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Global X MSCI SuperDividend® EAFE ETF (EFAS)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US37954Y6995
CUSIP
37954Y699
Issuer
Global X
Inception Date
Nov 14, 2016
Region
Developed Markets (EAFE)
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

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

Global X MSCI SuperDividend® EAFE ETF (EFAS) has returned 10.06% so far this year and 39.97% over the past 12 months.


Global X MSCI SuperDividend® EAFE ETF

1D
2.54%
1M
-1.59%
YTD
10.06%
6M
15.25%
1Y
39.97%
3Y*
22.57%
5Y*
12.83%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

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, your investment would double in approximately 6.1 years.

Historically, 61% of months were positive and 39% 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 50% 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.08%6.43%-1.59%10.06%
20253.69%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%
20237.88%-2.98%-0.92%3.80%-7.39%2.89%4.59%-3.48%-1.89%-2.19%7.84%6.99%14.65%
20221.21%-4.14%2.85%-4.80%4.93%-9.57%0.18%-4.88%-11.57%4.73%13.90%1.54%-8.00%
20210.88%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 2.58%, beta of 0.66, and R² of 0.43 versus S&P 500 Index. Calculated based on daily prices since November 17, 2016.

  • This ETF participated in 78.85% of S&P 500 Index downside but only 74.08% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.66 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
2.58%
Beta
0.66
0.43
Upside Capture
74.08%
Downside Capture
78.85%

Expense Ratio

EFAS has an expense ratio of 0.56%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EFAS ranks 96 for risk / return — in the top 96% 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.


EFAS Risk / Return Rank: 9696
Overall Rank
EFAS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EFAS Sortino Ratio Rank: 9797
Sortino Ratio Rank
EFAS Omega Ratio Rank: 9797
Omega Ratio Rank
EFAS Calmar Ratio Rank: 9494
Calmar Ratio Rank
EFAS Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Global X MSCI SuperDividend® EAFE ETF (EFAS) and compare them to a chosen benchmark (S&P 500 Index).


EFASBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.83

0.90

+1.93

Sortino ratio

Return per unit of downside risk

3.51

1.39

+2.13

Omega ratio

Gain probability vs. loss probability

1.56

1.21

+0.35

Calmar ratio

Return relative to maximum drawdown

3.73

1.40

+2.33

Martin ratio

Return relative to average drawdown

17.19

6.61

+10.58

Explore EFAS risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Global X MSCI SuperDividend® EAFE ETF provided a 4.54% dividend yield over the last twelve months, with an annual payout of $0.96 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019201820172016
Dividend$0.96$0.94$0.94$0.91$0.98$0.82$0.64$0.94$1.00$1.11$0.03

Dividend yield

4.54%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.08$0.09$0.17
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 1.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.38%Jan 29, 2018541Mar 23, 2020260Apr 5, 2021801
-28.81%Feb 10, 2022169Oct 12, 2022298Dec 19, 2023467
-11.84%Mar 20, 202514Apr 8, 20259Apr 22, 202523
-10.13%Sep 30, 202457Dec 18, 202448Mar 3, 2025105
-8.42%Jun 9, 2021123Dec 1, 202129Jan 12, 2022152

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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