{"schemaVersion":1,"ticker":"IEFA","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/iefa/","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, IEFA against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/iefa/"},"benchmark":{"ticker":"ACWX","name":"MSCI ACWI ex USA Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"IEFA","b":"ACWX","window":{"from":"2012-11-02","to":"2026-10-23","firstReturn":"2012-11-09","weeklyReturns":729,"years":13.97,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01826871,"perWeek":0.0003513213,"days":3493,"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":1.99105111,"b":1.69137568,"edge":"IEFA","lead":"IEFA"},"annualised":{"a":0.08128653,"b":0.07317444,"edge":"IEFA (slight)","lead":"IEFA"},"price":{"a":1.00167364,"b":0.84880503,"edge":"IEFA","lead":"IEFA"},"volatility":{"a":0.16150421,"b":0.15899986,"edge":"Tie"},"downsideDeviation":{"a":0.11451493,"b":0.11333141,"edge":"Tie"},"maxDrawdown":{"a":-0.34137365,"b":-0.34160041,"edge":"Tie","aPeak":"2018-01-26","aTrough":"2020-03-20","bPeak":"2018-01-26","bTrough":"2020-03-20"},"excess":{"a":0.07306832,"b":0.06512896,"edge":"IEFA","lead":"IEFA"},"sharpe":{"a":0.45242362,"b":0.40961649,"edge":"IEFA (slight)","lead":"IEFA"},"sortino":{"a":0.63806808,"b":0.57467706,"edge":"IEFA (slight)","lead":"IEFA"},"calmar":{"a":0.23811602,"b":0.21421065,"edge":"IEFA","lead":"IEFA"}},"relative":{"IEFA":{"on":"ACWX","beta":0.99550224,"r2":0.96052857,"alpha":0.00823229,"alphaT":0.95842566,"alphaLow":-0.00863067,"alphaHigh":0.02509525,"upsideCapture":0.98115857,"downsideCapture":0.97729923,"treynor":0.07339845,"trackingError":0.03209468,"informationRatio":0.24737287,"upWeeks":401,"downWeeks":324,"treynorReference":0.06512896,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"IEFA (slight)","lead":"IEFA"},"treynor":{"edge":"IEFA","lead":"IEFA"},"informationRatio":{"edge":null,"lead":"IEFA","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"IEFA":{"kept":"2026-10-26","distributions":29,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":729,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.99105111}},"ACWX":{"kept":"2026-10-26","distributions":29,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":729,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.69137568}}}}