EFA vs STLA: Correlation
Measured on weekly returns over the past three years, iShares MSCI EAFE ETF (EFA) and Stellantis N.V. (STLA) carry a correlation of 0.54, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EFA and STLA?
On 3 years of weekly data the EFA/STLA correlation comes out at 0.54, moderate. The relationship has been stable: the 1-year correlation (0.48) sits close to the 3-year figure. The 5-year figure is 0.62, and annualized covariance runs at 359.1 %².
Among the 109 assets we track against EFA, STLA ranks #78 by 3-year correlation. Correlation aside, the last 12 months split them widely, with EFA ahead by 66.4 points (+21.9% versus -44.5%). Note the risk asymmetry: STLA runs 3.0 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
EFA vs STLA: side by side
| EFA (iShares MSCI EAFE ETF) | STLA (Stellantis N.V.) | |
|---|---|---|
| 1-year return | +21.9% | -44.5% |
| 5-year return | +56.7% | -63.8% |
| Volatility (ann.) | 14.9% | 44.7% |
| Beta vs S&P 500 | 0.77 | 1.33 |
| Max drawdown (3Y) | -14.1% | -80.0% |
| Market cap | – | $19.9B |
| P/E (trailing) | – | – |
| Dividend yield | 3.19% | 0.00% |
| Expense ratio | 0.32% | – |
| Assets under management | $78.0B | – |
| Sector / category | ETF · International | US Listed |
EFA, iShares's Foreign Large Blend fund, carries $78.0B under management, 666 holdings, a 0.32% expense ratio, a 3.19% trailing dividend yield.
Year-by-year returns
| Year | EFA | STLA |
|---|---|---|
| 2022 | -14.4% | -18.2% |
| 2023 | +18.4% | +79.2% |
| 2024 | +3.5% | -40.2% |
| 2025 | +31.5% | -9.2% |
| 2026 | +14.3% | -51.5% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are EFA and STLA good diversifiers for each other?
Only partially. A correlation of 0.54 means EFA and STLA share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between EFA and STLA?
As of 2026-08-27, the correlation of weekly returns between EFA and STLA is 0.54 over 3 years, 0.48 over 1 year and 0.62 over 5 years.
Is STLA a good diversifier for EFA?
Only partially. A correlation of 0.54 means EFA and STLA share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.54 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/efa-vs-stla.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/efa-vs-stla/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: EFA correlations · STLA correlations
