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SDEM vs. EFAS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SDEM and EFAS is 0.55, 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.


Performance

SDEM vs. EFAS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SDEM:

0.36

EFAS:

1.34

Sortino Ratio

SDEM:

0.68

EFAS:

1.88

Omega Ratio

SDEM:

1.09

EFAS:

1.26

Calmar Ratio

SDEM:

0.26

EFAS:

1.94

Martin Ratio

SDEM:

1.02

EFAS:

5.22

Ulcer Index

SDEM:

7.35%

EFAS:

4.39%

Daily Std Dev

SDEM:

18.22%

EFAS:

16.48%

Max Drawdown

SDEM:

-47.38%

EFAS:

-44.38%

Current Drawdown

SDEM:

-18.32%

EFAS:

0.00%

Returns By Period

In the year-to-date period, SDEM achieves a 11.54% return, which is significantly lower than EFAS's 23.97% return.


SDEM

YTD

11.54%

1M

7.14%

6M

10.49%

1Y

6.51%

5Y*

5.62%

10Y*

-0.82%

EFAS

YTD

23.97%

1M

14.53%

6M

20.85%

1Y

21.84%

5Y*

15.32%

10Y*

N/A

*Annualized

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SDEM vs. EFAS - Expense Ratio Comparison

SDEM has a 0.67% expense ratio, which is higher than EFAS's 0.56% expense ratio.


Risk-Adjusted Performance

SDEM vs. EFAS — Risk-Adjusted Performance Rank

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

SDEM
The Risk-Adjusted Performance Rank of SDEM is 4545
Overall Rank
The Sharpe Ratio Rank of SDEM is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of SDEM is 4949
Sortino Ratio Rank
The Omega Ratio Rank of SDEM is 4747
Omega Ratio Rank
The Calmar Ratio Rank of SDEM is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SDEM is 4242
Martin Ratio Rank

EFAS
The Risk-Adjusted Performance Rank of EFAS is 8989
Overall Rank
The Sharpe Ratio Rank of EFAS is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of EFAS is 8989
Sortino Ratio Rank
The Omega Ratio Rank of EFAS is 8888
Omega Ratio Rank
The Calmar Ratio Rank of EFAS is 9393
Calmar Ratio Rank
The Martin Ratio Rank of EFAS is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SDEM vs. EFAS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI SuperDividend Emerging Markets ETF (SDEM) 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.


The current SDEM Sharpe Ratio is 0.36, which is lower than the EFAS Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of SDEM and EFAS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SDEM vs. EFAS - Dividend Comparison

SDEM's dividend yield for the trailing twelve months is around 6.34%, more than EFAS's 5.62% yield.


TTM2024202320222021202020192018201720162015
SDEM
Global X MSCI SuperDividend Emerging Markets ETF
6.34%7.28%7.50%8.23%8.14%6.30%6.47%6.55%5.01%5.06%6.14%
EFAS
Global X MSCI SuperDividend® EAFE ETF
5.62%6.76%6.33%7.28%5.19%4.34%5.75%6.63%6.15%0.21%0.00%

Drawdowns

SDEM vs. EFAS - Drawdown Comparison

The maximum SDEM drawdown since its inception was -47.38%, which is greater than EFAS's maximum drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for SDEM and EFAS. For additional features, visit the drawdowns tool.


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Volatility

SDEM vs. EFAS - Volatility Comparison


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