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QEFA vs SPY

Comparison between STATE STREET(R) SPDR(R) MSCI EAFE STRATEGICFACTORS(SM) ETF (QEFA, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed QEFA, delivering a return of +13.0% compared to +7.7%

QEFA vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
QEFA
$1.20B
Winner
SPY
$784B
Expense Ratio
QEFA
0.30%
Winner
SPY
0.09%
Max Drawdown
Winner
QEFA
32.73%
SPY
56.47%
Sharpe Ratio
QEFA
1.03
Winner
SPY
1.54
5Y Beta
Winner
QEFA
0.59
SPY
1.00
P/E Ratio
QEFA
N/A
SPY
27.62
Forward P/E
QEFA
N/A
SPY
21.11
5Y Dividends CAGR
Winner
QEFA
14.52%
SPY
6.00%
5Y EPS CAGR
QEFA
N/A
SPY
25.30%
Debt to Equity
QEFA
N/A
SPY
31.11%
P/S Ratio
QEFA
N/A
SPY
3.49
P/B Ratio
QEFA
N/A
SPY
5.30

QEFA vs SPY - Holdings Comparison

QEFA and SPY have 1 common holdings. Overlap is -0.01%

QEFA's top 25 holdings weight is 25.43%. SPY's top 25 holdings weight is 51.24%.

RankQEFASPY
#1
ASML HOLDING NV (n/a) - 2.37%
NVIDIA CORP (NVDA) - 7.81%
#2
NOVARTIS AG REGISTERED SHARES (n/a) - 2.04%
APPLE INC (AAPL) - 6.81%
#3
ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.83%
MICROSOFT CORP (MSFT) - 4.53%
#4
ASTRAZENECA PLC (AZN:XLON) - 1.77%
AMAZON.COM INC (AMZN) - 3.72%
#5
NESTLE SA (n/a) - 1.66%
ALPHABET INC CLASS A (GOOGL) - 3.39%
#6
BHP GROUP LTD (n/a) - 1.17%
BROADCOM INC (AVGO) - 2.77%
#7
SHELL PLC (n/a) - 1.15%
ALPHABET INC CLASS C (GOOG) - 2.72%
#8
UNILEVER PLC (n/a) - 1.12%
META PLATFORMS INC CLASS A (META) - 2.03%
#9
ZURICH INSURANCE GROUP AG (n/a) - 1.03%
MICRON TECHNOLOGY INC (MU) - 1.78%
#10
ALLIANZ SE (n/a) - 1.02%
TESLA INC (TSLA) - 1.76%
#11
TOKYO ELECTRON LTD (n/a) - 0.94%
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.41%
#12
SAP SE (n/a) - 0.92%
JPMORGAN CHASE & CO (JPM) - 1.38%
#13
NOVO NORDISK AS CLASS B (n/a) - 0.90%
ELI LILLY AND CO (LLY) - 1.38%
#14
GSK PLC (n/a) - 0.88%
ADVANCED MICRO DEVICES INC (AMD) - 1.28%
#15
TOTALENERGIES SE (TTE:XPAR) - 0.87%
EXXON MOBIL CORP (XOM) - 0.92%
#16
ABB LTD (n/a) - 0.86%
JOHNSON & JOHNSON (JNJ) - 0.88%
#17
BRITISH AMERICAN TOBACCO PLC (n/a) - 0.81%
VISA INC CLASS A (V) - 0.87%
#18
AIR LIQUIDE SA (n/a) - 0.77%
INTEL CORP (INTC) - 0.85%
#19
HSBC HOLDINGS PLC (n/a) - 0.76%
WALMART INC (WMT) - 0.82%
#20
SCHNEIDER ELECTRIC SE (n/a) - 0.74%
CISCO SYSTEMS INC (CSCO) - 0.73%
#21
BANK HAPOALIM BM (n/a) - 0.38%
LAM RESEARCH CORP (LRCX) - 0.71%
#22
SINGAPORE EXCHANGE LTD (n/a) - 0.37%
APPLIED MATERIALS INC (AMAT) - 0.70%
#23
RELX PLC (n/a) - 0.37%
CATERPILLAR INC (CAT) - 0.68%
#24
JAPAN TOBACCO INC (n/a) - 0.35%
COSTCO WHOLESALE CORP (COST) - 0.68%
#25
POSTE ITALIANE SPA (n/a) - 0.35%
MASTERCARD INC CLASS A (MA) - 0.63%
Total Holdings614505

QEFA vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
QEFA
-1.28%
SPY
-1.41%
3M
QEFA
+5.33%
Winner
SPY
+12.54%
6M
QEFA
+5.93%
Winner
SPY
+6.77%
1Y
QEFA
+16.43%
Winner
SPY
+22.18%
5Y(CAGR)
QEFA
+7.65%
Winner
SPY
+13.04%
10Y(CAGR)
QEFA
+9.06%
Winner
SPY
+15.54%
Max(CAGR)
QEFA
+6.71%
Winner
SPY
+8.44%

QEFA vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearQEFASPY
2026+5.51%+7.90%
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%
2013N/A+29.00%
2012N/A+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/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 -3.34%. The current SPY drawdown is -3.22%.

RankQEFASPY
#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.

YearQEFASPY
20261.58%0.50%
20253.13%1.07%
20243.17%1.21%
20232.79%1.40%
20223.02%1.65%
20212.37%1.20%
20201.82%1.52%
20192.95%1.75%
20183.22%2.04%
20172.33%1.80%
20162.01%2.03%
20152.94%2.06%
20141.14%1.87%
20130.00%1.81%
20120.00%2.18%
20110.00%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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