XIDV vs. EFAS

Last updated Jun 23, 2026

XIDV (Franklin International Dividend Booster Index ETF) and EFAS (Global X MSCI SuperDividend® EAFE ETF) are both Foreign Large Cap Equities funds - XIDV tracks the VettaFi New Frontier International Dividend Select Index while EFAS tracks the MSCI EAFE Top 50 Dividend Index. Both are passively managed. Over the past year, XIDV returned 29.55% vs 27.04% for EFAS. A 0.79 correlation means they provide meaningful diversification when combined. XIDV charges 0.19%/yr vs 0.56%/yr for EFAS.

Performance

XIDV vs. EFAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin International Dividend Booster Index ETF (XIDV) 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 investments are quite close, with XIDV having a 12.22% return and EFAS slightly higher at 12.64%.

XIDV

• 1D: 0.04%
• 1M: -0.26%
• YTD: 12.22%
• 6M: 12.95%
• 1Y: 29.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

EFAS

• 1D: -0.23%
• 1M: -2.54%
• YTD: 12.64%
• 6M: 13.56%
• 1Y: 27.04%
• 3Y*: 24.87%
• 5Y*: 12.39%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XIDV vs. EFAS - Yearly Performance Comparison

	2026 (YTD)	2025
XIDV Franklin International Dividend Booster Index ETF	12.22%	40.77%
EFAS Global X MSCI SuperDividend® EAFE ETF	12.64%	44.04%

Correlation

The correlation between XIDV and EFAS is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025	0.79

The correlation between XIDV and EFAS has been stable across timeframes, ranging from 0.79 to 0.81 - a consistent structural relationship.

XIDV vs. EFAS - Sectors Allocation Comparison

Sectors	XIDV	EFAS
Financial Services	32.6%	31.0%
Energy	11.3%	13.1%
Industrials	9.5%	10.4%
Consumer Cyclical	8.6%	1.9%
Consumer Defensive	8.5%	8.1%
Basic Materials	8.0%	1.7%
Utilities	6.9%	13.7%
Communication Services	5.5%	8.6%
Healthcare	5.2%	0.1%
Real Estate	2.1%	11.4%
Technology	0.9%	0.1%

Return for Risk

XIDV vs. EFAS — Risk / Return Rank

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

XIDV

XIDV Risk / Return Rank: 75
XIDV Sharpe Ratio Rank: 77
XIDV Sortino Ratio Rank: 76
XIDV Omega Ratio Rank: 76
XIDV Calmar Ratio Rank: 73
XIDV Martin Ratio Rank: 72

EFAS

EFAS Risk / Return Rank: 80
EFAS Sharpe Ratio Rank: 81
EFAS Sortino Ratio Rank: 82
EFAS Omega Ratio Rank: 76
EFAS Calmar Ratio Rank: 89
EFAS Martin Ratio Rank: 73

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.

XIDV vs. EFAS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Dividend Booster Index ETF (XIDV) 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.

	XIDV	EFAS	Difference
Sharpe ratio: Return per unit of total volatility	2.37	2.48	-0.11
Sortino ratio: Return per unit of downside risk	3.23	3.49	-0.26
Omega ratio: Gain probability vs. loss probability	1.43	1.43	0.00
Calmar ratio: Return relative to maximum drawdown	3.60	5.13	-1.53
Martin ratio: Return relative to average drawdown	12.96	13.24	-0.29

XIDV vs. EFAS - Sharpe Ratio Comparison

The current XIDV Sharpe Ratio is 2.37, which is comparable to the EFAS Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of XIDV 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

XIDV vs. EFAS - Drawdown Comparison

The maximum XIDV drawdown since its inception was -12.15%, smaller than the maximum EFAS drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for XIDV and EFAS.

Drawdown Indicators

	XIDV	EFAS	Difference
Max Drawdown Largest peak-to-trough decline	-12.15%	-44.38%	+32.23%
Max Drawdown (1Y) Largest decline over 1 year	-8.25%	-5.30%	-2.95%
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	-1.65%	-3.29%	+1.64%
Average Drawdown Average peak-to-trough decline	-1.40%	-7.05%	+5.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.29%	2.05%	+0.24%

Volatility

XIDV vs. EFAS - Volatility Comparison

Franklin International Dividend Booster Index ETF (XIDV) has a higher volatility of 3.78% compared to Global X MSCI SuperDividend® EAFE ETF (EFAS) at 3.56%. This indicates that XIDV'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

	XIDV	EFAS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	3.56%	+0.22%
Volatility (6M) Calculated over the trailing 6-month period	10.32%	8.69%	+1.63%
Volatility (1Y) Calculated over the trailing 1-year period	12.55%	10.96%	+1.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.77%	15.59%	-0.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.77%	18.31%	-3.54%

XIDV vs. EFAS - Expense Ratio Comparison

XIDV has a 0.19% expense ratio, which is lower than EFAS's 0.56% expense ratio.

Dividends

XIDV vs. EFAS - Dividend Comparison

XIDV's dividend yield for the trailing twelve months is around 1.86%, less than EFAS's 4.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
EFAS Global X MSCI SuperDividend® EAFE ETF	4.74%	4.83%	6.76%	6.33%	7.28%	5.19%	4.34%	5.75%	6.63%	6.15%	0.21%
XIDV Franklin International Dividend Booster Index ETF	1.86%	4.63%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XIDV and EFAS in my portfolio?

XIDV and EFAS have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XIDV or EFAS?

XIDV has higher volatility (3.78%) compared to EFAS (3.56%). In terms of maximum drawdown, XIDV dropped -12.15% vs EFAS's -44.38%.

Which ETF is better, XIDV or EFAS?

On 1-year performance, XIDV leads with 29.55% vs 27.04% for EFAS. On fees, XIDV is cheaper at 0.19% per year. On volatility, EFAS has been the lower-risk option at 3.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XIDV or EFAS?

Over the 1-year period, XIDV has performed better with a 29.55% return vs 27.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XIDV or EFAS?

XIDV is cheaper with a 0.19% expense ratio, compared with 0.56% for EFAS.

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

EFAS has the higher dividend yield at 4.74%, compared with 1.86% for XIDV.

What is the main difference between XIDV and EFAS?

XIDV tracks VettaFi New Frontier International Dividend Select Index, while EFAS tracks MSCI EAFE Top 50 Dividend Index. They also come from different issuers: Franklin Templeton and Global X. Their fees differ too: 0.19% for XIDV and 0.56% for EFAS.

Which has better risk-adjusted returns?

EFAS currently has the higher Sharpe Ratio (2.48 vs 2.37), 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.