GXUS vs. EFAV
GXUS (Goldman Sachs MarketBeta(R) Total International Equity ETF) and EFAV (iShares MSCI EAFE Min Vol Factor ETF) are both Foreign Large Cap Equities funds - GXUS tracks the Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net while EFAV tracks the MSCI EAFE Minimum Volatility (USD) Index. Both are passively managed. Over the past 3 years, GXUS returned 18.76%/yr vs 14.93%/yr for EFAV. Their 0.71 correlation means they have sometimes moved together and sometimes differently. GXUS charges 0.18%/yr vs 0.20%/yr for EFAV.
Performance
GXUS vs. EFAV - Performance Comparison
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Returns By Period
In the year-to-date period, GXUS achieves a 16.78% return, which is significantly higher than EFAV's 9.48% return.
GXUS
- 1D
- 1.82%
- 1M
- 2.94%
- 6M
- 9.60%
- YTD
- 16.78%
- 1Y
- 29.85%
- 3Y*
- 18.76%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 18.42%
EFAV
- 1D
- -0.04%
- 1M
- 4.11%
- 6M
- 4.97%
- YTD
- 9.48%
- 1Y
- 14.61%
- 3Y*
- 14.93%
- 5Y*
- 6.55%
- 10Y*
- 6.41%
- ALL TIME*
- 7.25%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $49.73M | $48.00M | $44.92M | |
| $81.19K | $314.40K | $132.80K |
GXUS vs. EFAV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF | 16.78% | 31.47% | 4.61% | 6.23% |
EFAV iShares MSCI EAFE Min Vol Factor ETF | 9.48% | 26.00% | 5.30% | 4.03% |
Correlation
The correlation between GXUS and EFAV is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jun 7, 2023 | 0.71 |
The correlation between GXUS and EFAV shifts across timeframes, from 0.59 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GXUS vs. EFAV — Risk / Return Rank
GXUS
EFAV
GXUS vs. EFAV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) and iShares MSCI EAFE Min Vol Factor ETF (EFAV). 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.
| GXUS | EFAV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.26 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.20 | +0.41 |
| Martin ratioReturn relative to average drawdown | 9.79 | 5.12 | +4.68 |
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Drawdowns
GXUS vs. EFAV - Drawdown Comparison
The maximum GXUS drawdown since its inception was -13.90%, smaller than the maximum EFAV drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for GXUS and EFAV.
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Drawdown Indicators
| GXUS | EFAV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.90% | -27.56% | +13.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.46% | -6.66% | -4.80% |
Max Drawdown (3Y)Largest decline over 3 years | -13.90% | -8.65% | -5.25% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.56% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.36% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -2.78% | -4.76% | +1.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.86% | +0.20% |
Volatility
GXUS vs. EFAV - Volatility Comparison
Goldman Sachs MarketBeta(R) Total International Equity ETF (GXUS) has a higher volatility of 5.19% compared to iShares MSCI EAFE Min Vol Factor ETF (EFAV) at 2.77%. This indicates that GXUS's price experiences larger fluctuations and is considered to be riskier than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GXUS | EFAV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 2.77% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 15.23% | 8.83% | +6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 10.58% | +6.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.59% | 11.88% | +3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.59% | 13.04% | +2.55% |
GXUS vs. EFAV - Expense Ratio Comparison
GXUS has a 0.18% expense ratio, which is lower than EFAV's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
GXUS vs. EFAV - Dividend Comparison
GXUS's dividend yield for the trailing twelve months is around 2.25%, less than EFAV's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAV iShares MSCI EAFE Min Vol Factor ETF | 3.08% | 3.20% | 3.24% | 3.08% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% |
GXUS Goldman Sachs MarketBeta(R) Total International Equity ETF | 2.25% | 2.66% | 2.87% | 1.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GXUS and EFAV have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GXUS has higher volatility (5.19%) compared to EFAV (2.77%). In terms of maximum drawdown, GXUS dropped -13.90% vs EFAV's -27.56%.
On 3-year performance, GXUS leads with 18.76% vs 14.93% for EFAV. On fees, GXUS is cheaper at 0.18% per year. On volatility, EFAV has been the lower-risk option at 2.77%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GXUS has performed better with a 18.76% return vs 14.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GXUS is cheaper with a 0.18% expense ratio, compared with 0.20% for EFAV.
EFAV has the higher dividend yield at 3.08%, compared with 2.25% for GXUS.
GXUS tracks Solactive GBS Global Markets ex United States Large & Mid Cap Index - Benchmark TR Net, while EFAV tracks MSCI EAFE Minimum Volatility (USD) Index. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.18% for GXUS and 0.20% for EFAV.
GXUS currently has the higher Sharpe Ratio (1.75 vs 1.39), 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.
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