State Street(R) SPDR(R) MSCI EAFE StrategicFactors(SM) ETF

$96.44

Key Metrics

TER 0.30% per year
Distribution policy Distributing
Fund size USD 1,004 M
Inception date June 4, 2014
Holdings 659
Fund currency USD
Fund domicile US
Provider SPDR
For full official fund details, factsheets, and holdings, visit ssga.com (opens in new tab).

Compare similar ETFs

Fund Size
Dividend
Fees
Current
State Street(R) SPDR(R) MSCI EAFE StrategicFactors(SM) ETF QEFA
Fund Size
$1.04B
Dividend
2.8%
Fees
0.30%

Historical Return

Last updated: Jul 15, 2026
1 Year +15.5% +2.8% Div
3 Years (avg.) +10.9% +2.8% Div
5 Years (avg.) +5.0% +2.8% Div

Risk & Analysis Metrics

Last updated: Jul 15, 2026

Volatility

12.25% 1 Year
13.16% 3 Years
14.72% 5 Years
15.83% 10 Years

Max Drawdown

-9.72% 1 Year
-12.23% 3 Years
-30.25% 5 Years
-32.73% 10 Years

Sharpe Ratio

0.77 1 Year
0.49 3 Years
0.10 5 Years
0.17 10 Years

Return Triangle (Heatmap)

Last updated: Jul 15, 2026
2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025
2014 -7.9% -3.9% -2.4% 2.9% -0.6% 2.3% 2.6% 3.4% 0.9% 2.1% 1.9% 3.6%
2015 0.3% 0.4% 6.7% 1.3% 4.5% 4.4% 5.1% 2.0% 3.2% 2.9% 4.8%
2016 0.5% 10.1% 1.6% 5.6% 5.2% 5.9% 2.3% 3.6% 3.2% 5.2%
2017 20.5% 2.1% 7.3% 6.5% 7.0% 2.6% 4.0% 3.5% 5.8%
2018 -13.5% 1.3% 2.1% 3.9% -0.7% 1.5% 1.3% 4.0%
2019 18.5% 11.0% 10.4% 2.8% 4.8% 4.0% 6.8%
2020 3.9% 6.5% -1.9% 1.7% 1.4% 5.0%
2021 9.2% -4.7% 0.9% 0.7% 5.2%
2022 -16.9% -3.0% -2.0% 4.2%
2023 13.2% 6.5% 12.4%
2024 0.2% 12.0%
2025 25.2%

Distributions

*by ETF Portfolio Weight Last updated: Jul 15, 2026

Profit Margin Distribution

< 0%
2%
1y 3y N/A N/A
0 - 5%
12%
1y 3y N/A N/A
5 - 10%
18%
1y 3y N/A N/A
10 - 15%
22%
1y 3y N/A N/A
15 - 20%
17%
1y 3y N/A N/A
20 - 30%
24%
1y 3y N/A N/A
30 - 40%
5%
1y 3y N/A N/A
> 40%
1%
1y 3y N/A N/A

P/E Ratio Distribution

< 0
1%
1y 3y N/A N/A
0 - 10
4%
1y 3y N/A N/A
10 - 15
23%
1y 3y N/A N/A
15 - 20
16%
1y 3y N/A N/A
20 - 25
22%
1y 3y N/A N/A
25 - 35
19%
1y 3y N/A N/A
35 - 50
6%
1y 3y N/A N/A
> 50
9%
1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation
N/A
Undervalued
> 60%
0%
1y 3y N/A N/A
45 - 60%
0%
1y 3y N/A N/A
30 - 45%
0%
1y 3y N/A N/A
15 - 30%
0%
1y 3y N/A N/A
Fair (&plusmn;15%)
0%
1y 3y N/A N/A
Overvalued
15 - 30%
0%
1y 3y N/A N/A
30 - 45%
0%
1y 3y N/A N/A
45 - 60%
0%
1y 3y N/A N/A
> 60%
0%
1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap
0.0%
1y 3y N/A N/A
Small Cap
0.0%
1y 3y N/A N/A
Mid Cap
1.1%
1y 3y N/A N/A
Large Cap
64.7%
1y 3y N/A N/A
Mega Cap
34.2%
1y 3y N/A N/A
Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Portfolio Concentration

*by ETF Portfolio Weight Last updated: Jul 15, 2026
20.8% Top 5 Holdings
33.1% Top 10 Holdings
76.0% Top 50 Holdings
94.1% Top 100 Holdings
Top 5 Companies
NVS Novartis AG
4.8%
ASML ASML Holding NV
4.6%
AZN AstraZeneca Plc
4.1%
RHHVF Roche Holding AG
3.7%
NSRGY Nestle SA
3.6%

Latest News

9 days ago • marketbeat.com

Why ASML's AI Monopoly Is Still Getting Stronger

ASML NASDAQ: ASML holds a monopoly on foundational AI technology, making it the most structurally sound tech investment you can own. Its Extreme Ul...

9 days ago • reuters.com

ASML has room to raise prices, CFO says

ASML has ​room to raise prices for some ‌of its chipmaking equipment, its chief financial officer said on Wednesday, after an earnings report in wh...

9 days ago • fool.com

Is ASML Holding a Buy After Its Latest Earnings Report?

Investors were watching closely for clues about the staying power of the AI revolution. They got what they were looking for.

Average metrics of all companies in portfolio

Last updated: Jul 19, 2026
Market
Average
Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares. $143B -
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price. 3.00% 2.03%
Beta Indicates the relationship between the price performance of a share and the market. 0.52 -
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth. 25.21 28.84
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything -33.15 -
Profitable Companies 98% -
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued. 476.4 18.09
Price to Sales Ratio Market cap divided by the revenue in the most recent year. 2.6 8.08
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company 5.3 10.33
Market
Average
Enterprise Value to EBIT Enterprise Value divided by EBIT 13.63 19.5
Enterprise Value to Revenue Enterprise value divided by revenue 2.88 8.09
Total Debt to Enterprise Value Total debt divided by enterprise value 0.24 0.04
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary. - 0.27
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability. 15.03% 20.92%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago. - -113.9%
Return on Equity Equity divided by market cap. 592.85% 2.94%
Return on Assets Indicates a company's profitability in relation to its total assets. 309.51% 4.11%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits. 383.38% 3.71%

Sectors

Manufacturing 15.9%
Health Technology 6.8%
Finance and Insurance 6.1%
Mining, Quarrying, and Oil and Gas Extraction 4.3%
Consumer Non-Durables 4.0%
Information 3.5%
Finance 1.3%
Energy 1.3%
Transportation and Warehousing 0.9%
Professional, Scientific, and Technical Services 0.9%
Producer Manufacturing 0.5%
Real Estate and Rental and Leasing 0.5%
Financial Services 0.4%
Electronic Technology 0.4%
Transportation 0.2%
Communications 0.2%
Technology 0.1%
Industrials 0.1%
Energy Minerals 0.1%
Process Industries 0.1%
Consumer Durables 0.1%
Healthcare 0.0%
Health Care and Social Assistance 0.0%
Administrative and Support and Waste Management and Remediation Services 0.0%
Retail Trade 0.0%
Utilities 0.0%
Other 52.3%

Countries

Japan 22.2%
United Kingdom 14.5%
Switzerland 12.7%
France 8.0%
Germany 7.2%
Australia 5.7%
Netherlands 5.4%
Spain 3.5%
Italy 3.3%
Hong Kong 2.9%
Sweden 2.5%
Singapore 2.5%
Denmark 2.1%
Israel 1.8%
Finland 1.7%
Norway 0.9%
Belgium 0.8%
Ireland 0.7%
Austria 0.5%
Portugal 0.3%
New Zealand 0.3%
Other 0.3%
United States 0.1%
Luxembourg 0.1%
Bermuda 0.1%
China 0.0%
Mexico 0.0%
Czech Republic 0.0%
Other 0.0%

Stock Screener

Select filters to narrow down the 163 investments below

163 companies

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%
Market Cap $293.39B
P/E Ratio 22.2
Dividends 3.0%
Total Investment $23.17M
Weight 2.31%

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Market Cap $673.55B
P/E Ratio 59.4
Dividends 0.5%
Total Investment $22.12M
Weight 2.20%

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Market Cap $294.4B
P/E Ratio 25.1
Dividends 1.9%
Total Investment $19.76M
Weight 1.97%

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Market Cap $346.26B
P/E Ratio 20.7
Dividends 2.9%
Total Investment $18.01M
Weight 1.79%

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Market Cap $270.42B
P/E Ratio 24.4
Dividends 3.6%
Total Investment $17.25M
Weight 1.72%

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Market Cap $181.26B
P/E Ratio 11.8
Dividends 4.8%
Total Investment $12.86M
Weight 1.28%

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Market Cap $134.4B
P/E Ratio 29.1
Dividends 3.6%
Total Investment $10.67M
Weight 1.06%

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Market Cap $103.66B
P/E Ratio 13.2
Dividends 3.5%
Total Investment $9.68M
Weight 0.96%

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Market Cap $185.32B
P/E Ratio 21.5
Dividends 1.8%
Total Investment $7.95M
Weight 0.79%

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Market Cap $89.34B
P/E Ratio 17.1
Dividends 4.1%
Total Investment $7.56M
Weight 0.75%

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Market Cap $223.61B
P/E Ratio 12.0
Dividends 3.5%
Total Investment $7.2M
Weight 0.72%

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Market Cap $345.77B
P/E Ratio 16.5
Dividends 3.7%
Total Investment $7.1M
Weight 0.71%

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Market Cap $109.88B
P/E Ratio 35.7
Dividends 4.8%
Total Investment $6.81M
Weight 0.68%

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Market Cap $69.02B
P/E Ratio 36.1
Dividends 1.2%
Total Investment $6.63M
Weight 0.66%

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Market Cap $158.79B
P/E Ratio 18.6
Dividends 4.3%
Total Investment $6.48M
Weight 0.65%

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