PortfoliosLab logoPortfoliosLab logo
EFAS vs. JIVE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EFAS vs. JIVE - Performance Comparison

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

Loading graphics...

EFAS vs. JIVE - Yearly Performance Comparison


2026 (YTD)202520242023
EFAS
Global X MSCI SuperDividend® EAFE ETF
10.06%46.83%3.07%8.95%
JIVE
Jpmorgan International Value ETF
6.68%49.80%11.22%5.38%

Returns By Period

In the year-to-date period, EFAS achieves a 10.06% return, which is significantly higher than JIVE's 6.68% return.


EFAS

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

JIVE

1D
2.99%
1M
-6.76%
YTD
6.68%
6M
16.90%
1Y
42.49%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EFAS vs. JIVE - Expense Ratio Comparison

EFAS has a 0.56% expense ratio, which is higher than JIVE's 0.55% expense ratio.


Return for Risk

EFAS vs. JIVE — Risk / Return Rank

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

EFAS
EFAS Risk / Return Rank: 9696
Overall Rank
EFAS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EFAS Sortino Ratio Rank: 9797
Sortino Ratio Rank
EFAS Omega Ratio Rank: 9797
Omega Ratio Rank
EFAS Calmar Ratio Rank: 9494
Calmar Ratio Rank
EFAS Martin Ratio Rank: 9696
Martin Ratio Rank

JIVE
JIVE Risk / Return Rank: 9595
Overall Rank
JIVE Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JIVE Sortino Ratio Rank: 9696
Sortino Ratio Rank
JIVE Omega Ratio Rank: 9696
Omega Ratio Rank
JIVE Calmar Ratio Rank: 9393
Calmar Ratio Rank
JIVE Martin Ratio Rank: 9595
Martin Ratio Rank
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. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI SuperDividend® EAFE ETF (EFAS) and Jpmorgan International Value ETF (JIVE). 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.


EFASJIVEDifference

Sharpe ratio

Return per unit of total volatility

2.83

2.52

+0.30

Sortino ratio

Return per unit of downside risk

3.51

3.20

+0.31

Omega ratio

Gain probability vs. loss probability

1.56

1.50

+0.06

Calmar ratio

Return relative to maximum drawdown

3.73

3.50

+0.23

Martin ratio

Return relative to average drawdown

17.19

14.57

+2.62

EFAS vs. JIVE - Sharpe Ratio Comparison

The current EFAS Sharpe Ratio is 2.83, which is comparable to the JIVE Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of EFAS and JIVE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EFASJIVEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.83

2.52

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

1.90

-1.35

Correlation

The correlation between EFAS and JIVE is 0.77, 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. JIVE - Dividend Comparison

EFAS's dividend yield for the trailing twelve months is around 4.54%, more than JIVE's 2.70% yield.


TTM2025202420232022202120202019201820172016
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%
JIVE
Jpmorgan International Value ETF
2.70%2.88%2.48%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EFAS vs. JIVE - Drawdown Comparison

The maximum EFAS drawdown since its inception was -44.38%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for EFAS and JIVE.


Loading graphics...

Drawdown Indicators


EFASJIVEDifference

Max Drawdown

Largest peak-to-trough decline

-44.38%

-13.79%

-30.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-11.96%

+1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-28.81%

Current Drawdown

Current decline from peak

-1.59%

-7.13%

+5.54%

Average Drawdown

Average peak-to-trough decline

-7.20%

-1.95%

-5.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

2.87%

-0.59%

Volatility

EFAS vs. JIVE - Volatility Comparison

The current volatility for Global X MSCI SuperDividend® EAFE ETF (EFAS) is 5.52%, while Jpmorgan International Value ETF (JIVE) has a volatility of 7.78%. This indicates that EFAS experiences smaller price fluctuations and is considered to be less risky than JIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EFASJIVEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

7.78%

-2.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

11.07%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

14.22%

16.93%

-2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.68%

14.85%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%

14.85%

+3.60%