EFAS vs. VWID
Compare and contrast key facts about Global X MSCI SuperDividend® EAFE ETF (EFAS) and Virtus WMC International Dividend ETF (VWID).
EFAS and VWID 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. VWID is an actively managed fund by Virtus Investment Partners. It was launched on Oct 10, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFAS or VWID.
Key characteristics
| EFAS | VWID | |
|---|---|---|
| YTD Return | 5.75% | 5.96% |
| 1Y Return | 19.60% | 16.03% |
| 3Y Return (Ann) | 4.28% | 5.83% |
| 5Y Return (Ann) | 4.05% | 7.10% |
| Sharpe Ratio | 1.54 | 1.42 |
| Sortino Ratio | 2.13 | 1.98 |
| Omega Ratio | 1.27 | 1.25 |
| Calmar Ratio | 1.97 | 2.89 |
| Martin Ratio | 8.06 | 7.64 |
| Ulcer Index | 2.48% | 2.09% |
| Daily Std Dev | 12.97% | 11.23% |
| Max Drawdown | -44.38% | -34.64% |
| Current Drawdown | -6.28% | -5.52% |
Correlation
The correlation between EFAS and VWID is 0.74, 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.
Performance
EFAS vs. VWID - Performance Comparison
The year-to-date returns for both investments are quite close, with EFAS having a 5.75% return and VWID slightly higher at 5.96%. 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. VWID - Expense Ratio Comparison
EFAS has a 0.56% expense ratio, which is higher than VWID's 0.49% expense ratio.
Risk-Adjusted Performance
EFAS vs. VWID - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X MSCI SuperDividend® EAFE ETF (EFAS) and Virtus WMC International Dividend ETF (VWID). 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. VWID - Dividend Comparison
EFAS's dividend yield for the trailing twelve months is around 6.41%, more than VWID's 4.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
EFAS Global X MSCI SuperDividend® EAFE ETF | 6.41% | 6.37% | 7.30% | 5.20% | 4.38% | 5.75% | 6.62% | 6.17% | 0.21% |
VWID Virtus WMC International Dividend ETF | 4.66% | 4.98% | 5.73% | 10.70% | 4.71% | 1.99% | 3.49% | 0.37% | 0.00% |
Drawdowns
EFAS vs. VWID - Drawdown Comparison
The maximum EFAS drawdown since its inception was -44.38%, which is greater than VWID's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for EFAS and VWID. For additional features, visit the drawdowns tool.
Volatility
EFAS vs. VWID - Volatility Comparison
Global X MSCI SuperDividend® EAFE ETF (EFAS) has a higher volatility of 4.97% compared to Virtus WMC International Dividend ETF (VWID) at 3.65%. This indicates that EFAS's price experiences larger fluctuations and is considered to be riskier than VWID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.