INEQ vs. EFAS

Last updated Jun 25, 2026

INEQ (Columbia International Equity Income ETF) and EFAS (Global X MSCI SuperDividend® EAFE ETF) are both Foreign Large Cap Equities funds. INEQ is actively managed, while EFAS is passively managed. Over the past 5 years, INEQ returned 11.66%/yr vs 12.12%/yr for EFAS. A 0.69 correlation means they provide meaningful diversification when combined. INEQ charges 0.45%/yr vs 0.56%/yr for EFAS.

Performance

INEQ vs. EFAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia International Equity Income ETF (INEQ) and Global X MSCI SuperDividend® EAFE ETF (EFAS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, INEQ achieves a 4.80% return, which is significantly lower than EFAS's 12.03% return.

INEQ

• 1D: -0.35%
• 1M: -3.29%
• YTD: 4.80%
• 6M: 5.07%
• 1Y: 20.99%
• 3Y*: 19.04%
• 5Y*: 11.66%
• 10Y*: 9.56%

EFAS

• 1D: -0.26%
• 1M: -3.06%
• YTD: 12.03%
• 6M: 11.93%
• 1Y: 25.30%
• 3Y*: 24.65%
• 5Y*: 12.12%
• 10Y*: —

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

INEQ vs. EFAS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
INEQ Columbia International Equity Income ETF	4.80%	39.85%	6.02%	20.88%	-5.95%	10.18%	-0.52%	15.83%	-18.30%	24.88%
EFAS Global X MSCI SuperDividend® EAFE ETF	12.03%	46.83%	3.07%	14.65%	-8.00%	12.75%	-5.42%	14.60%	-11.60%	22.76%

Correlation

The correlation between INEQ and EFAS is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (All Time) Calculated using the full available price history since Nov 16, 2016	0.69

The correlation between INEQ and EFAS has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.

INEQ vs. EFAS - Sectors Allocation Comparison

Sectors	INEQ	EFAS
Financial Services	24.4%	31.0%
Industrials	21.2%	10.4%
Healthcare	15.4%	0.1%
Energy	9.8%	13.1%
Communication Services	7.1%	8.6%
Consumer Defensive	6.7%	8.1%
Consumer Cyclical	4.9%	1.9%
Basic Materials	3.9%	1.7%
Technology	2.9%	0.1%
Utilities	1.9%	13.7%
Real Estate	1.8%	11.4%

Return for Risk

INEQ vs. EFAS — Risk / Return Rank

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

INEQ

INEQ Risk / Return Rank: 50
INEQ Sharpe Ratio Rank: 50
INEQ Sortino Ratio Rank: 51
INEQ Omega Ratio Rank: 50
INEQ Calmar Ratio Rank: 51
INEQ Martin Ratio Rank: 50

EFAS

EFAS Risk / Return Rank: 81
EFAS Sharpe Ratio Rank: 81
EFAS Sortino Ratio Rank: 83
EFAS Omega Ratio Rank: 77
EFAS Calmar Ratio Rank: 89
EFAS Martin Ratio Rank: 73

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.

INEQ vs. EFAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia International Equity Income ETF (INEQ) 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.

	INEQ	EFAS	Difference
Sharpe ratio: Return per unit of total volatility	1.54	2.32	-0.78
Sortino ratio: Return per unit of downside risk	2.18	3.29	-1.11
Omega ratio: Gain probability vs. loss probability	1.28	1.40	-0.12
Calmar ratio: Return relative to maximum drawdown	2.21	4.79	-2.59
Martin ratio: Return relative to average drawdown	7.50	12.23	-4.73

INEQ vs. EFAS - Sharpe Ratio Comparison

The current INEQ Sharpe Ratio is 1.54, which is lower than the EFAS Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of INEQ and EFAS, 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

INEQ vs. EFAS - Drawdown Comparison

The maximum INEQ drawdown since its inception was -41.71%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for INEQ and EFAS.

Drawdown Indicators

	INEQ	EFAS	Difference
Max Drawdown Largest peak-to-trough decline	-41.71%	-44.38%	+2.67%
Max Drawdown (1Y) Largest decline over 1 year	-9.56%	-5.30%	-4.26%
Max Drawdown (3Y) Largest decline over 3 years	-14.38%	-11.84%	-2.54%
Max Drawdown (5Y) Largest decline over 5 years	-24.51%	-28.81%	+4.30%
Max Drawdown (10Y) Largest decline over 10 years	-41.71%	—	—
Current Drawdown Current decline from peak	-5.77%	-3.81%	-1.96%
Average Drawdown Average peak-to-trough decline	-7.04%	-7.05%	+0.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.80%	2.07%	+0.73%

Volatility

INEQ vs. EFAS - Volatility Comparison

Columbia International Equity Income ETF (INEQ) has a higher volatility of 3.95% compared to Global X MSCI SuperDividend® EAFE ETF (EFAS) at 3.47%. This indicates that INEQ's price experiences larger fluctuations and is considered to be riskier than EFAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INEQ	EFAS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.95%	3.47%	+0.48%
Volatility (6M) Calculated over the trailing 6-month period	11.06%	8.69%	+2.37%
Volatility (1Y) Calculated over the trailing 1-year period	13.78%	10.95%	+2.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.32%	15.58%	-0.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.34%	18.30%	-1.96%

INEQ vs. EFAS - Expense Ratio Comparison

INEQ has a 0.45% expense ratio, which is lower than EFAS's 0.56% expense ratio.

Dividends

INEQ vs. EFAS - Dividend Comparison

INEQ's dividend yield for the trailing twelve months is around 8.27%, more than EFAS's 4.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
EFAS Global X MSCI SuperDividend® EAFE ETF	4.76%	4.83%	6.76%	6.33%	7.28%	5.19%	4.34%	5.75%	6.63%	6.15%	0.21%
INEQ Columbia International Equity Income ETF	8.27%	9.76%	3.11%	3.27%	3.57%	3.43%	2.64%	3.34%	7.25%	4.63%	2.52%

Frequently Asked Questions

Can I hold both INEQ and EFAS in my portfolio?

INEQ and EFAS have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INEQ or EFAS?

INEQ has higher volatility (3.95%) compared to EFAS (3.47%). In terms of maximum drawdown, INEQ dropped -41.71% vs EFAS's -44.38%.

Which ETF is better, INEQ or EFAS?

On 5-year performance, EFAS leads with 12.12% vs 11.66% for INEQ. On fees, INEQ is cheaper at 0.45% per year. On volatility, EFAS has been the lower-risk option at 3.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, INEQ or EFAS?

Over the 5-year period, EFAS has performed better with a 12.12% return vs 11.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, INEQ or EFAS?

INEQ is cheaper with a 0.45% expense ratio, compared with 0.56% for EFAS.

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

INEQ has the higher dividend yield at 8.27%, compared with 4.76% for EFAS.

What is the main difference between INEQ and EFAS?

They also come from different issuers: Columbia Threadneedle and Global X. Their fees differ too: 0.45% for INEQ and 0.56% for EFAS.

Which has better risk-adjusted returns?

EFAS currently has the higher Sharpe Ratio (2.32 vs 1.54), 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.