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Dimensional International Value ETF (DFIV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US25434V8072

Issuer

Dimensional

Inception Date

Apr 16, 1999

Region

Global ex-U.S. (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

DFIV has an expense ratio of 0.27%, which is considered low compared to other funds.


Expense ratio chart for DFIV: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
DFIV vs. AVIV DFIV vs. INTF DFIV vs. IPKW DFIV vs. VYMI DFIV vs. FNDF DFIV vs. AVDVX DFIV vs. IVLU DFIV vs. AVDE DFIV vs. EFV DFIV vs. SPY
Popular comparisons:
DFIV vs. AVIV DFIV vs. INTF DFIV vs. IPKW DFIV vs. VYMI DFIV vs. FNDF DFIV vs. AVDVX DFIV vs. IVLU DFIV vs. AVDE DFIV vs. EFV DFIV vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dimensional International Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-0.74%
9.23%
DFIV (Dimensional International Value ETF)
Benchmark (^GSPC)

Returns By Period

Dimensional International Value ETF had a return of 6.29% year-to-date (YTD) and 6.85% in the last 12 months.


DFIV

YTD

6.29%

1M

-2.63%

6M

-0.71%

1Y

6.85%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

Monthly Returns

The table below presents the monthly returns of DFIV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.34%2.63%5.89%-1.58%5.00%-3.49%3.67%1.91%0.92%-3.94%0.41%6.29%
20239.05%-1.72%-0.62%3.38%-5.61%6.33%4.78%-3.22%-1.22%-4.51%6.58%4.52%17.75%
20223.38%-2.03%0.92%-5.53%4.77%-10.86%2.84%-3.70%-9.52%7.76%11.82%-1.09%-3.70%
2021-1.92%3.45%-6.45%5.44%0.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DFIV is 35, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DFIV is 3535
Overall Rank
The Sharpe Ratio Rank of DFIV is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIV is 3030
Sortino Ratio Rank
The Omega Ratio Rank of DFIV is 3030
Omega Ratio Rank
The Calmar Ratio Rank of DFIV is 4747
Calmar Ratio Rank
The Martin Ratio Rank of DFIV is 3535
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DFIV, currently valued at 0.58, compared to the broader market0.002.004.000.582.07
The chart of Sortino ratio for DFIV, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.0010.000.832.76
The chart of Omega ratio for DFIV, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.39
The chart of Calmar ratio for DFIV, currently valued at 0.87, compared to the broader market0.005.0010.0015.000.873.05
The chart of Martin ratio for DFIV, currently valued at 2.51, compared to the broader market0.0020.0040.0060.0080.00100.002.5113.27
DFIV
^GSPC

The current Dimensional International Value ETF Sharpe ratio is 0.58. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Dimensional International Value ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.58
2.07
DFIV (Dimensional International Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Dimensional International Value ETF provided a 3.92% dividend yield over the last twelve months, with an annual payout of $1.38 per share. The fund has been increasing its distributions for 2 consecutive years.


2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.40202120222023
Dividends
Dividend Yield
PeriodTTM202320222021
Dividend$1.38$1.35$1.17$0.76

Dividend yield

3.92%3.93%3.84%2.31%

Monthly Dividends

The table displays the monthly dividend distributions for Dimensional International Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.09$0.00$0.00$0.71$0.00$0.00$0.24$0.00$0.00$0.35$1.38
2023$0.00$0.00$0.14$0.00$0.00$0.59$0.00$0.00$0.29$0.00$0.00$0.33$1.35
2022$0.00$0.00$0.06$0.00$0.00$0.67$0.00$0.00$0.14$0.00$0.00$0.30$1.17
2021$0.18$0.00$0.00$0.58$0.76

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.50%
-1.91%
DFIV (Dimensional International Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dimensional International Value ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Dimensional International Value ETF was 25.42%, occurring on Sep 27, 2022. Recovery took 197 trading sessions.

The current Dimensional International Value ETF drawdown is 7.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.42%Feb 10, 2022158Sep 27, 2022197Jul 12, 2023355
-9.57%Aug 1, 202363Oct 27, 202333Dec 14, 202396
-8.29%Sep 27, 202459Dec 19, 2024
-7.6%Oct 21, 202129Dec 1, 202123Jan 4, 202252
-7.38%Jul 18, 202414Aug 6, 202411Aug 21, 202425

Volatility

Volatility Chart

The current Dimensional International Value ETF volatility is 3.54%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.54%
3.82%
DFIV (Dimensional International Value ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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