EFAS vs. DWX
Compare and contrast key facts about Global X MSCI SuperDividend® EAFE ETF (EFAS) and SPDR S&P International Dividend ETF (DWX).
EFAS and DWX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFAS is a passively managed fund by Global X that tracks the performance of the MSCI EAFE Top 50 Dividend Index. It was launched on Nov 14, 2016. DWX is a passively managed fund by State Street that tracks the performance of the S&P International Dividend Opportunities Index. It was launched on Feb 12, 2008. Both EFAS and DWX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EFAS vs. DWX - Performance Comparison
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EFAS vs. DWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EFAS Global X MSCI SuperDividend® EAFE ETF | 10.06% | 46.83% | 3.07% | 14.65% | -8.00% | 12.75% | -5.42% | 14.60% | -11.60% | 22.76% |
DWX SPDR S&P International Dividend ETF | 4.30% | 31.62% | 2.56% | 14.74% | -12.99% | 10.56% | -5.10% | 20.26% | -11.11% | 18.91% |
Returns By Period
In the year-to-date period, EFAS achieves a 10.06% return, which is significantly higher than DWX's 4.30% return.
EFAS
- 1D
- 2.54%
- 1M
- -1.59%
- YTD
- 10.06%
- 6M
- 15.25%
- 1Y
- 39.97%
- 3Y*
- 22.57%
- 5Y*
- 12.83%
- 10Y*
- —
DWX
- 1D
- 1.94%
- 1M
- -5.87%
- YTD
- 4.30%
- 6M
- 8.96%
- 1Y
- 24.41%
- 3Y*
- 14.87%
- 5Y*
- 8.07%
- 10Y*
- 7.47%
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EFAS vs. DWX - Expense Ratio Comparison
EFAS has a 0.56% expense ratio, which is higher than DWX's 0.45% expense ratio.
Return for Risk
EFAS vs. DWX — Risk / Return Rank
EFAS
DWX
EFAS vs. DWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X MSCI SuperDividend® EAFE ETF (EFAS) and SPDR S&P International Dividend ETF (DWX). 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.
| EFAS | DWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.83 | 1.96 | +0.87 |
Sortino ratioReturn per unit of downside risk | 3.51 | 2.58 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.37 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 3.73 | 2.79 | +0.94 |
Martin ratioReturn relative to average drawdown | 17.19 | 10.67 | +6.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFAS | DWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.83 | 1.96 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.67 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.12 | +0.44 |
Correlation
The correlation between EFAS and DWX 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
EFAS vs. DWX - Dividend Comparison
EFAS's dividend yield for the trailing twelve months is around 4.54%, more than DWX's 4.28% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
DWX SPDR S&P International Dividend ETF | 4.28% | 4.44% | 4.31% | 4.12% | 4.68% | 3.89% | 3.84% | 4.40% | 5.06% | 3.85% | 5.25% | 5.81% |
Drawdowns
EFAS vs. DWX - Drawdown Comparison
The maximum EFAS drawdown since its inception was -44.38%, smaller than the maximum DWX drawdown of -66.86%. Use the drawdown chart below to compare losses from any high point for EFAS and DWX.
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Drawdown Indicators
| EFAS | DWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.38% | -66.86% | +22.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -8.59% | -1.93% |
Max Drawdown (5Y)Largest decline over 5 years | -28.81% | -26.96% | -1.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | -1.59% | -5.87% | +4.28% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -14.23% | +7.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 2.24% | +0.04% |
Volatility
EFAS vs. DWX - Volatility Comparison
Global X MSCI SuperDividend® EAFE ETF (EFAS) and SPDR S&P International Dividend ETF (DWX) have volatilities of 5.52% and 5.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFAS | DWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 5.64% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 8.29% | 8.13% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.22% | 12.53% | +1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.68% | 12.13% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.45% | 15.21% | +3.24% |