA vs SPY - Holdings Comparison
QEFA and SPY have 1 common holdings. Overlap is 0.00%
QEFA's top 25 holdings weight is 25.62%. SPY's top 25 holdings weight is 51.32%.
| Rank | QEFA | SPY |
|---|---|---|
| #1 | ASML HOLDING NV (n/a) - 2.26% | NVIDIA CORP (NVDA) - 8.45% |
| #2 | NOVARTIS AG REGISTERED SHARES (n/a) - 2.15% | APPLE INC (AAPL) - 6.48% |
| #3 | ASTRAZENECA PLC (AZN:XLON) - 1.85% | MICROSOFT CORP (MSFT) - 5.20% |
| #4 | ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.80% | AMAZON.COM INC (AMZN) - 4.14% |
| #5 | NESTLE SA (n/a) - 1.74% | ALPHABET INC CLASS A (GOOGL) - 3.32% |
| #6 | SHELL PLC (n/a) - 1.43% | BROADCOM INC (AVGO) - 3.09% |
| #7 | TOTALENERGIES SE (TTE:XPAR) - 1.22% | ALPHABET INC CLASS C (GOOG) - 2.65% |
| #8 | UNILEVER PLC (n/a) - 1.08% | META PLATFORMS INC CLASS A (META) - 2.40% |
| #9 | BHP GROUP LTD (n/a) - 1.06% | TESLA INC (TSLA) - 1.73% |
| #10 | ALLIANZ SE (n/a) - 0.99% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.43% |
| #11 | ZURICH INSURANCE GROUP AG (n/a) - 0.97% | JPMORGAN CHASE & CO (JPM) - 1.37% |
| #12 | GSK PLC (n/a) - 0.94% | ELI LILLY AND CO (LLY) - 1.13% |
| #13 | BRITISH AMERICAN TOBACCO PLC (n/a) - 0.84% | EXXON MOBIL CORP (XOM) - 1.03% |
| #14 | NOVO NORDISK AS CLASS B (n/a) - 0.81% | MICRON TECHNOLOGY INC (MU) - 0.93% |
| #15 | SAP SE (n/a) - 0.79% | WALMART INC (WMT) - 0.91% |
| #16 | ABB LTD (n/a) - 0.78% | JOHNSON & JOHNSON (JNJ) - 0.90% |
| #17 | AIR LIQUIDE SA (n/a) - 0.77% | ADVANCED MICRO DEVICES INC (AMD) - 0.86% |
| #18 | ADVANTEST CORP (n/a) - 0.77% | VISA INC CLASS A (V) - 0.85% |
| #19 | HSBC HOLDINGS PLC (n/a) - 0.76% | COSTCO WHOLESALE CORP (COST) - 0.72% |
| #20 | ENI SPA (n/a) - 0.76% | MASTERCARD INC CLASS A (MA) - 0.67% |
| #21 | MITSUBISHI CORP (n/a) - 0.38% | INTEL CORP (INTC) - 0.65% |
| #22 | SINGAPORE EXCHANGE LTD (n/a) - 0.37% | NETFLIX INC (NFLX) - 0.64% |
| #23 | HOYA CORP (n/a) - 0.37% | CATERPILLAR INC (CAT) - 0.62% |
| #24 | CLP HOLDINGS LTD (n/a) - 0.37% | CHEVRON CORP (CVX) - 0.58% |
| #25 | POWER ASSETS HOLDINGS LTD (n/a) - 0.36% | PROCTER & GAMBLE CO (PG) - 0.57% |
| Total Holdings | 629 | 505 |
QEFA vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
QEFA
+0.39%
Winner
SPY
+9.11%
3M
QEFA
-0.34%
Winner
SPY
+6.59%
6M
Winner
QEFA
+11.69%
SPY
+10.56%
1Y
QEFA
+22.26%
Winner
SPY
+32.04%
5Y(CAGR)
QEFA
+8.19%
Winner
SPY
+13.35%
10Y(CAGR)
QEFA
+8.96%
Winner
SPY
+15.49%
Max(CAGR)
QEFA
+6.89%
Winner
SPY
+8.50%
QEFA vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | QEFA | SPY |
|---|---|---|
| 2026 | +6.71% | +8.27% |
| 2025 | +29.40% | +18.00% |
| 2024 | +3.26% | +25.59% |
| 2023 | +16.57% | +26.72% |
| 2022 | -14.44% | -18.64% |
| 2021 | +11.86% | +30.52% |
| 2020 | +6.05% | +17.28% |
| 2019 | +22.29% | +31.09% |
| 2018 | -10.84% | -5.24% |
| 2017 | +23.46% | +20.78% |
| 2016 | +2.62% | +13.59% |
| 2015 | +3.30% | +1.31% |
| 2014 | -6.88% | +14.56% |
| 2013 | N/A | +29.00% |
| 2012 | N/A | +14.17% |
| 2011 | N/A | +0.85% |
| 2010 | N/A | +13.14% |
| 2009 | N/A | +22.67% |
| 2008 | N/A | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
QEFA vs SPY Drawdown Comparison
The maximum drawdown for QEFA was -31.71%, occurring on Mar 16, 2020. Recovery took 210 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current QEFA drawdown is -2.24%.
| Rank | QEFA | SPY |
|---|---|---|
| #1 | -31.71% Jan 17, 2020 - Nov 16, 2020 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -28.06% Sep 3, 2021 - Feb 22, 2024 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -18.63% May 15, 2015 - Apr 24, 2017 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -18.15% Jan 26, 2018 - Nov 1, 2019 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -12.76% Jul 2, 2014 - Apr 15, 2015 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -12.23% Mar 19, 2025 - Apr 28, 2025 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -10.40% Sep 26, 2024 - Mar 5, 2025 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -9.58% Feb 27, 2026 - Mar 20, 2026 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -5.69% Jul 12, 2024 - Aug 19, 2024 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -4.65% Jul 23, 2025 - Aug 19, 2025 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -4.56% Mar 27, 2024 - May 9, 2024 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -4.40% Nov 12, 2025 - Dec 10, 2025 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -4.11% Feb 16, 2021 - Apr 5, 2021 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -3.92% Jan 8, 2021 - Feb 12, 2021 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -3.80% Jun 15, 2021 - Aug 3, 2021 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between QEFA and SPY is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.
0.98
-101
Dividend Comparison (1999 - 2026)
QEFA vs SPY dividend yield comparison.
| Year | QEFA | SPY |
|---|---|---|
| 2026 | 0.00% | 0.24% |
| 2025 | 3.13% | 1.07% |
| 2024 | 3.17% | 1.21% |
| 2023 | 2.79% | 1.40% |
| 2022 | 3.02% | 1.65% |
| 2021 | 2.37% | 1.20% |
| 2020 | 1.82% | 1.52% |
| 2019 | 2.95% | 1.75% |
| 2018 | 3.22% | 2.04% |
| 2017 | 2.33% | 1.80% |
| 2016 | 2.01% | 2.03% |
| 2015 | 2.94% | 2.06% |
| 2014 | 1.14% | 1.87% |
| 2013 | 0.00% | 1.81% |
| 2012 | 0.00% | 2.18% |
| 2011 | 0.00% | 2.05% |
| 2010 | 0.00% | 1.80% |
| 2009 | 0.00% | 1.95% |
| 2008 | 0.00% | 3.02% |
| 2007 | 0.00% | 1.85% |
| 2006 | 0.00% | 1.73% |
| 2005 | 0.00% | 1.73% |
| 2004 | 0.00% | 1.82% |
| 2003 | 0.00% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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