- ISIN
- US37954Y6995
- CUSIP
- 37954Y699
- Issuer
- Global X
- Inception Date
- Nov 14, 2016
- Region
- Developed Markets (EAFE)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI EAFE Top 50 Dividend Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Value
- Assets Under Management
- $48M
Share Price Chart
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Performance
EFAS Performance Chart
Global X MSCI SuperDividend® EAFE ETF (EFAS) is up 12.6% since the beginning of the year. EFAS is currently trading at $21 per share. Investors who bought $1,000 worth of EFAS shares 5 years ago would now be looking at an investment worth $1,793.
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Returns By Period
Global X MSCI SuperDividend® EAFE ETF (EFAS) has returned 12.64% so far this year and 27.04% over the past 12 months.
Global X MSCI SuperDividend® EAFE ETF
- 1D
- -0.23%
- 1M
- -2.54%
- YTD
- 12.64%
- 6M
- 13.56%
- 1Y
- 27.04%
- 3Y*
- 24.87%
- 5Y*
- 12.39%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EFAS Monthly Returns History
Based on dividend-adjusted daily data since Nov 16, 2016, EFAS's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +23.8%, while the worst month was Mar 2020 at -25.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, EFAS closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +8.3%, while the worst single day was Mar 12, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.08% | 6.43% | -1.59% | 4.47% | -0.90% | -1.15% | 12.64% | ||||||
| 2025 | 3.69% | 4.51% | 6.53% | 5.22% | 5.35% | 4.30% | 0.42% | 3.70% | 0.87% | -1.66% | 2.18% | 4.21% | 46.83% |
| 2024 | -1.80% | 0.20% | 4.18% | -1.98% | 4.92% | -4.03% | 4.77% | 4.36% | 0.43% | -3.65% | -1.01% | -2.72% | 3.07% |
| 2023 | 7.88% | -2.98% | -0.92% | 3.80% | -7.39% | 2.89% | 4.59% | -3.48% | -1.89% | -2.19% | 7.84% | 6.99% | 14.65% |
| 2022 | 1.21% | -4.14% | 2.85% | -4.80% | 4.93% | -9.57% | 0.18% | -4.88% | -11.57% | 4.73% | 13.90% | 1.54% | -8.00% |
| 2021 | 0.88% | 3.50% | 3.14% | 1.49% | 5.68% | -3.24% | -1.06% | 0.95% | -3.65% | 3.24% | -3.56% | 5.28% | 12.75% |
Benchmark Metrics
Global X MSCI SuperDividend® EAFE ETF has an annualized alpha of 1.92%, beta of 0.65, and R2 of 0.43 versus S&P 500 Index. Calculated based on daily prices since November 16, 2016.
- This ETF participated in 78.82% of S&P 500 Index downside but only 70.73% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.65 may look defensive, but with R2 of 0.43 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.43 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 1.92%
- Beta
- 0.65
- R²
- 0.43
- Upside Capture
- 70.73%
- Downside Capture
- 78.82%
Expense Ratio
EFAS has an expense ratio of 0.56%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EFAS ranks 80 for risk / return — in the top 80% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Global X MSCI SuperDividend® EAFE ETF (EFAS) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EFAS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 5.13 | 2.78 | +2.34 |
| Martin ratioReturn relative to average drawdown | 13.24 | 12.44 | +0.80 |
Dividends
Dividend History
Global X MSCI SuperDividend® EAFE ETF provided a 4.74% dividend yield over the last twelve months, with an annual payout of $1.01 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.01 | $0.94 | $0.94 | $0.91 | $0.98 | $0.82 | $0.64 | $0.94 | $1.00 | $1.11 | $0.03 |
Dividend yield | 4.74% | 4.83% | 6.76% | 6.33% | 7.28% | 5.19% | 4.34% | 5.75% | 6.63% | 6.15% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.08 | $0.09 | $0.09 | $0.09 | $0.09 | $0.43 | ||||||
| 2025 | $0.00 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.22 | $0.94 |
| 2024 | $0.00 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.07 | $0.08 | $0.08 | $0.08 | $0.24 | $0.94 |
| 2023 | $0.00 | $0.08 | $0.07 | $0.07 | $0.06 | $0.06 | $0.06 | $0.07 | $0.07 | $0.07 | $0.07 | $0.22 | $0.91 |
| 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 |
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.
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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 3.29%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -44.38%Mar 2020 | 2y 1mo | 1y 13d | 3y 2moJan 2018 - Apr 2021 |
Bear market2022 | -28.81%Oct 2022 | 8mo 4d | 1y 2mo | 1y 10moFeb 2022 - Dec 2023 |
2025 selloff2025 | -11.84%Apr 2025 | 19d | 14d | 1mo 3dMar 2025 - Apr 2025 |
2024 correction2024 | -10.13%Dec 2024 | 2mo 19d | 2mo 15d | 5mo 4dSep 2024 - Mar 2025 |
2021 pullback2021 | -8.42%Dec 2021 | 5mo 25d | 1mo 12d | 7mo 7dJun 2021 - Jan 2022 |
Drawdown Indicators
| EFAS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.38% | -56.78% | +12.40% |
Max Drawdown (1Y)Largest decline over 1 year | -5.30% | -9.10% | +3.80% |
Max Drawdown (3Y)Largest decline over 3 years | -11.84% | -18.90% | +7.06% |
Max Drawdown (5Y)Largest decline over 5 years | -28.81% | -25.43% | -3.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.29% | -1.80% | -1.49% |
Average DrawdownAverage peak-to-trough decline | -7.05% | -10.71% | +3.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.05% | 2.03% | +0.02% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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