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Dimensional International Small Cap Value ETF (DIS...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US25434V7819

Issuer

Dimensional Fund Advisors

Inception Date

Mar 23, 2022

Region

Global ex-U.S. (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Value

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:
DISV vs. AVDVX DISV vs. VBR DISV vs. FSRNX DISV vs. AVDV DISV vs. IVLU DISV vs. VTI DISV vs. SPY DISV vs. DISVX DISV vs. FNDC DISV vs. VB
Popular comparisons:
DISV vs. AVDVX DISV vs. VBR DISV vs. FSRNX DISV vs. AVDV DISV vs. IVLU DISV vs. VTI DISV vs. SPY DISV vs. DISVX DISV vs. FNDC DISV vs. VB

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dimensional International Small Cap 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%JuneJulyAugustSeptemberOctoberNovember
-1.18%
12.92%
DISV (Dimensional International Small Cap Value ETF)
Benchmark (^GSPC)

Returns By Period

Dimensional International Small Cap Value ETF had a return of 6.66% year-to-date (YTD) and 13.98% in the last 12 months.


DISV

YTD

6.66%

1M

-3.99%

6M

-1.18%

1Y

13.98%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.61%1.14%6.01%-1.18%6.07%-4.03%5.26%0.95%2.06%-5.64%6.66%
202310.09%-2.29%-0.14%2.75%-5.93%4.16%6.26%-2.51%-2.30%-2.99%6.85%5.34%19.52%
2022-0.96%-5.79%2.54%-11.41%4.85%-5.66%-10.48%6.14%12.74%0.55%-9.72%

Expense Ratio

DISV features an expense ratio of 0.42%, falling within the medium range.


Expense ratio chart for DISV: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DISV is 37, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of DISV is 3737
Combined Rank
The Sharpe Ratio Rank of DISV is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of DISV is 3030
Sortino Ratio Rank
The Omega Ratio Rank of DISV is 3030
Omega Ratio Rank
The Calmar Ratio Rank of DISV is 5656
Calmar Ratio Rank
The Martin Ratio Rank of DISV is 3838
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 Small Cap Value ETF (DISV) 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 DISV, currently valued at 0.98, compared to the broader market0.002.004.000.982.54
The chart of Sortino ratio for DISV, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.001.373.40
The chart of Omega ratio for DISV, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.47
The chart of Calmar ratio for DISV, currently valued at 1.60, compared to the broader market0.005.0010.0015.001.603.66
The chart of Martin ratio for DISV, currently valued at 4.74, compared to the broader market0.0020.0040.0060.0080.00100.004.7416.26
DISV
^GSPC

The current Dimensional International Small Cap Value ETF Sharpe ratio is 0.98. 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 Small Cap 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.98
2.54
DISV (Dimensional International Small Cap Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Dimensional International Small Cap Value ETF provided a 2.79% dividend yield over the last twelve months, with an annual payout of $0.75 per share.


1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.8020222023
Dividends
Dividend Yield
PeriodTTM20232022
Dividend$0.75$0.70$0.27

Dividend yield

2.79%2.73%1.23%

Monthly Dividends

The table displays the monthly dividend distributions for Dimensional International Small Cap 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$0.01$0.00$0.00$0.45$0.00$0.00$0.12$0.00$0.00$0.57
2023$0.00$0.00$0.05$0.00$0.00$0.32$0.00$0.00$0.16$0.00$0.00$0.18$0.70
2022$0.07$0.00$0.00$0.09$0.00$0.00$0.12$0.27

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%JuneJulyAugustSeptemberOctoberNovember
-7.71%
-0.88%
DISV (Dimensional International Small Cap Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dimensional International Small Cap 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 Small Cap Value ETF was 26.77%, occurring on Sep 27, 2022. Recovery took 197 trading sessions.

The current Dimensional International Small Cap Value ETF drawdown is 7.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.77%Mar 30, 2022125Sep 27, 2022197Jul 12, 2023322
-10.16%Aug 1, 202362Oct 26, 202333Dec 13, 202395
-8.88%Sep 27, 202434Nov 13, 2024
-7.98%Aug 1, 20243Aug 5, 202412Aug 21, 202415
-5%Aug 26, 20249Sep 6, 20249Sep 19, 202418

Volatility

Volatility Chart

The current Dimensional International Small Cap Value ETF volatility is 3.86%, 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%7.00%JuneJulyAugustSeptemberOctoberNovember
3.86%
3.96%
DISV (Dimensional International Small Cap Value ETF)
Benchmark (^GSPC)