WBIY vs. EFAS
Compare and contrast key facts about WBI Power Factor High Dividend ETF (WBIY) and Global X MSCI SuperDividend® EAFE ETF (EFAS).
WBIY and EFAS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WBIY is a passively managed fund by WBI that tracks the performance of the Solactive Power Factor High Dividend Index. It was launched on Dec 19, 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 WBIY 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WBIY or EFAS.
Key characteristics
| WBIY | EFAS | |
|---|---|---|
| YTD Return | 13.11% | 2.91% |
| 1Y Return | 28.94% | 12.57% |
| 3Y Return (Ann) | 8.79% | 3.72% |
| 5Y Return (Ann) | 9.07% | 3.59% |
| Sharpe Ratio | 2.25 | 1.13 |
| Sortino Ratio | 3.38 | 1.60 |
| Omega Ratio | 1.40 | 1.20 |
| Calmar Ratio | 3.14 | 1.68 |
| Martin Ratio | 12.54 | 5.64 |
| Ulcer Index | 2.71% | 2.63% |
| Daily Std Dev | 15.10% | 13.09% |
| Max Drawdown | -48.71% | -44.38% |
| Current Drawdown | -0.99% | -8.79% |
Correlation
The correlation between WBIY and EFAS is 0.58, 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
WBIY vs. EFAS - Performance Comparison
In the year-to-date period, WBIY achieves a 13.11% return, which is significantly higher than EFAS's 2.91% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WBIY vs. EFAS - Expense Ratio Comparison
WBIY has a 0.70% expense ratio, which is higher than EFAS's 0.56% expense ratio.
Risk-Adjusted Performance
WBIY vs. EFAS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WBI Power Factor High Dividend ETF (WBIY) 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.
Dividends
WBIY vs. EFAS - Dividend Comparison
WBIY's dividend yield for the trailing twelve months is around 4.26%, less than EFAS's 6.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
WBIY WBI Power Factor High Dividend ETF | 4.26% | 4.87% | 4.40% | 3.94% | 5.10% | 4.54% | 6.11% | 5.84% | 0.01% |
EFAS Global X MSCI SuperDividend® EAFE ETF | 6.59% | 6.37% | 7.30% | 5.20% | 4.38% | 5.75% | 6.62% | 6.17% | 0.21% |
Drawdowns
WBIY vs. EFAS - Drawdown Comparison
The maximum WBIY drawdown since its inception was -48.71%, which is greater than EFAS's maximum drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for WBIY and EFAS. For additional features, visit the drawdowns tool.
Volatility
WBIY vs. EFAS - Volatility Comparison
WBI Power Factor High Dividend ETF (WBIY) and Global X MSCI SuperDividend® EAFE ETF (EFAS) have volatilities of 5.15% and 5.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.