IXUS vs. EFAS

Last updated Jun 24, 2026

IXUS (iShares Core MSCI Total International Stock ETF) and EFAS (Global X MSCI SuperDividend® EAFE ETF) are both Foreign Large Cap Equities funds - IXUS tracks the MSCI ACWI ex USA IMI Index (Net) while EFAS tracks the MSCI EAFE Top 50 Dividend Index. Both are passively managed. Over the past 5 years, IXUS returned 8.29%/yr vs 12.16%/yr for EFAS. A 0.72 correlation means they provide meaningful diversification when combined. IXUS charges 0.07%/yr vs 0.56%/yr for EFAS.

Performance

IXUS vs. EFAS - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with IXUS having a 12.74% return and EFAS slightly lower at 12.32%.

IXUS

• 1D: -3.08%
• 1M: 0.45%
• YTD: 12.74%
• 6M: 12.52%
• 1Y: 29.41%
• 3Y*: 19.01%
• 5Y*: 8.29%
• 10Y*: 10.21%

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)

IXUS vs. EFAS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IXUS iShares Core MSCI Total International Stock ETF	12.74%	32.40%	5.19%	15.83%	-16.47%	8.86%	10.80%	21.71%	-14.41%	28.12%
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 IXUS and EFAS is 0.59, 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	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Nov 16, 2016	0.72

The correlation between IXUS and EFAS shifts across timeframes, from 0.59 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.

IXUS vs. EFAS - Sectors Allocation Comparison

Sectors	IXUS	EFAS
Technology	30.5%	0.1%
Financial Services	23.8%	31.0%
Industrials	11.3%	10.4%
Healthcare	6.5%	0.1%
Consumer Cyclical	5.6%	1.9%
Basic Materials	5.0%	1.7%
Energy	4.4%	13.1%
Communication Services	4.2%	8.6%
Consumer Defensive	3.9%	8.1%
Utilities	1.9%	13.7%
Real Estate	0.2%	11.4%

Return for Risk

IXUS vs. EFAS — Risk / Return Rank

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

IXUS

IXUS Risk / Return Rank: 55
IXUS Sharpe Ratio Rank: 54
IXUS Sortino Ratio Rank: 52
IXUS Omega Ratio Rank: 56
IXUS Calmar Ratio Rank: 54
IXUS Martin Ratio Rank: 58

EFAS

EFAS Risk / Return Rank: 79
EFAS Sharpe Ratio Rank: 80
EFAS Sortino Ratio Rank: 81
EFAS Omega Ratio Rank: 75
EFAS Calmar Ratio Rank: 88
EFAS Martin Ratio Rank: 72

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.

IXUS vs. EFAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) 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.

	IXUS	EFAS	Difference
Sharpe ratio: Return per unit of total volatility	1.79	2.42	-0.63
Sortino ratio: Return per unit of downside risk	2.44	3.41	-0.97
Omega ratio: Gain probability vs. loss probability	1.33	1.42	-0.08
Calmar ratio: Return relative to maximum drawdown	2.60	4.99	-2.39
Martin ratio: Return relative to average drawdown	10.00	12.82	-2.82

IXUS vs. EFAS - Sharpe Ratio Comparison

The current IXUS Sharpe Ratio is 1.79, which is comparable to the EFAS Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of IXUS 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

IXUS vs. EFAS - Drawdown Comparison

The maximum IXUS drawdown since its inception was -36.22%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for IXUS and EFAS.

Drawdown Indicators

	IXUS	EFAS	Difference
Max Drawdown Largest peak-to-trough decline	-36.22%	-44.38%	+8.16%
Max Drawdown (1Y) Largest decline over 1 year	-11.36%	-5.30%	-6.06%
Max Drawdown (3Y) Largest decline over 3 years	-13.75%	-11.84%	-1.91%
Max Drawdown (5Y) Largest decline over 5 years	-30.03%	-28.81%	-1.22%
Max Drawdown (10Y) Largest decline over 10 years	-36.22%	—	—
Current Drawdown Current decline from peak	-3.08%	-3.56%	+0.48%
Average Drawdown Average peak-to-trough decline	-7.48%	-7.05%	-0.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.95%	2.06%	+0.89%

Volatility

IXUS vs. EFAS - Volatility Comparison

iShares Core MSCI Total International Stock ETF (IXUS) has a higher volatility of 7.22% compared to Global X MSCI SuperDividend® EAFE ETF (EFAS) at 3.52%. This indicates that IXUS'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

	IXUS	EFAS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.22%	3.52%	+3.70%
Volatility (6M) Calculated over the trailing 6-month period	14.64%	8.69%	+5.95%
Volatility (1Y) Calculated over the trailing 1-year period	16.56%	10.95%	+5.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.45%	15.59%	+0.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.97%	18.31%	-1.34%

IXUS vs. EFAS - Expense Ratio Comparison

IXUS has a 0.07% expense ratio, which is lower than EFAS's 0.56% expense ratio.

Dividends

IXUS vs. EFAS - Dividend Comparison

IXUS's dividend yield for the trailing twelve months is around 2.98%, less than EFAS's 4.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
IXUS iShares Core MSCI Total International Stock ETF	2.98%	3.24%	3.33%	3.13%	2.48%	3.12%	1.85%	3.09%	3.00%	2.41%	2.58%	2.81%

Frequently Asked Questions

Can I hold both IXUS and EFAS in my portfolio?

IXUS and EFAS 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.

Which is riskier, IXUS or EFAS?

IXUS has higher volatility (7.22%) compared to EFAS (3.52%). In terms of maximum drawdown, IXUS dropped -36.22% vs EFAS's -44.38%.

Which ETF is better, IXUS or EFAS?

On 5-year performance, EFAS leads with 12.16% vs 8.29% for IXUS. On fees, IXUS is cheaper at 0.07% 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.

Which ETF has performed better, IXUS or EFAS?

Over the 5-year period, EFAS has performed better with a 12.16% return vs 8.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IXUS or EFAS?

IXUS is cheaper with a 0.07% expense ratio, compared with 0.56% for EFAS.

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

EFAS has the higher dividend yield at 4.75%, compared with 2.98% for IXUS.

What is the main difference between IXUS and EFAS?

IXUS tracks MSCI ACWI ex USA IMI Index (Net), while EFAS tracks MSCI EAFE Top 50 Dividend Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.07% for IXUS and 0.56% for EFAS.

Which has better risk-adjusted returns?

EFAS currently has the higher Sharpe Ratio (2.42 vs 1.79), 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.