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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dimensional International Sustainability Core 1 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Dimensional International Sustainability Core 1 ETF (DFSI) has returned -0.80% so far this year and 24.49% over the past 12 months.
Dimensional International Sustainability Core 1 ETF
- 1D
- 3.34%
- 1M
- -8.91%
- YTD
- -0.80%
- 6M
- 4.32%
- 1Y
- 24.49%
- 3Y*
- 14.82%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Nov 2, 2022, DFSI's average daily return is +0.08%, while the average monthly return is +1.59%. At this rate, your investment would double in approximately 3.7 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2022 with a return of +13.4%, 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% | -0.80% | |||||||||
| 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 | 13.41% | -1.25% | 11.99% |
Benchmark Metrics
Dimensional International Sustainability Core 1 ETF has an annualized alpha of 6.41%, beta of 0.74, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since November 03, 2022.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (85.94%) than losses (61.93%) — typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 6.41% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 6.41%
- Beta
- 0.74
- R²
- 0.57
- Upside Capture
- 85.94%
- Downside Capture
- 61.93%
Expense Ratio
DFSI has an expense ratio of 0.24%, which is considered low.
Return for Risk
Risk / Return Rank
DFSI ranks 75 for risk / return — better than 75% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dimensional International Sustainability Core 1 ETF (DFSI) and compare them to a chosen benchmark (S&P 500 Index).
| DFSI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 0.90 | +0.56 |
Sortino ratioReturn per unit of downside risk | 2.02 | 1.39 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.40 | +0.50 |
Martin ratioReturn relative to average drawdown | 7.87 | 6.61 | +1.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DFSI risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Dimensional International Sustainability Core 1 ETF provided a 2.28% 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 | 2.28% | 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 | $0.10 | |||||||||
| 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 8.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.82% | Jul 20, 2023 | 71 | Oct 27, 2023 | 33 | Dec 14, 2023 | 104 |
| -12.62% | Mar 20, 2025 | 13 | Apr 7, 2025 | 13 | Apr 25, 2025 | 26 |
| -12.26% | Feb 27, 2026 | 21 | Mar 27, 2026 | — | — | — |
| -9.65% | Sep 27, 2024 | 73 | Jan 13, 2025 | 35 | Mar 5, 2025 | 108 |
| -8.12% | Feb 3, 2023 | 28 | Mar 15, 2023 | 20 | Apr 13, 2023 | 48 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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