State Street SPDR MSCI EAFE StrategicFactors ETF(QEFA · ETF)

ETF quote, holdings, sector allocation, technicals, and options analytics.

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.

QEFA $101.88
Snapshot
$101.88
52-Week Range
$86.24 – $102.40
YTD
+11.48%
IV Rank (30D)
0
Straddle Price
$4.00
Info

State Street SPDR MSCI EAFE StrategicFactors ETF (QEFA) ETF

Exchange
ARCX
Inception
2014-06-04
Has Options
Yes
ETF Profile
holdings as of 2026-09-03
Holdings
640
AUM
$1.1B
Provider
SPDR (State Street)
Inception
2014-06-04
Exchange
ARCX
Data As Of
2026-09-03
Expense Ratio
0.30%
Dividend Yield
2.69%
Distribution
Semi-Annual
Recent distributions
Ex-Date Pay Date Amount Type
2026-06-01 2026-06-05 $1.4979 CD
2025-11-25 2025-12-02 $1.2414 CD
2025-06-02 2025-06-06 $1.5928 CD
2024-12-18 2024-12-24 $0.9351 CD
2024-06-03 2024-06-07 $1.3624 CD
2023-12-15 2023-12-22 $0.8092 CD
Asset Allocation
Top Holdings
top 50 of 640 holdings
Symbol Name Weight % Asset Class Country
NOVN NOVARTIS AG REG 2.07% Equity (Foreign) CH
ASML ASML HOLDING NV 2.00% Equity (Foreign) NL
ROP ROCHE HOLDING AG 1.84% Equity (US) US
AZN ASTRAZENECA PLC 1.51% Equity (Foreign) GB
NESN NESTLE SA REG 1.50% Equity (Foreign) CH
SHEL SHELL PLC 1.22% Equity (Foreign) GB
ULVR UNILEVER PLC 1.15% Equity (Foreign) GB
SAP SAP SE 1.11% Equity (Foreign) DE
ALV ALLIANZ SE REG 1.10% Equity (Foreign) DE
BHP BHP GROUP LTD 1.06% Equity (Foreign) AU
ZURN ZURICH INSURANCE GROUP AG 1.00% Equity (Foreign) CH
NOVOB NOVO NORDISK A/S B 0.90% Equity (Foreign) DK
TTE TOTALENERGIES SE 0.88% Equity (Foreign) FR
ABBN ABB LTD REG 0.78% Equity (Foreign) CH
GSK GSK PLC 0.78% Equity (Foreign) GB
HSBA HSBC HOLDINGS PLC 0.77% Equity (Foreign) GB
ADVANTEST CORP 0.75% Other JP
AI AIR LIQUIDE SA 0.75% Equity (Foreign) FR
D05 DBS GROUP HOLDINGS LTD 0.72% Equity (Foreign) SG
RECRUIT HOLDINGS CO LTD 0.72% Other JP
BATS BRITISH AMERICAN TOBACCO PLC 0.70% Equity (Foreign) GB
TOKYO ELECTRON LTD 0.69% Other JP
SU SCHNEIDER ELECTRIC SE 0.69% Equity (Foreign) CA
IBE IBERDROLA SA 0.68% Equity (Foreign) ES
TAKEDA PHARMACEUTICAL CO LTD 0.64% Other JP
O39 OVERSEA CHINESE BANKING CORP 0.63% Equity (Foreign) SG
SONY GROUP CORP 0.63% Other JP
RR. ROLLS ROYCE HOLDINGS PLC 0.63% Equity (Foreign) GB
OR L OREAL 0.63% Equity (Foreign) FR
ENI ENI SPA 0.61% Equity (Foreign) IT
ITX INDUSTRIA DE DISENO TEXTIL 0.61% Equity (Foreign) ES
EQNR EQUINOR ASA 0.60% Equity (Foreign) NO
MUV2 MUENCHENER RUECKVER AG REG 0.58% Equity (Foreign) DE
SECOM CO LTD 0.58% Other JP
TOYOTA MOTOR CORP 0.57% Other JP
AIR AIRBUS SE 0.57% Equity (US)
SAMPO SAMPO OYJ A SHS 0.55% Equity (Foreign) FI
MC LVMH MOET HENNESSY LOUIS VUI 0.54% Equity (US) US
BP. BP PLC 0.54% Equity (Foreign) GB
SAN BANCO SANTANDER SA 0.52% Equity (Foreign) ES
RIO RIO TINTO PLC 0.52% Equity (US)
MITSUBISHI UFJ FINANCIAL GRO 0.51% Other JP
FAST RETAILING CO LTD 0.51% Other JP
BA. BAE SYSTEMS PLC 0.48% Equity (Foreign) GB
KDDI CORP 0.47% Other JP
SCMN SWISSCOM AG REG 0.47% Equity (Foreign) CH
WES WESFARMERS LTD 0.47% Equity (Foreign) AU
CFR CIE FINANCIERE RICHEMO A REG 0.46% Equity (US) US
SOFTBANK CORP 0.45% Other JP
NTT INC 0.45% Other
Geographic Breakdown
Non-Equity Breakdown
SPDR MSCI EAFE StrategicFactors ETF · NPORT-P period 2026-09-30 (filed 2026-02-26)
Net assets: $972M · 662 total positions · equity 99.45% · non-equity 1.77%
Non-equity holdings — 2 positions, 1.77% of NAV
Category Weight Value Positions
Short-term investment 1.77% $17.2M 2
Chart
Seasonality
MonthAvg ReturnYears of Data
Jan +1.71% 6
Feb +0.81% 6
Mar +0.10% 6
Apr +1.07% 6
May +1.03% 6
Jun -1.18% 6
Jul +3.51% 6
Aug -0.17% 6
Sep -2.31% 6
Oct -0.69% 5
Nov +2.20% 5
Dec +0.83% 5
Technical Indicators

Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.

Trend Indicators
  • SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
  • EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
  • MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
  • ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
  • +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
  • RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
  • Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
  • Williams %R — inverted scale: <−80 oversold, >−20 overbought.

Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.

Volume & Volatility
  • Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
  • OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
  • Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
  • ATR / True Range — average daily $ move; sizing and stop-loss reference.
  • HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.

Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →

Trend Indicators

SMA 20: $101.40
SMA 50: $99.21
SMA 200: $95.56
Current: $101.88
EMA 12: $101.39
EMA 26: $100.79
MACD: 0.6055 | Signal: -0.1472
BULLISH
ADX (14): 24.03
WEAK TREND
+DI: 33.72
−DI: 21.06

Momentum Oscillators

RSI (14): 60.19
NEUTRAL
Stoch %K: 58.26
Stoch %D: 39.61
Williams %R: -25.62

Volume & Volatility

BB Upper: $102.36
BB Lower: $100.45
NEUTRAL
OBV: 177,615
Vol SMA 20: 33,793
Vol ROC: 37.43%
ATR: $0.77
True Range: $0.60
HV 20: 7.5%
HV 30: 9.1%
HV 60: 10.7%

Data Summary

Data Points: 500
Last Updated:
Date Range: 2024-09-09T00:00:00 – 2026-09-04T00:00:00
AI Analysis

Choose Frenzy-Fast™ for quick analysis or Frenzy-Pro™ for comprehensive analysis.

Analysis includes technical indicators, news sentiment, risk assessment, and specific price levels to watch.

News
Options Activity
IV Rank (30D)
0
IV Rank (7D)
41.78
Avg IV
14.1%
Straddle (30D)
$4.00
Straddle (7D)
$2.80
Spread Scanner GPU

Each spread is ranked by a composite score built in three stages. Full documentation →

Stage 1 — Base Score (GPU scanner)

score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.

Stage 2 — Skew Adjustment (±25% cap)

RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.

Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
  • RSI <40 bullish / >60 bearish
  • MACD crossover + histogram trend
  • Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
  • Stochastic %K <20 / >80
  • Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
  • Blended ATR + straddle expected-move penalty
  • Bollinger Band signal (+ counter-trend penalty)
  • BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
  • IV rank ≥ 75 → strong boost for credit spreads
  • IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
  • Min open interest across all legs
  • OI < 100 → −0.10 · OI < 500 → −0.05

score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →

Enter a ticker to scan for optimal spread opportunities.

Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.

Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Metric:
Wing vs ATM
IV(put wing) − IV(ATM), in vol points

How much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.

  • Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
  • Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
  • Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
  • Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each side

Which side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.

  • Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
  • Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
  • Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
  • Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together

Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:

  • High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
  • Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
  • Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
pts EXTREME
ATM — / Wing —
30 DTE / 10d
pts EXTREME
ATM — / Wing —

Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.

Volatility Surface

Enter a ticker to render the implied volatility surface.

Volatility Smile

Enter a ticker to render the implied volatility smile.

IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Beta (1Y vs SPY)
0.69
Correlation (SPY)
68.3%
0.47
Ann. Volatility
12.9%
SPY Volatility
12.8%

Low volatility - stock moves less than market

Beta & Alpha Over Time
Constituent Performance

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Constituents
Symbol Name Weight % Price 1 Day 1 Week 1 Month