PortfoliosLab logoPortfoliosLab logo
TOUS vs. EFAS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TOUS vs. EFAS - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, TOUS achieves a 13.28% return, which is significantly lower than EFAS's 21.51% return.


TOUS

1D
0.43%
1M
1.35%
6M
6.89%
YTD
13.28%
1Y
25.56%
3Y*
18.42%
5Y*
10Y*
ALL TIME*
16.81%

EFAS

1D
0.79%
1M
7.15%
6M
15.12%
YTD
21.51%
1Y
33.05%
3Y*
26.08%
5Y*
14.40%
10Y*
ALL TIME*
10.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$903.64K$563.02K$421.49K
$4.35M$4.52M$6.67M

TOUS vs. EFAS - Yearly Performance Comparison


2026 (YTD)202520242023
TOUS
T. Rowe Price International Equity ETF
13.28%34.00%3.63%3.45%
EFAS
Global X MSCI SuperDividend® EAFE ETF
21.51%46.83%3.07%12.27%

Correlation

The correlation between TOUS and EFAS is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.61

Correlation (3Y)
Balances recent behavior with more history.

0.68

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2023

0.68

The correlation between TOUS and EFAS has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.

TOUS vs. EFAS - Sectors Allocation Comparison


Sectors
TOUS
EFAS

Financial Services

22.2%
35.3%

Industrials

18.9%
6.6%

Technology

15.7%
0.1%

Healthcare

10.9%
0.1%

Consumer Cyclical

7.2%
1.9%

Consumer Defensive

7.2%
7.7%

Basic Materials

4.8%
1.9%

Communication Services

4.4%
8.9%

Energy

4.3%
10.3%

Utilities

3.1%
11.8%

Real Estate

1.5%
15.6%

Financial Services

TOUS
22.2%
EFAS
35.3%

Industrials

TOUS
18.9%
EFAS
6.6%

Technology

TOUS
15.7%
EFAS
0.1%

Healthcare

TOUS
10.9%
EFAS
0.1%

Consumer Cyclical

TOUS
7.2%
EFAS
1.9%

Consumer Defensive

TOUS
7.2%
EFAS
7.7%

Basic Materials

TOUS
4.8%
EFAS
1.9%

Communication Services

TOUS
4.4%
EFAS
8.9%

Energy

TOUS
4.3%
EFAS
10.3%

Utilities

TOUS
3.1%
EFAS
11.8%

Real Estate

TOUS
1.5%
EFAS
15.6%

Compare stocks, funds, or ETFs

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


Return for Risk

TOUS vs. EFAS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TOUS
TOUS Risk / Return Rank: 6363
Overall Rank
TOUS Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
TOUS Sortino Ratio Rank: 6868
Sortino Ratio Rank
TOUS Omega Ratio Rank: 6565
Omega Ratio Rank
TOUS Calmar Ratio Rank: 5757
Calmar Ratio Rank
TOUS Martin Ratio Rank: 6161
Martin Ratio Rank

EFAS
EFAS Risk / Return Rank: 9595
Overall Rank
EFAS Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EFAS Sortino Ratio Rank: 9595
Sortino Ratio Rank
EFAS Omega Ratio Rank: 9494
Omega Ratio Rank
EFAS Calmar Ratio Rank: 9696
Calmar Ratio Rank
EFAS Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TOUS vs. EFAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity ETF (TOUS) 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.


TOUSEFASDifference
Sharpe ratioReturn per unit of total volatility

-1.44

Sortino ratioReturn per unit of downside risk

-1.90

Omega ratioGain probability vs. loss probability

1.29

1.53

-0.24

Calmar ratioReturn relative to maximum drawdown

2.10

6.26

-4.17

Martin ratioReturn relative to average drawdown

7.65

15.38

-7.73

TOUS vs. EFAS - Sharpe Ratio Comparison

The current TOUS Sharpe Ratio is 1.59, which is lower than the EFAS Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of TOUS 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.


Loading charts...

Drawdowns

TOUS vs. EFAS - Drawdown Comparison

The maximum TOUS drawdown since its inception was -14.29%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for TOUS and EFAS.


Loading charts...

Drawdown Indicators


TOUSEFASDifference

Max Drawdown

Largest peak-to-trough decline

-14.29%

-44.38%

+30.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.23%

-5.30%

-6.93%

Max Drawdown (3Y)

Largest decline over 3 years

-14.29%

-11.84%

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-28.81%

Current Drawdown

Current decline from peak

-0.15%

-0.12%

-0.03%

Average Drawdown

Average peak-to-trough decline

-2.75%

-6.98%

+4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

2.15%

+1.20%

Volatility

TOUS vs. EFAS - Volatility Comparison

T. Rowe Price International Equity ETF (TOUS) has a higher volatility of 4.63% compared to Global X MSCI SuperDividend® EAFE ETF (EFAS) at 2.45%. This indicates that TOUS'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 charts...

Volatility by Period


TOUSEFASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

2.45%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

8.65%

+5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

10.98%

+5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

15.52%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.29%

18.23%

-2.94%

TOUS vs. EFAS - Expense Ratio Comparison

TOUS has a 0.50% expense ratio, which is lower than EFAS's 0.55% expense ratio.


Dividends

TOUS vs. EFAS - Dividend Comparison

TOUS's dividend yield for the trailing twelve months is around 1.54%, less than EFAS's 4.49% yield.


PositionTTM2025202420232022202120202019201820172016
EFAS
Global X MSCI SuperDividend® EAFE ETF
4.49%4.83%6.76%6.33%7.28%5.19%4.34%5.75%6.63%6.15%0.21%
TOUS
T. Rowe Price International Equity ETF
1.54%1.74%3.01%0.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TOUS and EFAS have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TOUS has higher volatility (4.63%) compared to EFAS (2.45%). In terms of maximum drawdown, TOUS dropped -14.29% vs EFAS's -44.38%.

On 3-year performance, EFAS leads with 26.08% vs 18.42% for TOUS. On fees, TOUS is cheaper at 0.50% per year. On volatility, EFAS has been the lower-risk option at 2.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EFAS has performed better with a 26.08% return vs 18.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TOUS is cheaper with a 0.50% expense ratio, compared with 0.55% for EFAS.

EFAS has the higher dividend yield at 4.49%, compared with 1.54% for TOUS.

TOUS is categorized as Foreign Large Cap Equities, while EFAS is Dividend. They also come from different issuers: T. Rowe Price and Global X. Their fees differ too: 0.50% for TOUS and 0.55% for EFAS.

EFAS currently has the higher Sharpe Ratio (3.03 vs 1.59), 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.

Portfolio Optimizer

Find the right allocation for TOUS 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.

Open Portfolio Optimizer