IQDG vs. EFAS
Compare and contrast key facts about WisdomTree International Quality Dividend Growth Fund (IQDG) and Global X MSCI SuperDividend® EAFE ETF (EFAS).
IQDG and EFAS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Quality Dividend Growth Index. It was launched on Apr 7, 2016. EFAS is a passively managed fund by Global X that tracks the performance of the MSCI EAFE Top 50 Dividend Index. It was launched on Nov 14, 2016. Both IQDG and EFAS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IQDG vs. EFAS - Performance Comparison
Loading graphics...
IQDG vs. EFAS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQDG WisdomTree International Quality Dividend Growth Fund | -3.13% | 24.19% | -3.38% | 20.76% | -19.97% | 12.28% | 16.58% | 30.03% | -16.81% | 30.64% |
EFAS Global X MSCI SuperDividend® EAFE ETF | 10.06% | 46.83% | 3.07% | 14.65% | -8.00% | 12.75% | -5.42% | 14.60% | -11.60% | 22.76% |
Returns By Period
In the year-to-date period, IQDG achieves a -3.13% return, which is significantly lower than EFAS's 10.06% return.
IQDG
- 1D
- 3.08%
- 1M
- -9.12%
- YTD
- -3.13%
- 6M
- 1.34%
- 1Y
- 15.12%
- 3Y*
- 8.05%
- 5Y*
- 4.03%
- 10Y*
- —
EFAS
- 1D
- 2.54%
- 1M
- -1.59%
- YTD
- 10.06%
- 6M
- 15.25%
- 1Y
- 39.97%
- 3Y*
- 22.57%
- 5Y*
- 12.83%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IQDG vs. EFAS - Expense Ratio Comparison
IQDG has a 0.42% expense ratio, which is lower than EFAS's 0.56% expense ratio.
Return for Risk
IQDG vs. EFAS — Risk / Return Rank
IQDG
EFAS
IQDG vs. EFAS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) 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.
| IQDG | EFAS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 2.83 | -1.99 |
Sortino ratioReturn per unit of downside risk | 1.26 | 3.51 | -2.25 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.56 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 3.73 | -2.60 |
Martin ratioReturn relative to average drawdown | 4.10 | 17.19 | -13.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IQDG | EFAS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 2.83 | -1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.82 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.55 | -0.13 |
Correlation
The correlation between IQDG and EFAS is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IQDG vs. EFAS - Dividend Comparison
IQDG's dividend yield for the trailing twelve months is around 2.28%, less than EFAS's 4.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
IQDG WisdomTree International Quality Dividend Growth Fund | 2.28% | 2.28% | 2.60% | 1.76% | 4.18% | 2.67% | 1.65% | 1.95% | 1.96% | 1.71% | 1.35% |
EFAS Global X MSCI SuperDividend® EAFE ETF | 4.54% | 4.83% | 6.76% | 6.33% | 7.28% | 5.19% | 4.34% | 5.75% | 6.63% | 6.15% | 0.21% |
Drawdowns
IQDG vs. EFAS - Drawdown Comparison
The maximum IQDG drawdown since its inception was -34.97%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for IQDG and EFAS.
Loading graphics...
Drawdown Indicators
| IQDG | EFAS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.97% | -44.38% | +9.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -10.52% | -1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -34.97% | -28.81% | -6.16% |
Current DrawdownCurrent decline from peak | -9.59% | -1.59% | -8.00% |
Average DrawdownAverage peak-to-trough decline | -7.57% | -7.20% | -0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 2.28% | +1.12% |
Volatility
IQDG vs. EFAS - Volatility Comparison
WisdomTree International Quality Dividend Growth Fund (IQDG) has a higher volatility of 7.93% compared to Global X MSCI SuperDividend® EAFE ETF (EFAS) at 5.52%. This indicates that IQDG'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.
Loading graphics...
Volatility by Period
| IQDG | EFAS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.93% | 5.52% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.56% | 8.29% | +3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.12% | 14.22% | +3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.56% | 15.68% | +1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.42% | 18.45% | -1.03% |