DUKX vs. EFAS

Last updated Aug 2, 2026

DUKX (Ocean Park International ETF) and EFAS (Global X MSCI SuperDividend® EAFE ETF) are both exchange-traded funds - DUKX is a Foreign Large Cap Equities fund actively managed by Ocean Park, while EFAS is a Dividend fund tracking the MSCI EAFE Top 50 Dividend Index. DUKX is actively managed, while EFAS is passively managed. Over the past year, DUKX returned 21.20% vs 32.01% for EFAS. Their 0.55 correlation means they have sometimes moved together and sometimes differently. DUKX charges 1.03%/yr vs 0.55%/yr for EFAS.

Performance

DUKX vs. EFAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ocean Park International ETF (DUKX) 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, DUKX achieves a 8.65% return, which is significantly lower than EFAS's 20.56% return.

DUKX

• 1D: -0.13%
• 1M: -0.14%
• 6M: 2.25%
• YTD: 8.65%
• 1Y: 21.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 7.70%

EFAS

• 1D: -0.90%
• 1M: 6.31%
• 6M: 14.73%
• YTD: 20.56%
• 1Y: 32.01%
• 3Y*: 25.41%
• 5Y*: 14.43%
• 10Y*: —
• ALL TIME*: 10.80%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DUKX Ocean Park International ETF	$14.44K	$13.32K	$12.42K
EFAS Global X MSCI SuperDividend® EAFE ETF	$411.25K	$354.75K	$345.09K

DUKX vs. EFAS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DUKX Ocean Park International ETF	8.65%	11.07%	-3.50%
EFAS Global X MSCI SuperDividend® EAFE ETF	20.56%	46.83%	-0.89%

Correlation

The correlation between DUKX and EFAS is 0.49, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.49
Correlation (All Time) Calculated using the full available price history since Jul 11, 2024	0.55

The correlation between DUKX and EFAS has been stable across timeframes, ranging from 0.49 to 0.55 - a consistent structural relationship.

DUKX vs. EFAS - Sectors Allocation Comparison

Sectors	DUKX	EFAS
Technology	24.6%	0.1%
Financial Services	21.6%	35.3%
Industrials	13.0%	6.6%
Basic Materials	7.9%	1.9%
Consumer Cyclical	7.9%	1.9%
Healthcare	5.7%	0.1%
Consumer Defensive	5.0%	7.7%
Communication Services	5.0%	8.9%
Energy	3.8%	10.3%
Utilities	2.9%	11.8%
Real Estate	2.6%	15.6%

Return for Risk

DUKX vs. EFAS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DUKX

DUKX Risk / Return Rank: 55
DUKX Sharpe Ratio Rank: 56
DUKX Sortino Ratio Rank: 52
DUKX Omega Ratio Rank: 57
DUKX Calmar Ratio Rank: 63
DUKX Martin Ratio Rank: 48

EFAS

EFAS Risk / Return Rank: 94
EFAS Sharpe Ratio Rank: 96
EFAS Sortino Ratio Rank: 95
EFAS Omega Ratio Rank: 94
EFAS Calmar Ratio Rank: 96
EFAS Martin Ratio Rank: 91

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DUKX vs. EFAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ocean Park International ETF (DUKX) 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.

	DUKX	EFAS	Difference
Sharpe ratio: Return per unit of total volatility	1.36	2.94	-1.58
Sortino ratio: Return per unit of downside risk	1.86	4.11	-2.25
Omega ratio: Gain probability vs. loss probability	1.25	1.52	-0.26
Calmar ratio: Return relative to maximum drawdown	2.21	6.07	-3.86
Martin ratio: Return relative to average drawdown	5.64	14.92	-9.27

DUKX vs. EFAS - Sharpe Ratio Comparison

The current DUKX Sharpe Ratio is 1.36, which is lower than the EFAS Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of DUKX 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

DUKX vs. EFAS - Drawdown Comparison

The maximum DUKX drawdown since its inception was -19.52%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for DUKX and EFAS.

Drawdown Indicators

	DUKX	EFAS	Difference
Max Drawdown Largest peak-to-trough decline	-19.52%	-44.38%	+24.86%
Max Drawdown (1Y) Largest decline over 1 year	-9.48%	-5.30%	-4.18%
Max Drawdown (3Y) Largest decline over 3 years	—	-11.84%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.81%	—
Current Drawdown Current decline from peak	-3.70%	-0.90%	-2.80%
Average Drawdown Average peak-to-trough decline	-5.32%	-6.99%	+1.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	2.15%	+1.56%

Volatility

DUKX vs. EFAS - Volatility Comparison

Ocean Park International ETF (DUKX) has a higher volatility of 5.15% compared to Global X MSCI SuperDividend® EAFE ETF (EFAS) at 2.71%. This indicates that DUKX'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

	DUKX	EFAS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.15%	2.71%	+2.44%
Volatility (6M) Calculated over the trailing 6-month period	13.36%	8.68%	+4.68%
Volatility (1Y) Calculated over the trailing 1-year period	15.41%	10.95%	+4.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.83%	15.51%	-0.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.83%	18.23%	-3.40%

DUKX vs. EFAS - Expense Ratio Comparison

DUKX has a 1.03% expense ratio, which is higher than EFAS's 0.55% expense ratio.

Dividends

DUKX vs. EFAS - Dividend Comparison

DUKX's dividend yield for the trailing twelve months is around 1.94%, less than EFAS's 4.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DUKX Ocean Park International ETF	1.94%	2.65%	1.93%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EFAS Global X MSCI SuperDividend® EAFE ETF	4.52%	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 DUKX and EFAS in my portfolio?

DUKX and EFAS have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUKX or EFAS?

DUKX has higher volatility (5.15%) compared to EFAS (2.71%). In terms of maximum drawdown, DUKX dropped -19.52% vs EFAS's -44.38%.

Which ETF is better, DUKX or EFAS?

On 1-year performance, EFAS leads with 32.01% vs 21.20% for DUKX. On fees, EFAS is cheaper at 0.55% per year. On volatility, EFAS has been the lower-risk option at 2.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DUKX or EFAS?

Over the 1-year period, EFAS has performed better with a 32.01% return vs 21.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUKX or EFAS?

EFAS is cheaper with a 0.55% expense ratio, compared with 1.03% for DUKX.

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

EFAS has the higher dividend yield at 4.52%, compared with 1.94% for DUKX.

What is the main difference between DUKX and EFAS?

DUKX is categorized as Foreign Large Cap Equities, while EFAS is Dividend. They also come from different issuers: Ocean Park and Global X. Their fees differ too: 1.03% for DUKX and 0.55% for EFAS.

Which has better risk-adjusted returns?

EFAS currently has the higher Sharpe Ratio (2.94 vs 1.36), 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.