EFAA ETF Analysis: EAFE Income Advantage | NYSE

Derivative Income | NYSE, USA | Market Cap: 593m USD | 12M Return: 17.6% | Charts, Fundamentals & Technical Analysis

Equity Securities, ETFs, Depositary Receipts, Equity-Linked Notes
Total Rating 56
Safety 56
Buy Signal -0.38
Derivative Income
Category Rotation: -1.5
TER: 0.39%
AUM: 593M
Avg Turnover: 5.18M
Risk 3d forecast
Volatility10.7%
VaR 5th Pctl1.98%
VaR vs Median3.36%
Reward TTM
Sharpe Ratio0.93
Rel. Str. IBD48.8
Rel. Str. Peer Group58.7
Character TTM
Beta0.503
Beta Downside0.427
Hurst Exponent0.491
Drawdowns 3y
Max DD11.97%
CAGR/Max DD1.21
CAGR/Mean DD7.39

Warnings

Choppy

Tailwinds

No distinct edge detected

Seasonality 1.9 years of data

Jan +1.2% -
Feb +0.6% -
Mar -8.2% -
Apr +2.1% -
May +0.1% -
Jun -1.4% -
Jul -2.7% -
Aug +2.7% -
Sep +0.0% -
Oct -1.0% -
Nov -0.8% -
Dec +0.2% -

How good or bad each month usually is (without trend). The score below shows how much you can trust it: 0 = pure chance, >40 gets interesting and >55 is strong.

Description: EFAA EAFE Income Advantage

The Invesco MSCI EAFE Income Advantage ETF (EFAA) pursues its investment objective through a dual approach: a core equity portfolio designed to track the MSCI EAFE Index (directly via equity securities and depositary receipts, or indirectly through U.S.-listed ETFs that mirror the index), combined with an options-based income overlay executed through equity-linked notes (ELNs) tied to the index or its tracking ETFs. The fund is structured as non-diversified and falls within the Derivative Income ETF category, reflecting its use of structured products to generate yield on top of passive international equity exposure.

The MSCI EAFE Index measures the performance of large- and mid-cap equities across developed markets in Europe, Australasia, and the Far East, excluding the U.S. and Canada. Equity-linked notes are structured debt instruments whose returns are linked to an underlying equity or index, typically used by funds to capture options-based premium income.

Headlines to Watch Out For
  • USD strength pressures MSCI EAFE Index returns and NAV
  • European and Japanese equities rally lifts underlying index performance
  • Implied volatility decline compresses options-based income strategy
What is the price of EFAA shares?

As of July 28, 2026, the stock is trading at USD 55.51 with a total of 58,691 shares traded. Over the past week, the price has changed by +0.89%, over one month by +0.60%, over three months by +4.70% and over the past year by +17.58%.

Current recommended Stop Loss: 54.30 (which is 2.2% or 2 ATR below the current price).

Is EFAA a buy, sell or hold?

EAFE Income Advantage has no consensus analysts rating.