EFAS vs. IOO

Last updated Apr 1, 2026

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.

Performance

EFAS vs. IOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI SuperDividend® EAFE ETF (EFAS) and iShares Global 100 ETF (IOO). The values are adjusted to include any dividend payments, if applicable.

EFAS vs. IOO - 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%
IOO iShares Global 100 ETF	-4.50%	27.02%	26.54%	27.71%	-16.34%	26.03%	18.61%	30.01%	-6.22%	23.56%

Returns By Period

In the year-to-date period, EFAS achieves a 10.06% return, which is significantly higher than IOO's -4.50% return.

EFAS

• 1D: 2.54%
• 1M: -1.59%
• YTD: 10.06%
• 6M: 15.25%
• 1Y: 39.97%
• 3Y*: 22.57%
• 5Y*: 12.83%
• 10Y*: —

IOO

• 1D: 3.46%
• 1M: -5.18%
• YTD: -4.50%
• 6M: 1.16%
• 1Y: 26.95%
• 3Y*: 21.47%
• 5Y*: 14.29%
• 10Y*: 15.03%

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

EFAS vs. IOO - Expense Ratio Comparison

EFAS has a 0.56% expense ratio, which is higher than IOO's 0.40% expense ratio.

EFAS

Global X MSCI SuperDividend® EAFE ETF

IOO

iShares Global 100 ETF

Return for Risk

EFAS vs. IOO — Risk / Return Rank

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

EFAS

EFAS Risk / Return Rank: 96
EFAS Sharpe Ratio Rank: 97
EFAS Sortino Ratio Rank: 97
EFAS Omega Ratio Rank: 97
EFAS Calmar Ratio Rank: 94
EFAS Martin Ratio Rank: 96

IOO

IOO Risk / Return Rank: 83
IOO Sharpe Ratio Rank: 79
IOO Sortino Ratio Rank: 83
IOO Omega Ratio Rank: 82
IOO Calmar Ratio Rank: 82
IOO Martin Ratio Rank: 88

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.

EFAS vs. IOO - Risk-Adjusted Trends 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.

	EFAS	IOO	Difference
Sharpe ratio Return per unit of total volatility	2.83	1.41	+1.42
Sortino ratio Return per unit of downside risk	3.51	2.09	+1.43
Omega ratio Gain probability vs. loss probability	1.56	1.31	+0.26
Calmar ratio Return relative to maximum drawdown	3.73	2.18	+1.54
Martin ratio Return relative to average drawdown	17.19	10.38	+6.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EFAS vs. IOO - Sharpe Ratio Comparison

The current EFAS Sharpe Ratio is 2.83, which is higher than the IOO Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of EFAS and IOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EFAS	IOO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.83	1.41	+1.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.82	0.85	-0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.85	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.36	+0.19

Correlation

The correlation between EFAS and IOO is 0.57, 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.

Dividends

EFAS vs. IOO - Dividend Comparison

EFAS's dividend yield for the trailing twelve months is around 4.54%, more than IOO's 0.96% 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%
IOO iShares Global 100 ETF	0.96%	0.92%	1.08%	1.49%	2.00%	1.53%	1.49%	2.02%	2.54%	2.23%	2.75%	2.89%

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.

Drawdown Indicators

	EFAS	IOO	Difference
Max Drawdown Largest peak-to-trough decline	-44.38%	-55.85%	+11.47%
Max Drawdown (1Y) Largest decline over 1 year	-10.52%	-12.40%	+1.88%
Max Drawdown (5Y) Largest decline over 5 years	-28.81%	-23.52%	-5.29%
Max Drawdown (10Y) Largest decline over 10 years	—	-31.43%	—
Current Drawdown Current decline from peak	-1.59%	-6.82%	+5.23%
Average Drawdown Average peak-to-trough decline	-7.20%	-11.34%	+4.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.28%	2.61%	-0.33%

Volatility

EFAS vs. IOO - Volatility Comparison

The current volatility for Global X MSCI SuperDividend® EAFE ETF (EFAS) is 5.52%, while iShares Global 100 ETF (IOO) has a volatility of 6.26%. This indicates that EFAS experiences smaller price fluctuations and is considered to be less risky than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EFAS	IOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.52%	6.26%	-0.74%
Volatility (6M) Calculated over the trailing 6-month period	8.29%	10.69%	-2.40%
Volatility (1Y) Calculated over the trailing 1-year period	14.22%	19.22%	-5.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.68%	16.97%	-1.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.45%	17.74%	+0.71%