EFAS vs. SDEM
Compare and contrast key facts about Global X MSCI SuperDividend® EAFE ETF (EFAS) and Global X MSCI SuperDividend Emerging Markets ETF (SDEM).
EFAS and SDEM 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. SDEM is a passively managed fund by Global X that tracks the performance of the MSCI Emerging Markets Top 50 Dividend. It was launched on Mar 17, 2015. Both EFAS and SDEM 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 SDEM.
Correlation
The correlation between EFAS and SDEM is 0.55, 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. SDEM - Performance Comparison
Key characteristics
EFAS:
1.32
SDEM:
0.57
EFAS:
1.80
SDEM:
0.89
EFAS:
1.25
SDEM:
1.12
EFAS:
1.85
SDEM:
0.36
EFAS:
4.97
SDEM:
1.42
EFAS:
4.39%
SDEM:
7.35%
EFAS:
16.57%
SDEM:
18.33%
EFAS:
-44.38%
SDEM:
-47.38%
EFAS:
0.00%
SDEM:
-18.96%
Returns By Period
In the year-to-date period, EFAS achieves a 19.74% return, which is significantly higher than SDEM's 10.66% return.
EFAS
19.74%
3.59%
14.55%
21.67%
15.60%
N/A
SDEM
10.66%
1.24%
8.57%
10.79%
6.30%
-0.86%
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EFAS vs. SDEM - Expense Ratio Comparison
EFAS has a 0.56% expense ratio, which is lower than SDEM's 0.67% expense ratio.
Risk-Adjusted Performance
EFAS vs. SDEM — Risk-Adjusted Performance Rank
EFAS
SDEM
EFAS vs. SDEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X MSCI SuperDividend® EAFE ETF (EFAS) and Global X MSCI SuperDividend Emerging Markets ETF (SDEM). 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. SDEM - Dividend Comparison
EFAS's dividend yield for the trailing twelve months is around 5.78%, less than SDEM's 6.41% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EFAS Global X MSCI SuperDividend® EAFE ETF | 5.78% | 6.76% | 6.33% | 7.28% | 5.19% | 4.34% | 5.75% | 6.63% | 6.15% | 0.21% | 0.00% |
SDEM Global X MSCI SuperDividend Emerging Markets ETF | 6.41% | 7.28% | 7.50% | 8.23% | 8.14% | 6.30% | 6.47% | 6.55% | 5.01% | 5.06% | 6.14% |
Drawdowns
EFAS vs. SDEM - Drawdown Comparison
The maximum EFAS drawdown since its inception was -44.38%, smaller than the maximum SDEM drawdown of -47.38%. Use the drawdown chart below to compare losses from any high point for EFAS and SDEM. For additional features, visit the drawdowns tool.
Volatility
EFAS vs. SDEM - Volatility Comparison
Global X MSCI SuperDividend® EAFE ETF (EFAS) has a higher volatility of 10.13% compared to Global X MSCI SuperDividend Emerging Markets ETF (SDEM) at 9.47%. This indicates that EFAS's price experiences larger fluctuations and is considered to be riskier than SDEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.