EFAS vs. WEEK

Last updated Jun 24, 2026

EFAS (Global X MSCI SuperDividend® EAFE ETF) and WEEK (Roundhill Weekly T-Bill ETF) are both exchange-traded funds - EFAS is a Foreign Large Cap Equities fund tracking the MSCI EAFE Top 50 Dividend Index, while WEEK is a Ultrashort Bond fund actively managed by Roundhill. EFAS is passively managed, while WEEK is actively managed. Over the past year, EFAS returned 26.33% vs 3.72% for WEEK. At a correlation of -0.03, they often move in opposite directions. EFAS charges 0.56%/yr vs 0.19%/yr for WEEK.

Performance

EFAS vs. WEEK - Performance Comparison

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

Returns By Period

In the year-to-date period, EFAS achieves a 12.32% return, which is significantly higher than WEEK's 1.56% return.

EFAS

• 1D: -0.28%
• 1M: -2.81%
• YTD: 12.32%
• 6M: 12.80%
• 1Y: 26.33%
• 3Y*: 24.76%
• 5Y*: 12.16%
• 10Y*: —

WEEK

• 1D: -0.09%
• 1M: 0.24%
• YTD: 1.56%
• 6M: 1.70%
• 1Y: 3.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EFAS vs. WEEK - Yearly Performance Comparison

	2026 (YTD)	2025
EFAS Global X MSCI SuperDividend® EAFE ETF	12.32%	29.54%
WEEK Roundhill Weekly T-Bill ETF	1.56%	3.37%

Correlation

The correlation between EFAS and WEEK is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.08
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025	-0.03

Return for Risk

EFAS vs. WEEK — Risk / Return Rank

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

EFAS

EFAS Risk / Return Rank: 79
EFAS Sharpe Ratio Rank: 80
EFAS Sortino Ratio Rank: 81
EFAS Omega Ratio Rank: 75
EFAS Calmar Ratio Rank: 88
EFAS Martin Ratio Rank: 72

WEEK

WEEK Risk / Return Rank: 99
WEEK Sharpe Ratio Rank: 99
WEEK Sortino Ratio Rank: 99
WEEK Omega Ratio Rank: 99
WEEK Calmar Ratio Rank: 99
WEEK Martin Ratio Rank: 99

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. WEEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI SuperDividend® EAFE ETF (EFAS) and Roundhill Weekly T-Bill ETF (WEEK). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EFAS	WEEK	Difference
Sharpe ratio: Return per unit of total volatility	2.42	8.53	-6.11
Sortino ratio: Return per unit of downside risk	3.41	16.60	-13.19
Omega ratio: Gain probability vs. loss probability	1.42	4.07	-2.65
Calmar ratio: Return relative to maximum drawdown	4.99	28.78	-23.79
Martin ratio: Return relative to average drawdown	12.82	233.16	-220.34

EFAS vs. WEEK - Sharpe Ratio Comparison

The current EFAS Sharpe Ratio is 2.42, which is lower than the WEEK Sharpe Ratio of 8.53. The chart below compares the historical Sharpe Ratios of EFAS and WEEK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EFAS vs. WEEK - Drawdown Comparison

The maximum EFAS drawdown since its inception was -44.38%, which is greater than WEEK's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for EFAS and WEEK.

Drawdown Indicators

	EFAS	WEEK	Difference
Max Drawdown Largest peak-to-trough decline	-44.38%	-0.13%	-44.25%
Max Drawdown (1Y) Largest decline over 1 year	-5.30%	-0.13%	-5.17%
Max Drawdown (3Y) Largest decline over 3 years	-11.84%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-28.81%	—	—
Current Drawdown Current decline from peak	-3.56%	-0.09%	-3.47%
Average Drawdown Average peak-to-trough decline	-7.05%	-0.01%	-7.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	0.02%	+2.04%

Volatility

EFAS vs. WEEK - Volatility Comparison

Global X MSCI SuperDividend® EAFE ETF (EFAS) has a higher volatility of 3.52% compared to Roundhill Weekly T-Bill ETF (WEEK) at 0.16%. This indicates that EFAS's price experiences larger fluctuations and is considered to be riskier than WEEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EFAS	WEEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.52%	0.16%	+3.36%
Volatility (6M) Calculated over the trailing 6-month period	8.69%	0.29%	+8.40%
Volatility (1Y) Calculated over the trailing 1-year period	10.95%	0.44%	+10.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.59%	0.40%	+15.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.31%	0.40%	+17.91%

EFAS vs. WEEK - Expense Ratio Comparison

EFAS has a 0.56% expense ratio, which is higher than WEEK's 0.19% expense ratio.

Dividends

EFAS vs. WEEK - Dividend Comparison

EFAS's dividend yield for the trailing twelve months is around 4.75%, more than WEEK's 3.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
EFAS Global X MSCI SuperDividend® EAFE ETF	4.75%	4.83%	6.76%	6.33%	7.28%	5.19%	4.34%	5.75%	6.63%	6.15%	0.21%
WEEK Roundhill Weekly T-Bill ETF	3.70%	3.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EFAS and WEEK in my portfolio?

EFAS and WEEK have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EFAS or WEEK?

EFAS has higher volatility (3.52%) compared to WEEK (0.16%). In terms of maximum drawdown, EFAS dropped -44.38% vs WEEK's -0.13%.

Which ETF is better, EFAS or WEEK?

On 1-year performance, EFAS leads with 26.33% vs 3.72% for WEEK. On fees, WEEK is cheaper at 0.19% per year. On volatility, WEEK has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EFAS or WEEK?

Over the 1-year period, EFAS has performed better with a 26.33% return vs 3.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EFAS or WEEK?

WEEK is cheaper with a 0.19% expense ratio, compared with 0.56% for EFAS.

Which ETF pays a higher dividend yield, EFAS or WEEK?

EFAS has the higher dividend yield at 4.75%, compared with 3.70% for WEEK.

What is the main difference between EFAS and WEEK?

EFAS is categorized as Foreign Large Cap Equities, while WEEK is Ultrashort Bond. They also come from different issuers: Global X and Roundhill. Their fees differ too: 0.56% for EFAS and 0.19% for WEEK.

Which has better risk-adjusted returns?

WEEK currently has the higher Sharpe Ratio (8.53 vs 2.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.