Performance analysis of QEFA (STATE STREET(R) SPDR(R) MSCI EAFE STRATEGICFACTORS(SM) ETF)
Annual Return
Over the past 3 years, QEFA has had an average annual return of +14.26%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, QEFA has had an average annual return of +8.25%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, QEFA has had an average annual return of +8.88%, underperforming the benchmark SPY, which returned +15.04% annual.
Since Jun 5, 2014, QEFA has had an average annual return of +6.88%, underperforming the benchmark SPY, which returned +13.67% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +8.95% | +29.21% | +2.29% | +17.38% | -14.00% | +12.52% | +6.73% | +21.89% | -10.38% | +24.01% | -0.25% | +2.07% |
| 2014 | |||||||||||
| -6.88% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.95% | +4.83% | -6.51% | +3.68% | +1.14% | -0.30% | +1.30% | +8.95% | |||||
| 2025 | +4.44% | +3.10% | +1.13% | +4.22% | +3.59% | +2% | -2.83% | +4.24% | +1.70% | +0.38% | +1.76% | +2.41% | +29.21% |
| 2024 | -0.55% | +2.03% | +2.61% | -2.76% | +4.46% | -1.57% | +3.41% | +3.76% | +0.35% | -5.07% | -0.34% | -3.54% | +2.29% |
| 2023 | +7.78% | -3.22% | +3.68% | +2.98% | -4.08% | +3.94% | +2.57% | -3.32% | -3.31% | -2.37% | +7.50% | +5.05% | +17.38% |
| 2022 | -3.75% | -2.75% | +0.45% | -5.98% | +0.88% | -7.71% | +5.02% | -6.20% | -8.63% | +4.64% | +12.48% | -1.37% | -14.00% |
| 2021 | -0.74% | +0.93% | +2.97% | +2.31% | +4.20% | -0.36% | +1.60% | +1.45% | -3.60% | +2.99% | -3.68% | +4.18% | +12.52% |
| 2020 | -1.74% | -7.49% | -12.01% | +5.50% | +4.10% | +2.71% | +1.10% | +4.69% | -1.83% | -3.45% | +12.93% | +4.42% | +6.73% |
| 2019 | +5.96% | +2.46% | +1.48% | +1.52% | -4.00% | +5.84% | -1.50% | -0.97% | +2.47% | +3.52% | +0.98% | +2.65% | +21.89% |
| 2018 | +4.21% | -4.39% | +0.08% | +0.98% | -1.44% | -1.40% | +2.96% | -1.72% | +1.10% | -7.37% | +0.89% | -4.21% | -10.38% |
| 2017 | +3.16% | +2.06% | +2.40% | +2.50% | +4.63% | -0.72% | +2.42% | +0.32% | +1.82% | +1.05% | +1.02% | +1.14% | +24.01% |
Drawdown analysis of QEFA (STATE STREET(R) SPDR(R) MSCI EAFE STRATEGICFACTORS(SM) ETF)
The maximum drawdown for the QEFA was -31.72%, occurring on Mar 16, 2020. Recovery took 171 trading sessions.
The current QEFA drawdown is -0.98%.
Since Jun 5, 2014 QEFA has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 7 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.72% | Jan 17, 2020 | 39 | Mar 16, 2020 | 171 | Nov 16, 2020 | 210 |
| -28.06% | Sep 3, 2021 | 267 | Sep 27, 2022 | 352 | Feb 22, 2024 | 619 |
| -18.63% | May 15, 2015 | 171 | Jan 20, 2016 | 317 | Apr 24, 2017 | 488 |
| -18.15% | Jan 26, 2018 | 229 | Dec 24, 2018 | 216 | Nov 1, 2019 | 445 |
| -12.76% | Jul 2, 2014 | 129 | Jan 6, 2015 | 68 | Apr 15, 2015 | 197 |
| -12.23% | Mar 19, 2025 | 14 | Apr 8, 2025 | 13 | Apr 28, 2025 | 27 |
| -10.40% | Sep 26, 2024 | 73 | Jan 13, 2025 | 35 | Mar 5, 2025 | 108 |
| -9.58% | Feb 27, 2026 | 15 | Mar 20, 2026 | Ongoing | Ongoing | Ongoing |
| -5.70% | Jul 12, 2024 | 16 | Aug 5, 2024 | 10 | Aug 19, 2024 | 26 |
| -4.65% | Jul 23, 2025 | 6 | Jul 31, 2025 | 13 | Aug 19, 2025 | 19 |
| -4.56% | Mar 27, 2024 | 15 | Apr 18, 2024 | 15 | May 9, 2024 | 30 |
| -4.40% | Nov 12, 2025 | 6 | Nov 20, 2025 | 13 | Dec 10, 2025 | 19 |
| -4.11% | Feb 16, 2021 | 12 | Mar 4, 2021 | 21 | Apr 5, 2021 | 33 |
| -3.92% | Jan 8, 2021 | 14 | Jan 29, 2021 | 10 | Feb 12, 2021 | 24 |
| -3.81% | Jun 15, 2021 | 23 | Jul 19, 2021 | 11 | Aug 3, 2021 | 34 |
| -3.46% | Jun 6, 2024 | 10 | Jun 21, 2024 | 14 | Jul 12, 2024 | 24 |
| -3.13% | Aug 29, 2024 | 5 | Sep 6, 2024 | 14 | Sep 26, 2024 | 19 |
| -3.08% | Oct 6, 2025 | 4 | Oct 10, 2025 | 11 | Oct 27, 2025 | 15 |
| -2.99% | May 7, 2021 | 3 | May 12, 2021 | 8 | May 24, 2021 | 11 |
| -2.70% | May 17, 2024 | 7 | May 29, 2024 | 5 | Jun 5, 2024 | 12 |
| -2.60% | Jun 12, 2025 | 5 | Jun 20, 2025 | 6 | Jun 30, 2025 | 11 |
| -2.50% | Aug 22, 2025 | 6 | Sep 2, 2025 | 7 | Sep 11, 2025 | 13 |
| -2.48% | Mar 7, 2025 | 4 | Mar 13, 2025 | 4 | Mar 19, 2025 | 8 |
| -2.45% | Oct 27, 2025 | 6 | Nov 4, 2025 | 5 | Nov 11, 2025 | 11 |
| -2.39% | Jun 2, 2017 | 23 | Jul 6, 2017 | 8 | Jul 18, 2017 | 31 |