ENHI vs. EFAS
ENHI (iShares Enhanced International Active ETF) and EFAS (Global X MSCI SuperDividend® EAFE ETF) are both Foreign Large Cap Equities funds. ENHI is actively managed, while EFAS is passively managed. A 0.51 correlation means they provide meaningful diversification when combined. ENHI charges 0.27%/yr vs 0.56%/yr for EFAS.
Performance
ENHI vs. EFAS - Performance Comparison
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Returns By Period
ENHI
- 1D
- 0.98%
- 1M
- -0.35%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EFAS
- 1D
- -0.07%
- 1M
- -2.71%
- YTD
- 11.96%
- 6M
- 11.86%
- 1Y
- 25.63%
- 3Y*
- 24.43%
- 5Y*
- 12.10%
- 10Y*
- —
ENHI vs. EFAS - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
ENHI iShares Enhanced International Active ETF | 8.32% |
EFAS Global X MSCI SuperDividend® EAFE ETF | 4.56% |
Correlation
The correlation between ENHI and EFAS is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 12, 2026 | 0.51 |
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Return for Risk
ENHI vs. EFAS — Risk / Return Rank
ENHI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EFAS
ENHI vs. EFAS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Enhanced International Active ETF (ENHI) and Global X MSCI SuperDividend® EAFE ETF (EFAS). 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.
| ENHI | EFAS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.41 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.86 | — |
| Martin ratioReturn relative to average drawdown | — | 12.31 | — |
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Drawdowns
ENHI vs. EFAS - Drawdown Comparison
The maximum ENHI drawdown since its inception was -5.63%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for ENHI and EFAS.
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Drawdown Indicators
| ENHI | EFAS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.63% | -44.38% | +38.75% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.30% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.84% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.81% | — |
Current DrawdownCurrent decline from peak | -1.32% | -3.87% | +2.55% |
Average DrawdownAverage peak-to-trough decline | -1.43% | -7.04% | +5.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.09% | — |
Volatility
ENHI vs. EFAS - Volatility Comparison
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Volatility by Period
| ENHI | EFAS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.45% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.68% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.04% | 10.94% | +11.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.04% | 15.58% | +6.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.04% | 18.30% | +3.74% |
ENHI vs. EFAS - Expense Ratio Comparison
ENHI has a 0.27% expense ratio, which is lower than EFAS's 0.56% expense ratio.
Dividends
ENHI vs. EFAS - Dividend Comparison
ENHI's dividend yield for the trailing twelve months is around 1.20%, less than EFAS's 4.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EFAS Global X MSCI SuperDividend® EAFE ETF | 4.77% | 4.83% | 6.76% | 6.33% | 7.28% | 5.19% | 4.34% | 5.75% | 6.63% | 6.15% | 0.21% |
ENHI iShares Enhanced International Active ETF | 1.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ENHI and EFAS have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ENHI is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ENHI is cheaper with a 0.27% expense ratio, compared with 0.56% for EFAS.
EFAS has the higher dividend yield at 4.77%, compared with 1.20% for ENHI.
They also come from different issuers: iShares and Global X. Their fees differ too: 0.27% for ENHI and 0.56% for EFAS.
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