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EFAS vs. VWID
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.7

Performance

EFAS vs. VWID - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
-0.68%
0.82%
EFAS
VWID

Key characteristics

Sharpe Ratio

EFAS:

0.58

VWID:

0.63

Sortino Ratio

EFAS:

0.86

VWID:

0.91

Omega Ratio

EFAS:

1.10

VWID:

1.12

Calmar Ratio

EFAS:

0.75

VWID:

0.75

Martin Ratio

EFAS:

1.90

VWID:

1.95

Ulcer Index

EFAS:

3.99%

VWID:

3.60%

Daily Std Dev

EFAS:

13.20%

VWID:

11.13%

Max Drawdown

EFAS:

-44.38%

VWID:

-34.64%

Current Drawdown

EFAS:

-7.25%

VWID:

-6.86%

Returns By Period

In the year-to-date period, EFAS achieves a 1.51% return, which is significantly higher than VWID's 1.27% return.


EFAS

YTD

1.51%

1M

2.90%

6M

-0.69%

1Y

6.91%

5Y*

3.06%

10Y*

N/A

VWID

YTD

1.27%

1M

2.83%

6M

0.82%

1Y

6.78%

5Y*

5.35%

10Y*

N/A

*Annualized

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. VWID - Expense Ratio Comparison

EFAS has a 0.56% expense ratio, which is higher than VWID's 0.49% expense ratio.


EFAS
Global X MSCI SuperDividend® EAFE ETF
Expense ratio chart for EFAS: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
Expense ratio chart for VWID: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

EFAS vs. VWID — Risk-Adjusted Performance Rank

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

EFAS
The Risk-Adjusted Performance Rank of EFAS is 2323
Overall Rank
The Sharpe Ratio Rank of EFAS is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of EFAS is 1919
Sortino Ratio Rank
The Omega Ratio Rank of EFAS is 1919
Omega Ratio Rank
The Calmar Ratio Rank of EFAS is 3434
Calmar Ratio Rank
The Martin Ratio Rank of EFAS is 2222
Martin Ratio Rank

VWID
The Risk-Adjusted Performance Rank of VWID is 2525
Overall Rank
The Sharpe Ratio Rank of VWID is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of VWID is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VWID is 2222
Omega Ratio Rank
The Calmar Ratio Rank of VWID is 3434
Calmar Ratio Rank
The Martin Ratio Rank of VWID is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for EFAS, currently valued at 0.58, compared to the broader market0.002.004.000.580.63
The chart of Sortino ratio for EFAS, currently valued at 0.86, compared to the broader market0.005.0010.000.860.91
The chart of Omega ratio for EFAS, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.12
The chart of Calmar ratio for EFAS, currently valued at 0.75, compared to the broader market0.005.0010.0015.000.750.75
The chart of Martin ratio for EFAS, currently valued at 1.90, compared to the broader market0.0020.0040.0060.0080.00100.001.901.95
EFAS
VWID

The current EFAS Sharpe Ratio is 0.58, which is comparable to the VWID Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of EFAS and VWID, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.58
0.63
EFAS
VWID

Dividends

EFAS vs. VWID - Dividend Comparison

EFAS's dividend yield for the trailing twelve months is around 6.69%, more than VWID's 4.43% yield.


TTM202420232022202120202019201820172016
EFAS
Global X MSCI SuperDividend® EAFE ETF
6.69%6.79%6.37%7.30%5.20%4.38%5.75%6.62%6.17%0.21%
VWID
Virtus WMC International Dividend ETF
4.43%4.49%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.25%
-6.86%
EFAS
VWID

Volatility

EFAS vs. VWID - Volatility Comparison

Global X MSCI SuperDividend® EAFE ETF (EFAS) has a higher volatility of 4.12% compared to Virtus WMC International Dividend ETF (VWID) at 3.55%. 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AugustSeptemberOctoberNovemberDecember2025
4.12%
3.55%
EFAS
VWID
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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