DSTX vs. EFAS

Last updated Jun 24, 2026

DSTX (Distillate International Fundamental Stability & Value ETF) and EFAS (Global X MSCI SuperDividend® EAFE ETF) are both Foreign Large Cap Equities funds - DSTX tracks the Distillate Fundamental Stability & Value Index while EFAS tracks the MSCI EAFE Top 50 Dividend Index. Both are passively managed. Over the past 5 years, DSTX returned 6.37%/yr vs 12.16%/yr for EFAS. A 0.72 correlation means they provide meaningful diversification when combined. DSTX charges 0.55%/yr vs 0.56%/yr for EFAS.

Performance

DSTX vs. EFAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Distillate International Fundamental Stability & Value ETF (DSTX) and Global X MSCI SuperDividend® EAFE ETF (EFAS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DSTX achieves a 3.98% return, which is significantly lower than EFAS's 12.32% return.

DSTX

• 1D: -1.12%
• 1M: -2.79%
• YTD: 3.98%
• 6M: 3.92%
• 1Y: 24.12%
• 3Y*: 16.21%
• 5Y*: 6.37%
• 10Y*: —

EFAS

• 1D: -0.28%
• 1M: -2.81%
• YTD: 12.32%
• 6M: 12.80%
• 1Y: 26.33%
• 3Y*: 24.76%
• 5Y*: 12.16%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DSTX vs. EFAS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DSTX Distillate International Fundamental Stability & Value ETF	3.98%	41.71%	-0.44%	20.03%	-18.85%	1.78%	2.59%
EFAS Global X MSCI SuperDividend® EAFE ETF	12.32%	46.83%	3.07%	14.65%	-8.00%	12.75%	1.02%

Correlation

The correlation between DSTX and EFAS is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (All Time) Calculated using the full available price history since Dec 15, 2020	0.72

The correlation between DSTX and EFAS shifts across timeframes, from 0.60 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.

DSTX vs. EFAS - Sectors Allocation Comparison

Sectors	DSTX	EFAS
Technology	20.6%	0.1%
Industrials	15.0%	10.4%
Basic Materials	14.6%	1.7%
Consumer Cyclical	13.9%	1.9%
Healthcare	8.2%	0.1%
Consumer Defensive	8.1%	8.1%
Communication Services	7.3%	8.6%
Energy	4.1%	13.1%
Financial Services	4.0%	31.0%
Real Estate	-	11.4%
Utilities	-	13.7%

Return for Risk

DSTX vs. EFAS — Risk / Return Rank

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

DSTX

DSTX Risk / Return Rank: 44
DSTX Sharpe Ratio Rank: 46
DSTX Sortino Ratio Rank: 44
DSTX Omega Ratio Rank: 45
DSTX Calmar Ratio Rank: 41
DSTX Martin Ratio Rank: 44

EFAS

EFAS Risk / Return Rank: 79
EFAS Sharpe Ratio Rank: 80
EFAS Sortino Ratio Rank: 81
EFAS Omega Ratio Rank: 75
EFAS Calmar Ratio Rank: 88
EFAS Martin Ratio Rank: 72

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.

DSTX vs. EFAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Distillate International Fundamental Stability & Value ETF (DSTX) 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.

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.

	DSTX	EFAS	Difference
Sharpe ratio: Return per unit of total volatility	1.50	2.42	-0.92
Sortino ratio: Return per unit of downside risk	2.09	3.41	-1.32
Omega ratio: Gain probability vs. loss probability	1.27	1.42	-0.15
Calmar ratio: Return relative to maximum drawdown	1.94	4.99	-3.05
Martin ratio: Return relative to average drawdown	6.70	12.82	-6.11

DSTX vs. EFAS - Sharpe Ratio Comparison

The current DSTX Sharpe Ratio is 1.50, which is lower than the EFAS Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of DSTX and EFAS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DSTX vs. EFAS - Drawdown Comparison

The maximum DSTX drawdown since its inception was -33.67%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for DSTX and EFAS.

Drawdown Indicators

	DSTX	EFAS	Difference
Max Drawdown Largest peak-to-trough decline	-33.67%	-44.38%	+10.71%
Max Drawdown (1Y) Largest decline over 1 year	-12.48%	-5.30%	-7.18%
Max Drawdown (3Y) Largest decline over 3 years	-13.29%	-11.84%	-1.45%
Max Drawdown (5Y) Largest decline over 5 years	-32.96%	-28.81%	-4.15%
Current Drawdown Current decline from peak	-6.90%	-3.56%	-3.34%
Average Drawdown Average peak-to-trough decline	-8.93%	-7.05%	-1.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.61%	2.06%	+1.55%

Volatility

DSTX vs. EFAS - Volatility Comparison

Distillate International Fundamental Stability & Value ETF (DSTX) has a higher volatility of 5.22% compared to Global X MSCI SuperDividend® EAFE ETF (EFAS) at 3.52%. This indicates that DSTX's price experiences larger fluctuations and is considered to be riskier than EFAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DSTX	EFAS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.22%	3.52%	+1.70%
Volatility (6M) Calculated over the trailing 6-month period	13.36%	8.69%	+4.67%
Volatility (1Y) Calculated over the trailing 1-year period	16.16%	10.95%	+5.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.13%	15.59%	+1.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.84%	18.31%	-1.47%

DSTX vs. EFAS - Expense Ratio Comparison

DSTX has a 0.55% expense ratio, which is lower than EFAS's 0.56% expense ratio.

Dividends

DSTX vs. EFAS - Dividend Comparison

DSTX's dividend yield for the trailing twelve months is around 2.80%, less than EFAS's 4.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DSTX Distillate International Fundamental Stability & Value ETF	2.80%	2.93%	2.41%	1.81%	3.68%	2.24%	0.07%	0.00%	0.00%	0.00%	0.00%
EFAS Global X MSCI SuperDividend® EAFE ETF	4.75%	4.83%	6.76%	6.33%	7.28%	5.19%	4.34%	5.75%	6.63%	6.15%	0.21%

Frequently Asked Questions

Can I hold both DSTX and EFAS in my portfolio?

DSTX and EFAS have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DSTX or EFAS?

DSTX has higher volatility (5.22%) compared to EFAS (3.52%). In terms of maximum drawdown, DSTX dropped -33.67% vs EFAS's -44.38%.

Which ETF is better, DSTX or EFAS?

On 5-year performance, EFAS leads with 12.16% vs 6.37% for DSTX. On fees, DSTX is cheaper at 0.55% per year. On volatility, EFAS has been the lower-risk option at 3.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DSTX or EFAS?

Over the 5-year period, EFAS has performed better with a 12.16% return vs 6.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DSTX or EFAS?

DSTX is cheaper with a 0.55% expense ratio, compared with 0.56% for EFAS.

Which ETF pays a higher dividend yield, DSTX or EFAS?

EFAS has the higher dividend yield at 4.75%, compared with 2.80% for DSTX.

What is the main difference between DSTX and EFAS?

DSTX tracks Distillate Fundamental Stability & Value Index, while EFAS tracks MSCI EAFE Top 50 Dividend Index. They also come from different issuers: Distillate Capital and Global X. Their fees differ too: 0.55% for DSTX and 0.56% for EFAS.

Which has better risk-adjusted returns?

EFAS currently has the higher Sharpe Ratio (2.42 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.