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REFA vs. EFAS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REFA vs. EFAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced International Equity ETF (REFA) 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, REFA achieves a 11.14% return, which is significantly lower than EFAS's 13.40% return.


REFA

1D
1.35%
1M
2.81%
6M
9.75%
YTD
11.14%
1Y
3Y*
5Y*
10Y*

EFAS

1D
1.58%
1M
0.40%
6M
12.19%
YTD
13.40%
1Y
24.32%
3Y*
23.79%
5Y*
12.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

REFA vs. EFAS - Yearly Performance Comparison


Correlation

The correlation between REFA and EFAS is 0.57, 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 Dec 11, 2025

0.57

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Return for Risk

REFA vs. EFAS — Risk / Return Rank

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

REFA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


EFAS
EFAS Risk / Return Rank: 8484
Overall Rank
EFAS Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EFAS Sortino Ratio Rank: 8686
Sortino Ratio Rank
EFAS Omega Ratio Rank: 8080
Omega Ratio Rank
EFAS Calmar Ratio Rank: 9191
Calmar Ratio Rank
EFAS Martin Ratio Rank: 7575
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.

REFA vs. EFAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced International Equity ETF (REFA) 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.


REFAEFASDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

4.65

Martin ratioReturn relative to average drawdown

11.45

REFA vs. EFAS - Sharpe Ratio Comparison


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Drawdowns

REFA vs. EFAS - Drawdown Comparison

The maximum REFA drawdown since its inception was -11.23%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for REFA and EFAS.


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Drawdown Indicators


REFAEFASDifference

Max Drawdown

Largest peak-to-trough decline

-11.23%

-44.38%

+33.15%

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 Drawdown

Current decline from peak

-0.36%

-2.63%

+2.27%

Average Drawdown

Average peak-to-trough decline

-2.79%

-7.04%

+4.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

Volatility

REFA vs. EFAS - Volatility Comparison


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Volatility by Period


REFAEFASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

Volatility (6M)

Calculated over the trailing 6-month period

8.81%

Volatility (1Y)

Calculated over the trailing 1-year period

18.61%

10.98%

+7.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.61%

15.59%

+3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

18.29%

+0.32%

REFA vs. EFAS - Expense Ratio Comparison

REFA has a 0.32% expense ratio, which is lower than EFAS's 0.55% expense ratio.


Dividends

REFA vs. EFAS - Dividend Comparison

REFA's dividend yield for the trailing twelve months is around 0.03%, less than EFAS's 4.37% yield.


PositionTTM2025202420232022202120202019201820172016
EFAS
Global X MSCI SuperDividend® EAFE ETF
4.37%4.83%6.76%6.33%7.28%5.19%4.34%5.75%6.63%6.15%0.21%
REFA
Columbia Research Enhanced International Equity ETF
0.03%0.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


REFA and EFAS have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, REFA is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

REFA is cheaper with a 0.32% expense ratio, compared with 0.55% for EFAS.

EFAS has the higher dividend yield at 4.37%, compared with 0.03% for REFA.

REFA is categorized as Foreign Large Cap Equities, while EFAS is Dividend. REFA tracks Beta Advantage Research Enhanced International Equity Index, while EFAS tracks MSCI EAFE Top 50 Dividend Index. They also come from different issuers: Columbia Threadneedle and Global X. Their fees differ too: 0.32% for REFA and 0.55% for EFAS.

Portfolio Optimizer

Find the right allocation for REFA and EFAS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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