IDEQ vs. EFAS
IDEQ (Lazard International Dynamic Equity ETF) and EFAS (Global X MSCI SuperDividend® EAFE ETF) are both Foreign Large Cap Equities funds. IDEQ is actively managed, while EFAS is passively managed. A 0.56 correlation means they provide meaningful diversification when combined. IDEQ charges 0.40%/yr vs 0.56%/yr for EFAS.
Performance
IDEQ vs. EFAS - Performance Comparison
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Returns By Period
In the year-to-date period, IDEQ achieves a 15.58% return, which is significantly higher than EFAS's 12.32% return.
IDEQ
- 1D
- -3.09%
- 1M
- 1.29%
- YTD
- 15.58%
- 6M
- 15.09%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EFAS
- 1D
- -0.28%
- 1M
- -2.81%
- YTD
- 12.32%
- 6M
- 12.80%
- 1Y
- 26.33%
- 3Y*
- 24.76%
- 5Y*
- 12.16%
- 10Y*
- —
IDEQ vs. EFAS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IDEQ Lazard International Dynamic Equity ETF | 15.58% | 12.10% |
EFAS Global X MSCI SuperDividend® EAFE ETF | 12.32% | 5.24% |
Correlation
The correlation between IDEQ and EFAS is 0.56, 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 Aug 29, 2025 | 0.56 |
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Return for Risk
IDEQ vs. EFAS — Risk / Return Rank
IDEQ
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EFAS
IDEQ vs. EFAS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lazard International Dynamic Equity ETF (IDEQ) 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.
| IDEQ | EFAS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.42 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 4.99 | — |
| Martin ratioReturn relative to average drawdown | — | 12.82 | — |
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Drawdowns
IDEQ vs. EFAS - Drawdown Comparison
The maximum IDEQ drawdown since its inception was -12.95%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for IDEQ and EFAS.
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Drawdown Indicators
| IDEQ | EFAS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.95% | -44.38% | +31.43% |
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 | -3.09% | -3.56% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -2.07% | -7.05% | +4.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.06% | — |
Volatility
IDEQ vs. EFAS - Volatility Comparison
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Volatility by Period
| IDEQ | EFAS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.52% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.69% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.48% | 10.95% | +8.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.48% | 15.59% | +3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.48% | 18.31% | +1.17% |
IDEQ vs. EFAS - Expense Ratio Comparison
IDEQ has a 0.40% expense ratio, which is lower than EFAS's 0.56% expense ratio.
Dividends
IDEQ vs. EFAS - Dividend Comparison
IDEQ's dividend yield for the trailing twelve months is around 1.34%, less than EFAS's 4.75% 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% |
IDEQ Lazard International Dynamic Equity ETF | 1.34% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDEQ and EFAS have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDEQ is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDEQ is cheaper with a 0.40% expense ratio, compared with 0.56% for EFAS.
EFAS has the higher dividend yield at 4.75%, compared with 1.34% for IDEQ.
They also come from different issuers: Lazard and Global X. Their fees differ too: 0.40% for IDEQ and 0.56% for EFAS.
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