EFAS vs. IOO
Compare and contrast key facts about Global X MSCI SuperDividend® EAFE ETF (EFAS) and iShares Global 100 ETF (IOO).
EFAS and IOO 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. IOO is a passively managed fund by iShares that tracks the performance of the S&P Global 100 Index. It was launched on Dec 5, 2000. Both EFAS and IOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFAS or IOO.
Key characteristics
| EFAS | IOO | |
|---|---|---|
| YTD Return | 5.31% | 25.71% |
| 1Y Return | 18.50% | 33.18% |
| 3Y Return (Ann) | 4.54% | 11.32% |
| 5Y Return (Ann) | 4.02% | 16.09% |
| Sharpe Ratio | 1.47 | 2.57 |
| Sortino Ratio | 2.05 | 3.39 |
| Omega Ratio | 1.26 | 1.47 |
| Calmar Ratio | 1.98 | 3.17 |
| Martin Ratio | 7.61 | 13.17 |
| Ulcer Index | 2.51% | 2.67% |
| Daily Std Dev | 12.99% | 13.63% |
| Max Drawdown | -44.38% | -55.85% |
| Current Drawdown | -6.66% | -1.05% |
Correlation
The correlation between EFAS and IOO is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EFAS vs. IOO - Performance Comparison
In the year-to-date period, EFAS achieves a 5.31% return, which is significantly lower than IOO's 25.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EFAS vs. IOO - Expense Ratio Comparison
EFAS has a 0.56% expense ratio, which is higher than IOO's 0.40% expense ratio.
Risk-Adjusted Performance
EFAS vs. IOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X MSCI SuperDividend® EAFE ETF (EFAS) and iShares Global 100 ETF (IOO). 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.
Dividends
EFAS vs. IOO - Dividend Comparison
EFAS's dividend yield for the trailing twelve months is around 6.44%, more than IOO's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAS Global X MSCI SuperDividend® EAFE ETF | 6.44% | 6.37% | 7.30% | 5.20% | 4.38% | 5.75% | 6.62% | 6.17% | 0.21% | 0.00% | 0.00% | 0.00% |
IOO iShares Global 100 ETF | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% | 3.52% | 2.37% |
Drawdowns
EFAS vs. IOO - Drawdown Comparison
The maximum EFAS drawdown since its inception was -44.38%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for EFAS and IOO. For additional features, visit the drawdowns tool.
Volatility
EFAS vs. IOO - Volatility Comparison
Global X MSCI SuperDividend® EAFE ETF (EFAS) has a higher volatility of 4.97% compared to iShares Global 100 ETF (IOO) at 4.20%. This indicates that EFAS's price experiences larger fluctuations and is considered to be riskier than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.