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Inception Date
Sep 10, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value
Assets Under Management
$204M

Highlights

Avg. Volume (1M)
29K
Avg. Volume Value (1M)
$2.08M

Share Price Chart


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Performance

DXIV Performance Chart

Dimensional International Vector Equity ETF (DXIV) is up 13.0% since the beginning of the year. DXIV is currently trading at $73 per share.


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Benchmark

Compare this symbol against anything

Returns By Period

Dimensional International Vector Equity ETF (DXIV) has returned 13.02% so far this year and 29.14% over the past 12 months.


Dimensional International Vector Equity ETF

1D
-0.23%
1M
2.25%
6M
7.10%
YTD
13.02%
1Y
29.14%
3Y*
5Y*
10Y*
ALL TIME*
24.63%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXIV Monthly Returns History

Based on dividend-adjusted daily data since Sep 12, 2024, DXIV's average daily return is +0.09%, while the average monthly return is +1.88%. At this rate, an investment would double in approximately 3.1 years.

Historically, 78% of months were positive and 22% were negative. The best month was Feb 2026 with a return of +6.5%, while the worst month was Mar 2026 at -7.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.

On a daily basis, DXIV closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was Apr 4, 2025 at -5.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.53%6.45%-7.40%5.37%2.06%-2.52%3.65%13.02%
20253.55%2.52%1.91%3.52%5.54%3.78%-0.54%4.78%2.12%0.01%3.09%3.36%39.12%
20244.02%-5.16%0.45%-2.90%-3.78%

Benchmark Metrics

Dimensional International Vector Equity ETF has an annualized alpha of 12.53%, beta of 0.66, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since September 12, 2024.

  • This ETF captured 75.75% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -14.92%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.66 may look defensive, but with R2 of 0.50 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.50 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
12.53%
Beta
0.66
0.50
Upside Capture
75.75%
Downside Capture
-14.92%

Expense Ratio

DXIV has an expense ratio of 0.30%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DXIV ranks 82 for risk / return — above 82% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.


DXIV Risk / Return Rank: 8282
Overall Rank
DXIV Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DXIV Sortino Ratio Rank: 8585
Sortino Ratio Rank
DXIV Omega Ratio Rank: 8484
Omega Ratio Rank
DXIV Calmar Ratio Rank: 7474
Calmar Ratio Rank
DXIV Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Dimensional International Vector Equity ETF (DXIV) 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.


DXIVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.37

1.25

+0.11

Calmar ratioReturn relative to maximum drawdown

2.67

2.00

+0.67

Martin ratioReturn relative to average drawdown

10.36

8.49

+1.87

Dividends

Dividend History

Dimensional International Vector Equity ETF provided a 2.34% dividend yield over the last twelve months, with an annual payout of $1.70 per share.


1.00%1.50%2.00%2.50%$0.00$0.50$1.00$1.5020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.70$1.63$0.31

Dividend yield

2.34%2.50%0.64%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.15$0.00$0.00$0.81$0.00$0.96
2025$0.00$0.00$0.13$0.00$0.00$0.76$0.00$0.00$0.25$0.00$0.00$0.50$1.63
2024$0.31$0.31

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 Vector Equity 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 Vector Equity ETF was 13.71%, occurring on Apr 7, 2025. Recovery took 14 trading sessions.

The current Dimensional International Vector Equity ETF drawdown is 0.23%.


Drawdown

Fall

Recovery

Underwater

Related event

-13.71%Apr 2025
18d21d
1mo 9dMar 2025 - Apr 2025
2025 selloff2025
-10.84%Mar 2026
18d4mo 12d
5moMar 2026 - Jul 2026
-9.29%Jan 2025
3mo 18d1mo 21d
5mo 9dSep 2024 - Mar 2025
-4.20%Nov 2025
7d8d
15dNov 2025 - Nov 2025
-3.70%Aug 2025
8d11d
19dJul 2025 - Aug 2025

Drawdown Indicators


DXIVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.71%

-56.78%

+43.07%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-9.10%

-1.74%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.23%

-1.58%

+1.35%

Average Drawdown

Average peak-to-trough decline

-2.41%

-10.70%

+8.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.14%

+0.65%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add Dimensional International Vector Equity ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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