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INTF vs. EFAS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

INTF vs. EFAS

Last updated Jun 24, 2026

INTF (iShares MSCI Intl Multifactor ETF) and EFAS (Global X MSCI SuperDividend® EAFE ETF) are both Foreign Large Cap Equities funds - INTF tracks the MSCI World ex USA Diversified Multi-Factor while EFAS tracks the MSCI EAFE Top 50 Dividend Index. Both are passively managed. Over the past 5 years, INTF returned 9.83%/yr vs 12.16%/yr for EFAS. A 0.74 correlation means they provide meaningful diversification when combined. INTF charges 0.30%/yr vs 0.56%/yr for EFAS.

Performance

INTF vs. EFAS - Performance Comparison

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

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Returns By Period

In the year-to-date period, INTF achieves a 9.41% return, which is significantly lower than EFAS's 12.32% return.

INTF

1D
-1.70%
1M
-0.07%
YTD
9.41%
6M
9.06%
1Y
26.10%
3Y*
19.63%
5Y*
9.83%
10Y*
9.89%

EFAS

1D
-0.28%
1M
-2.81%
YTD
12.32%
6M
12.80%
1Y
26.33%
3Y*
24.76%
5Y*
12.16%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

INTF vs. EFAS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
INTF
iShares MSCI Intl Multifactor ETF		9.41%35.50%5.99%18.25%-12.31%11.70%2.83%18.46%-15.87%28.46%
EFAS
Global X MSCI SuperDividend® EAFE ETF		12.32%46.83%3.07%14.65%-8.00%12.75%-5.42%14.60%-11.60%22.76%

Correlation

The correlation between INTF and EFAS is 0.69, 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

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.77

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2016

0.74

The correlation between INTF and EFAS has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.

INTF vs. EFAS - Sectors Allocation Comparison

Sectors
INTF
EFAS

Financial Services

26.5%
31.0%

Industrials

19.0%
10.4%

Technology

9.9%
0.1%

Consumer Cyclical

8.5%
1.9%

Healthcare

7.9%
0.1%

Basic Materials

6.8%
1.7%

Consumer Defensive

6.0%
8.1%

Energy

5.1%
13.1%

Utilities

3.9%
13.7%

Communication Services

3.2%
8.6%

Real Estate

2.5%
11.4%

Financial Services

INTF
26.5%
EFAS
31.0%

Industrials

INTF
19.0%
EFAS
10.4%

Technology

INTF
9.9%
EFAS
0.1%

Consumer Cyclical

INTF
8.5%
EFAS
1.9%

Healthcare

INTF
7.9%
EFAS
0.1%

Basic Materials

INTF
6.8%
EFAS
1.7%

Consumer Defensive

INTF
6.0%
EFAS
8.1%

Energy

INTF
5.1%
EFAS
13.1%

Utilities

INTF
3.9%
EFAS
13.7%

Communication Services

INTF
3.2%
EFAS
8.6%

Real Estate

INTF
2.5%
EFAS
11.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Intl Multifactor ETF

Global X MSCI SuperDividend® EAFE ETF

Often compared with INTF:
INTF vs. IDHQINTF vs. LRGFINTF vs. VFMFINTF vs. SPYINTF vs. DFAIINTF vs. IVLUINTF vs. DFIV
Often compared with EFAS:
EFAS vs. EFAEFAS vs. EFAVEFAS vs. FDHYEFAS vs. SDEMEFAS vs. EWJVEFAS vs. IOOEFAS vs. DVYA

Return for Risk

INTF vs. EFAS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
INTF
INTF Risk / Return Rank: 5555
Overall Rank
INTF Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
INTF Sortino Ratio Rank: 5353
Sortino Ratio Rank
INTF Omega Ratio Rank: 5252
Omega Ratio Rank
INTF Calmar Ratio Rank: 5555
Calmar Ratio Rank
INTF Martin Ratio Rank: 6060
Martin Ratio Rank
EFAS
EFAS Risk / Return Rank: 7979
Overall Rank
EFAS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
EFAS Sortino Ratio Rank: 8181
Sortino Ratio Rank
EFAS Omega Ratio Rank: 7575
Omega Ratio Rank
EFAS Calmar Ratio Rank: 8888
Calmar Ratio Rank
EFAS Martin Ratio Rank: 7272
Martin Ratio Rank
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.

INTF vs. EFAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) 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.

INTFEFASDifference
Sharpe ratioReturn per unit of total volatility
1.75
2.42

-0.66

Sortino ratioReturn per unit of downside risk
2.44
3.41

-0.96

Omega ratioGain probability vs. loss probability

1.31

1.42

-0.11

Calmar ratioReturn relative to maximum drawdown

2.57

4.99

-2.42

Martin ratioReturn relative to average drawdown

10.17

12.82

-2.65

INTF vs. EFAS - Sharpe Ratio Comparison

The current INTF Sharpe Ratio is 1.75, which is comparable to the EFAS Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of INTF 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.

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Drawdowns

INTF vs. EFAS - Drawdown Comparison

The maximum INTF drawdown since its inception was -40.39%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for INTF and EFAS.

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Drawdown Indicators

INTFEFASDifference

Max Drawdown

Largest peak-to-trough decline

-40.39%

-44.38%

+3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.20%

-5.30%

-4.90%

Max Drawdown (3Y)

Largest decline over 3 years

-13.64%

-11.84%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-29.26%

-28.81%

-0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-40.39%

—

—

Current Drawdown

Current decline from peak

-1.98%

-3.56%

+1.58%

Average Drawdown

Average peak-to-trough decline

-7.66%

-7.05%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.06%

+0.51%

Volatility

INTF vs. EFAS - Volatility Comparison

iShares MSCI Intl Multifactor ETF (INTF) has a higher volatility of 4.65% compared to Global X MSCI SuperDividend® EAFE ETF (EFAS) at 3.52%. This indicates that INTF'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.

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Volatility by Period

INTFEFASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

3.52%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

8.69%

+3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

14.98%

10.95%

+4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

15.59%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.12%

18.31%

-1.19%

INTF vs. EFAS - Expense Ratio Comparison

INTF has a 0.30% expense ratio, which is lower than EFAS's 0.56% expense ratio.

Dividends

INTF vs. EFAS - Dividend Comparison

INTF's dividend yield for the trailing twelve months is around 3.06%, less than EFAS's 4.75% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%
INTF
iShares MSCI Intl Multifactor ETF		3.06%2.87%3.53%3.59%2.81%5.38%2.06%3.65%2.62%3.26%1.66%0.85%

Frequently Asked Questions

INTF and EFAS have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

INTF has higher volatility (4.65%) compared to EFAS (3.52%). In terms of maximum drawdown, INTF dropped -40.39% vs EFAS's -44.38%.

On 5-year performance, EFAS leads with 12.16% vs 9.83% for INTF. On fees, INTF is cheaper at 0.30% per year. On volatility, EFAS has been the lower-risk option at 3.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EFAS has performed better with a 12.16% return vs 9.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

INTF is cheaper with a 0.30% expense ratio, compared with 0.56% for EFAS.

EFAS has the higher dividend yield at 4.75%, compared with 3.06% for INTF.

INTF tracks MSCI World ex USA Diversified Multi-Factor, while EFAS tracks MSCI EAFE Top 50 Dividend Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.30% for INTF and 0.56% for EFAS.

EFAS currently has the higher Sharpe Ratio (2.42 vs 1.75), 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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