- ISIN
- US25434V6902
- Issuer
- Dimensional
- Inception Date
- Nov 1, 2022
- Region
- Global ex-U.S. (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $1B
Share Price Chart
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Performance
DFSI Performance Chart
Dimensional International Sustainability Core 1 ETF (DFSI) is up 7.5% since the beginning of the year. DFSI is currently trading at $46 per share.
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Returns By Period
Dimensional International Sustainability Core 1 ETF (DFSI) has returned 7.52% so far this year and 22.70% over the past 12 months.
Dimensional International Sustainability Core 1 ETF
- 1D
- 0.11%
- 1M
- 1.46%
- YTD
- 7.52%
- 6M
- 7.54%
- 1Y
- 22.70%
- 3Y*
- 17.92%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DFSI Monthly Returns History
Based on dividend-adjusted daily data since Nov 2, 2022, DFSI's average daily return is +0.08%, while the average monthly return is +1.63%. At this rate, an investment would double in approximately 3.6 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2022 with a return of +11.9%, while the worst month was Mar 2026 at -8.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DFSI closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.8%, while the worst single day was Apr 4, 2025 at -6.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.35% | 4.36% | -8.91% | 5.61% | 2.14% | 0.48% | 7.52% | ||||||
| 2025 | 4.20% | 2.22% | -0.04% | 5.19% | 5.50% | 3.12% | -1.83% | 4.17% | 1.97% | 0.39% | 1.79% | 2.92% | 33.62% |
| 2024 | -0.85% | 2.93% | 3.12% | -3.61% | 4.82% | -1.90% | 3.49% | 3.61% | 1.49% | -5.25% | 0.44% | -2.82% | 4.98% |
| 2023 | 8.97% | -3.10% | 2.61% | 2.56% | -4.12% | 4.06% | 2.69% | -3.71% | -4.12% | -3.62% | 9.65% | 6.11% | 17.86% |
| 2022 | 11.87% | -1.25% | 10.47% |
Benchmark Metrics
Dimensional International Sustainability Core 1 ETF has an annualized alpha of 5.34%, beta of 0.75, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since November 02, 2022.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (80.68%) than losses (58.71%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 5.34% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 5.34%
- Beta
- 0.75
- R²
- 0.58
- Upside Capture
- 80.68%
- Downside Capture
- 58.71%
Expense Ratio
DFSI has an expense ratio of 0.24%, which is considered low.
Return for Risk
Risk / Return Rank
DFSI ranks 43 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dimensional International Sustainability Core 1 ETF (DFSI) and compare them to S&P 500 Index.
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.
| DFSI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.37 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.78 | -0.92 |
| Martin ratioReturn relative to average drawdown | 6.95 | 12.44 | -5.49 |
Dividends
Dividend History
Dimensional International Sustainability Core 1 ETF provided a 2.10% dividend yield over the last twelve months, with an annual payout of $0.97 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.97 | $0.96 | $0.79 | $0.67 | $0.05 |
Dividend yield | 2.10% | 2.23% | 2.39% | 2.10% | 0.18% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional International Sustainability Core 1 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.10 | ||||||
| 2025 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.22 | $0.96 |
| 2024 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.20 | $0.79 |
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.16 | $0.67 |
| 2022 | $0.05 | $0.05 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Dimensional International Sustainability Core 1 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 Sustainability Core 1 ETF was 12.82%, occurring on Oct 27, 2023. Recovery took 33 trading sessions.
The current Dimensional International Sustainability Core 1 ETF drawdown is 1.33%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 correction2023 | -12.82%Oct 2023 | 3mo 9d | 1mo 18d | 4mo 27dJul 2023 - Dec 2023 |
2025 selloff2025 | -12.62%Apr 2025 | 18d | 18d | 1mo 6dMar 2025 - Apr 2025 |
2026 correction2026 | -12.26%Mar 2026 | 28d | — | 3mo 26dFeb 2026 - now |
2025 pullback2025 | -9.65%Jan 2025 | 3mo 18d | 1mo 21d | 5mo 9dSep 2024 - Mar 2025 |
2023 pullback2023 | -8.12%Mar 2023 | 1mo 10d | 29d | 2mo 9dFeb 2023 - Apr 2023 |
Drawdown Indicators
| DFSI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.82% | -56.78% | +43.96% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -9.10% | -3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -12.82% | -18.90% | +6.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.33% | -1.80% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -2.62% | -10.71% | +8.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.03% | +1.24% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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