Yep, EFTs are much riskier than term deposits because they are volatile (based on stocks, derivatives, bonds).
But they are managed by professionals so they will create a good portfolio for you and the risk is spread across.
Since it is riskier than term deposit, the return can be high, in some cases as high as 8%. But I think, at current climate, probably around 5% would be achievable.
Again, before jumping in, I suggest you do a bit of research. More research you do, more likely you will make informed decision.
Also, check out Vanguard's site. They have good info on it.