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


Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart


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Returns By Period

Global X MSCI SuperDividend® EAFE ETF (EFAS) returned 22.82% year-to-date (YTD) and 20.81% over the past 12 months.


EFAS

YTD

22.82%

1M

10.86%

6M

20.23%

1Y

20.81%

5Y*

15.60%

10Y*

N/A

^GSPC (Benchmark)

YTD

-0.64%

1M

8.97%

6M

-2.62%

1Y

11.90%

5Y*

15.76%

10Y*

10.69%

*Annualized

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
20253.69%4.51%6.53%5.22%1.10%22.82%
2024-1.80%0.19%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%3.81%-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%-11.56%4.73%13.89%1.54%-7.99%
20210.88%3.50%3.14%1.49%5.68%-3.24%-1.06%0.95%-3.65%3.24%-3.56%5.28%12.74%
2020-1.58%-8.96%-25.58%6.81%2.98%4.82%0.03%5.49%-6.28%-4.40%23.79%5.14%-5.42%
20197.08%1.13%-0.99%1.24%-4.09%4.14%-1.91%-4.87%6.45%3.97%-1.21%3.61%14.60%
20183.83%-3.69%-2.09%4.24%-4.03%-1.20%3.85%-3.36%1.33%-6.72%1.81%-5.40%-11.59%
20172.66%-0.46%3.69%2.78%3.19%-0.36%6.69%-0.18%1.55%-1.02%0.62%1.98%22.98%
20160.40%5.40%5.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 88, EFAS is among the top 12% of 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 8888
Overall Rank
The Sharpe Ratio Rank of EFAS is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of EFAS is 8888
Sortino Ratio Rank
The Omega Ratio Rank of EFAS is 8888
Omega Ratio Rank
The Calmar Ratio Rank of EFAS is 9393
Calmar Ratio Rank
The Martin Ratio Rank of EFAS is 8585
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Global X MSCI SuperDividend® EAFE ETF Sharpe ratios as of May 13, 2025 (values are recalculated daily):

  • 1-Year: 1.27
  • 5-Year: 0.86
  • All Time: 0.42

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Global X MSCI SuperDividend® EAFE ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Global X MSCI SuperDividend® EAFE ETF provided a 5.67% dividend yield over the last twelve months, with an annual payout of $0.95 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend$0.95$0.94$0.91$0.98$0.82$0.64$0.94$1.00$1.11$0.03

Dividend yield

5.67%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
2025$0.00$0.07$0.07$0.07$0.07$0.28
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
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$1.11
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.


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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 0.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.38%Jan 29, 2018513Mar 23, 2020260Apr 5, 2021773
-28.8%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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