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DMDV vs. EFAS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DMDV vs. EFAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM S&P Developed Markets High Dividend Value ETF (DMDV) and Global X MSCI SuperDividend® EAFE ETF (EFAS). The values are adjusted to include any dividend payments, if applicable.

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DMDV vs. EFAS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DMDV
AAM S&P Developed Markets High Dividend Value ETF
0.00%0.00%7.82%18.63%-7.53%10.16%-20.45%30.25%-8.11%
EFAS
Global X MSCI SuperDividend® EAFE ETF
10.06%46.83%3.07%14.65%-8.00%12.75%-5.42%14.60%-4.75%

Returns By Period


DMDV

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

EFAS

1D
2.54%
1M
-1.59%
YTD
10.06%
6M
15.25%
1Y
39.97%
3Y*
22.57%
5Y*
12.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DMDV vs. EFAS - Expense Ratio Comparison

DMDV has a 0.39% expense ratio, which is lower than EFAS's 0.56% expense ratio.


Return for Risk

DMDV vs. EFAS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DMDV

EFAS
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.

DMDV vs. EFAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM S&P Developed Markets High Dividend Value ETF (DMDV) and Global X MSCI SuperDividend® EAFE ETF (EFAS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DMDV vs. EFAS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DMDVEFASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

Correlation

The correlation between DMDV and EFAS is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DMDV vs. EFAS - Dividend Comparison

DMDV has not paid dividends to shareholders, while EFAS's dividend yield for the trailing twelve months is around 4.54%.


TTM2025202420232022202120202019201820172016
DMDV
AAM S&P Developed Markets High Dividend Value ETF
0.00%0.00%3.51%6.98%5.60%4.45%3.13%5.36%0.27%0.00%0.00%
EFAS
Global X MSCI SuperDividend® EAFE ETF
4.54%4.83%6.76%6.33%7.28%5.19%4.34%5.75%6.63%6.15%0.21%

Drawdowns

DMDV vs. EFAS - Drawdown Comparison


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Drawdown Indicators


DMDVEFASDifference

Max Drawdown

Largest peak-to-trough decline

-44.38%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

Max Drawdown (5Y)

Largest decline over 5 years

-28.81%

Current Drawdown

Current decline from peak

-1.59%

Average Drawdown

Average peak-to-trough decline

-7.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

Volatility

DMDV vs. EFAS - Volatility Comparison


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Volatility by Period


DMDVEFASDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

Volatility (1Y)

Calculated over the trailing 1-year period

14.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%