SPDR MSCI EAFE ETF Performance
| EFAX ETF | USD 52.53 0.75 1.45% |
Risk-Adjusted Performance
0100
0 · Weak
For the recent 90-day horizon, SPDR MSCI EAFE failed to convert its risk exposure into positive performance. This measure separates raw price movement from actual return efficiency on a risk-adjusted basis. SPDR MSCI is delivering weak return efficiency relative to its risk profile, with recent data suggesting continued pressure on shareholder returns. Learn More
Relative Risk vs. Return Landscape
If you had invested $ 5,231 in SPDR MSCI EAFE on February 5, 2026 and sold it today, you would have earned $ 22.00 , a return of 0.42% over 90 days. SPDR MSCI EAFE is currently generating a 0.0167% daily expected return and carries 1.43% risk (volatility on return distribution) over a 90-day horizon. In relative terms, SPDR MSCI exhibits above-average volatility, exceeding roughly 88% of comparable etfs, and EFAX has trailed 99% of traded instruments in return over the 90-day horizon. Expected Return |
| Risk |
Target Price Odds to finish over Current Price
The tendency of SPDR MSCI ETF price to converge on an average value over time is a well-known pattern in finance. Despite this pattern, historical data suggests that some ETFs remain persistently mispriced until markets correct.
| Current Price | Horizon | Target Price | Odds moving above the current price in 90 days |
| 52.53 | 90 days | 52.53 | about 40.43 % |
Based on a normal probability distribution, the odds of SPDR MSCI moving above the current price in 90 days from now are about 40.43 %. Over this horizon, the return distribution for this ETF has leaned toward above-current outcomes historically. (The density curve centers on the price range the market has recently treated as most probable for SPDR MSCI ETF over the next 90 days).
SPDR MSCI Price Density |
| Price |
Predictive Modules for SPDR MSCI
Numerous approaches exist for forecasting the ETF market and estimating future values of SPDR MSCI EAFE. Although accurate forecasting remains elusive, the process of modeling scenarios is a valuable part of decision-making.Experienced market participants anticipate that SPDR MSCI's price will even out over time. Periods when SPDR MSCI's deviates significantly from its historical mean may warrant further fundamental analysis.
Primary Risk Indicators
The last 10-20 years have been a volatile period for the ETF market, and SPDR MSCI is no exception. SPDR MSCI has experienced periods of rapid price declines followed by equally strong recoveries.α | Alpha over Dow Jones | -0.0052 | |
β | Beta against Dow Jones | 1.19 | |
σ | Overall volatility | 1.90 | |
Ir | Information ratio | -0.0023 |
SPDR MSCI Fundamentals Growth
SPDR MSCI ETF prices reflect investors' perceptions of SPDR MSCI's future prospects and financial health. Revenue trajectory, earnings quality, profit margins, and leverage levels shape SPDR MSCI ETF market performance.
Performance Metrics & Calculation Methodology
Benchmark tracking for SPDR MSCI determines how closely returns mirror the target index after costs. Outperformance relative to the benchmark may reflect exposure tilt, selection effect, or timing.
SPDR MSCI EAFE data is compiled from fund disclosures and market reference feeds and standardized for comparability. Return and risk statistics are calculated from historical price series.
Editorial review and methodology oversight provided by: Ellen Johnson, Member of Macroaxis Editorial Board