EFAS vs. YJUN

Last updated Apr 1, 2026

Compare and contrast key facts about Global X MSCI SuperDividend® EAFE ETF (EFAS) and FT Vest International Equity Moderate Buffer ETF – June (YJUN).

EFAS and YJUN 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. YJUN is a passively managed fund by FT Vest that tracks the performance of the MSCI EAFE Index. It was launched on Jun 18, 2021. Both EFAS and YJUN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EFAS vs. YJUN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI SuperDividend® EAFE ETF (EFAS) and FT Vest International Equity Moderate Buffer ETF – June (YJUN). The values are adjusted to include any dividend payments, if applicable.

EFAS vs. YJUN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
EFAS Global X MSCI SuperDividend® EAFE ETF	10.06%	46.83%	3.07%	14.65%	-8.00%	-0.81%
YJUN FT Vest International Equity Moderate Buffer ETF – June	0.42%	18.77%	1.65%	14.81%	-8.13%	0.11%

Returns By Period

In the year-to-date period, EFAS achieves a 10.06% return, which is significantly higher than YJUN's 0.42% return.

EFAS

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

YJUN

• 1D: 1.50%
• 1M: -2.46%
• YTD: 0.42%
• 6M: 2.71%
• 1Y: 13.54%
• 3Y*: 9.02%
• 5Y*: —
• 10Y*: —

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

EFAS vs. YJUN - Expense Ratio Comparison

EFAS has a 0.56% expense ratio, which is lower than YJUN's 0.90% expense ratio.

YJUN

FT Vest International Equity Moderate Buffer ETF – June

EFAS

Global X MSCI SuperDividend® EAFE ETF

Return for Risk

EFAS vs. YJUN — Risk / Return Rank

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

EFAS

EFAS Risk / Return Rank: 96
EFAS Sharpe Ratio Rank: 97
EFAS Sortino Ratio Rank: 97
EFAS Omega Ratio Rank: 97
EFAS Calmar Ratio Rank: 94
EFAS Martin Ratio Rank: 96

YJUN

YJUN Risk / Return Rank: 80
YJUN Sharpe Ratio Rank: 78
YJUN Sortino Ratio Rank: 82
YJUN Omega Ratio Rank: 81
YJUN Calmar Ratio Rank: 75
YJUN Martin Ratio Rank: 84

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. YJUN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI SuperDividend® EAFE ETF (EFAS) and FT Vest International Equity Moderate Buffer ETF – June (YJUN). 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.

	EFAS	YJUN	Difference
Sharpe ratio Return per unit of total volatility	2.83	1.46	+1.37
Sortino ratio Return per unit of downside risk	3.51	2.17	+1.35
Omega ratio Gain probability vs. loss probability	1.56	1.31	+0.25
Calmar ratio Return relative to maximum drawdown	3.73	2.02	+1.71
Martin ratio Return relative to average drawdown	17.19	9.76	+7.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EFAS vs. YJUN - Sharpe Ratio Comparison

The current EFAS Sharpe Ratio is 2.83, which is higher than the YJUN Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of EFAS and YJUN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EFAS	YJUN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.83	1.46	+1.37
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	0.48	+0.07

Correlation

The correlation between EFAS and YJUN is 0.76, 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. YJUN - Dividend Comparison

EFAS's dividend yield for the trailing twelve months is around 4.54%, while YJUN has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
YJUN FT Vest International Equity Moderate Buffer ETF – June	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

EFAS vs. YJUN - Drawdown Comparison

The maximum EFAS drawdown since its inception was -44.38%, which is greater than YJUN's maximum drawdown of -21.53%. Use the drawdown chart below to compare losses from any high point for EFAS and YJUN.

Drawdown Indicators

	EFAS	YJUN	Difference
Max Drawdown Largest peak-to-trough decline	-44.38%	-21.53%	-22.85%
Max Drawdown (1Y) Largest decline over 1 year	-10.52%	-6.27%	-4.25%
Max Drawdown (5Y) Largest decline over 5 years	-28.81%	—	—
Current Drawdown Current decline from peak	-1.59%	-2.57%	+0.98%
Average Drawdown Average peak-to-trough decline	-7.20%	-3.92%	-3.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.28%	1.29%	+0.99%

Volatility

EFAS vs. YJUN - Volatility Comparison

Global X MSCI SuperDividend® EAFE ETF (EFAS) has a higher volatility of 5.52% compared to FT Vest International Equity Moderate Buffer ETF – June (YJUN) at 3.59%. This indicates that EFAS's price experiences larger fluctuations and is considered to be riskier than YJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EFAS	YJUN	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.52%	3.59%	+1.93%
Volatility (6M) Calculated over the trailing 6-month period	8.29%	4.72%	+3.57%
Volatility (1Y) Calculated over the trailing 1-year period	14.22%	9.36%	+4.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.68%	11.19%	+4.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.45%	11.19%	+7.26%