{"schemaVersion":1,"ticker":"EFA","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/efa/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, EFA against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/efa/"},"benchmark":{"ticker":"ACWX","name":"MSCI ACWI ex USA Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"EFA","b":"ACWX","window":{"from":"2008-04-11","to":"2026-10-23","firstReturn":"2008-04-18","weeklyReturns":967,"years":18.53,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01444238,"perWeek":0.000277738,"days":4637,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":1.46549119,"b":1.29848266,"edge":"EFA","lead":"EFA"},"annualised":{"a":0.04972233,"b":0.0457704,"edge":"EFA (slight)","lead":"EFA"},"price":{"a":0.41285793,"b":0.42754468,"edge":"ACWX (slight)","lead":"ACWX"},"volatility":{"a":0.19479242,"b":0.19769244,"edge":"Tie"},"downsideDeviation":{"a":0.14204225,"b":0.14401308,"edge":"Tie"},"maxDrawdown":{"a":-0.57188267,"b":-0.59368628,"edge":"EFA (slight)","lead":"EFA","aPeak":"2008-05-16","aTrough":"2009-03-06","bPeak":"2008-05-16","bTrough":"2009-03-06"},"excess":{"a":0.0533451,"b":0.05014044,"edge":"EFA (slight)","lead":"EFA"},"sharpe":{"a":0.27385613,"b":0.25362853,"edge":"EFA (slight)","lead":"EFA"},"sortino":{"a":0.37555798,"b":0.34816589,"edge":"EFA (slight)","lead":"EFA"},"calmar":{"a":0.08694499,"b":0.07709526,"edge":"EFA (slight)","lead":"EFA"}},"relative":{"EFA":{"on":"ACWX","beta":0.96293244,"r2":0.95505337,"alpha":0.00506324,"alphaT":0.5281117,"alphaLow":-0.0137514,"alphaHigh":0.02387788,"upsideCapture":0.95055467,"downsideCapture":0.97542446,"treynor":0.05539859,"trackingError":0.04194232,"informationRatio":0.07640626,"upWeeks":523,"downWeeks":438,"treynorReference":0.05014044,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"ACWX (slight)","lead":"ACWX"},"downsideCapture":{"edge":"EFA (slight)","lead":"EFA"},"treynor":{"edge":"EFA (slight)","lead":"EFA"},"informationRatio":{"edge":null,"lead":"EFA","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"EFA":{"kept":"2026-10-26","distributions":38,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":967,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.46549119}},"ACWX":{"kept":"2026-10-26","distributions":38,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":967,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.29848266}}}}