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Global X MSCI SuperDividend® EAFE ETF (EFAS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US37954Y6995

CUSIP

37954Y699

Issuer

Global X

Inception Date

Nov 14, 2016

Region

Developed Markets (EAFE)

Leveraged

1x

Index Tracked

MSCI EAFE Top 50 Dividend Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Value

Expense Ratio

EFAS features an expense ratio of 0.56%, falling within the medium range.


Expense ratio chart for EFAS: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
EFAS vs. EFA EFAS vs. VWID EFAS vs. FDHY EFAS vs. EWJV EFAS vs. EFAV EFAS vs. WBIY EFAS vs. EPI EFAS vs. IOO EFAS vs. SPHY EFAS vs. DVYA
Popular comparisons:
EFAS vs. EFA EFAS vs. VWID EFAS vs. FDHY EFAS vs. EWJV EFAS vs. EFAV EFAS vs. WBIY EFAS vs. EPI EFAS vs. IOO EFAS vs. SPHY EFAS vs. DVYA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global X MSCI SuperDividend® EAFE ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
50.58%
169.74%
EFAS (Global X MSCI SuperDividend® EAFE ETF)
Benchmark (^GSPC)

Returns By Period

Global X MSCI SuperDividend® EAFE ETF had a return of 1.40% year-to-date (YTD) and 2.82% in the last 12 months.


EFAS

YTD

1.40%

1M

-3.98%

6M

0.22%

1Y

2.82%

5Y*

2.78%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of EFAS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.80%0.20%4.18%-1.98%4.93%-4.03%4.77%4.36%0.43%-3.65%-1.01%1.40%
20237.88%-2.97%-0.92%3.81%-7.39%2.90%4.59%-3.48%-1.88%-2.18%7.84%6.99%14.69%
20221.21%-4.14%2.85%-4.80%4.93%-9.57%0.18%-4.87%-11.56%4.73%13.90%1.55%-7.96%
20210.88%3.50%3.14%1.49%5.69%-3.24%-1.06%0.95%-3.65%3.24%-3.56%5.28%12.75%
2020-1.58%-8.97%-25.58%6.81%2.98%4.83%0.03%5.49%-6.28%-4.40%23.79%5.15%-5.39%
20197.08%1.13%-0.99%1.24%-4.09%4.14%-1.91%-4.87%6.44%3.97%-1.22%3.61%14.59%
20183.83%-3.70%-2.09%4.24%-4.03%-1.20%3.85%-3.36%1.34%-6.72%1.81%-5.40%-11.59%
20172.67%-0.45%3.69%2.78%3.19%-0.36%6.69%-0.17%1.55%-1.02%0.62%1.98%23.00%
20160.40%5.40%5.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EFAS is 17, meaning it’s performing worse than 83% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EFAS is 1717
Overall Rank
The Sharpe Ratio Rank of EFAS is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of EFAS is 1515
Sortino Ratio Rank
The Omega Ratio Rank of EFAS is 1515
Omega Ratio Rank
The Calmar Ratio Rank of EFAS is 2323
Calmar Ratio Rank
The Martin Ratio Rank of EFAS is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Global X MSCI SuperDividend® EAFE ETF (EFAS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EFAS, currently valued at 0.27, compared to the broader market0.002.004.000.271.90
The chart of Sortino ratio for EFAS, currently valued at 0.45, compared to the broader market-2.000.002.004.006.008.0010.000.452.54
The chart of Omega ratio for EFAS, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.35
The chart of Calmar ratio for EFAS, currently valued at 0.35, compared to the broader market0.005.0010.0015.000.352.81
The chart of Martin ratio for EFAS, currently valued at 1.05, compared to the broader market0.0020.0040.0060.0080.00100.001.0512.39
EFAS
^GSPC

The current Global X MSCI SuperDividend® EAFE ETF Sharpe ratio is 0.27. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Global X MSCI SuperDividend® EAFE ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.27
1.90
EFAS (Global X MSCI SuperDividend® EAFE ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Global X MSCI SuperDividend® EAFE ETF provided a 6.78% dividend yield over the last twelve months, with an annual payout of $0.94 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$0.94$0.92$0.98$0.82$0.64$0.94$1.00$1.12$0.03

Dividend yield

6.78%6.37%7.30%5.20%4.38%5.75%6.62%6.17%0.21%

Monthly Dividends

The table displays the monthly dividend distributions for Global X MSCI SuperDividend® EAFE ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.08$0.08$0.08$0.08$0.78
2023$0.00$0.08$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.22$0.92
2022$0.00$0.07$0.07$0.07$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.22$0.98
2021$0.00$0.06$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.07$0.07$0.19$0.82
2020$0.00$0.07$0.07$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.11$0.64
2019$0.00$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.15$0.94
2018$0.00$0.07$0.07$0.07$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.24$1.00
2017$0.00$0.06$0.06$0.06$0.06$0.06$0.06$0.07$0.07$0.07$0.07$0.49$1.12
2016$0.03$0.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.13%
-3.58%
EFAS (Global X MSCI SuperDividend® EAFE ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Global X MSCI SuperDividend® EAFE ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Global X MSCI SuperDividend® EAFE ETF was 44.38%, occurring on Mar 23, 2020. Recovery took 260 trading sessions.

The current Global X MSCI SuperDividend® EAFE ETF drawdown is 10.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.38%Jan 29, 2018513Mar 23, 2020260Apr 5, 2021773
-28.79%Feb 10, 2022169Oct 12, 2022298Dec 19, 2023467
-10.13%Sep 30, 202457Dec 18, 2024
-8.42%Jun 9, 2021123Dec 1, 202129Jan 12, 2022152
-7.77%Apr 17, 20172Apr 19, 201743Jul 14, 201745

Volatility

Volatility Chart

The current Global X MSCI SuperDividend® EAFE ETF volatility is 4.32%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.32%
3.64%
EFAS (Global X MSCI SuperDividend® EAFE ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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