CGV vs. DISV

Last updated Aug 2, 2026

CGV (Conductor Global Equity Value ETF) and DISV (Dimensional International Small Cap Value ETF) are both Foreign Small & Mid Cap Equities funds. Both are actively managed. Over the past 3 years, CGV returned 10.48%/yr vs 22.91%/yr for DISV. Their correlation of 0.83 means they have usually moved in the same direction. CGV charges 1.25%/yr vs 0.42%/yr for DISV.

Performance

CGV vs. DISV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Conductor Global Equity Value ETF (CGV) and Dimensional International Small Cap Value ETF (DISV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CGV achieves a 7.68% return, which is significantly lower than DISV's 13.10% return.

CGV

• 1D: -0.84%
• 1M: -0.50%
• 6M: 0.10%
• YTD: 7.68%
• 1Y: 19.89%
• 3Y*: 10.48%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.86%

DISV

• 1D: -0.52%
• 1M: 3.88%
• 6M: 6.01%
• YTD: 13.10%
• 1Y: 32.14%
• 3Y*: 22.91%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.06%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CGV Conductor Global Equity Value ETF	$245.64K	$227.68K	$307.26K
DISV Dimensional International Small Cap Value ETF	$15.18M	$14.28M	$13.10M

CGV vs. DISV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CGV Conductor Global Equity Value ETF	7.68%	23.11%	-3.34%	5.72%	3.64%
DISV Dimensional International Small Cap Value ETF	13.10%	47.42%	5.87%	19.52%	1.61%

Correlation

The correlation between CGV and DISV is 0.83, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.83
Correlation (3Y) Balances recent behavior with more history.	0.85
Correlation (All Time) Calculated using the full available price history since Aug 1, 2022	0.83

The correlation between CGV and DISV has been stable across timeframes, ranging from 0.83 to 0.85 - a consistent structural relationship.

CGV vs. DISV - Sectors Allocation Comparison

Sectors	CGV	DISV
Basic Materials	18.1%	21.8%
Industrials	15.9%	15.2%
Energy	12.9%	4.2%
Consumer Defensive	11.2%	3.2%
Technology	10.8%	4.4%
Consumer Cyclical	10.3%	16.2%
Healthcare	5.9%	5.5%
Financial Services	5.6%	22.2%
Communication Services	4.1%	4.1%
Utilities	4.1%	0.8%
Real Estate	1.1%	2.5%

Return for Risk

CGV vs. DISV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CGV

CGV Risk / Return Rank: 51
CGV Sharpe Ratio Rank: 56
CGV Sortino Ratio Rank: 55
CGV Omega Ratio Rank: 56
CGV Calmar Ratio Rank: 47
CGV Martin Ratio Rank: 43

DISV

DISV Risk / Return Rank: 82
DISV Sharpe Ratio Rank: 89
DISV Sortino Ratio Rank: 88
DISV Omega Ratio Rank: 87
DISV Calmar Ratio Rank: 74
DISV Martin Ratio Rank: 73

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.

CGV vs. DISV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Conductor Global Equity Value ETF (CGV) and Dimensional International Small Cap Value ETF (DISV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	CGV	DISV	Difference
Sharpe ratio: Return per unit of total volatility	1.36	2.17	-0.81
Sortino ratio: Return per unit of downside risk	1.91	3.00	-1.09
Omega ratio: Gain probability vs. loss probability	1.25	1.38	-0.13
Calmar ratio: Return relative to maximum drawdown	1.69	2.55	-0.86
Martin ratio: Return relative to average drawdown	4.67	8.98	-4.31

CGV vs. DISV - Sharpe Ratio Comparison

The current CGV Sharpe Ratio is 1.36, which is lower than the DISV Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of CGV and DISV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CGV vs. DISV - Drawdown Comparison

The maximum CGV drawdown since its inception was -16.64%, smaller than the maximum DISV drawdown of -26.77%. Use the drawdown chart below to compare losses from any high point for CGV and DISV.

Drawdown Indicators

	CGV	DISV	Difference
Max Drawdown Largest peak-to-trough decline	-16.64%	-26.77%	+10.13%
Max Drawdown (1Y) Largest decline over 1 year	-12.13%	-12.69%	+0.56%
Max Drawdown (3Y) Largest decline over 3 years	-16.64%	-14.15%	-2.49%
Current Drawdown Current decline from peak	-7.46%	-0.52%	-6.94%
Average Drawdown Average peak-to-trough decline	-3.78%	-4.84%	+1.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.37%	3.60%	+0.77%

Volatility

CGV vs. DISV - Volatility Comparison

Conductor Global Equity Value ETF (CGV) and Dimensional International Small Cap Value ETF (DISV) have volatilities of 4.23% and 4.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CGV	DISV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.23%	4.03%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	12.90%	12.65%	+0.25%
Volatility (1Y) Calculated over the trailing 1-year period	15.06%	14.92%	+0.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.67%	17.28%	-3.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.67%	17.28%	-3.61%

CGV vs. DISV - Expense Ratio Comparison

CGV has a 1.25% expense ratio, which is higher than DISV's 0.42% expense ratio.

Dividends

CGV vs. DISV - Dividend Comparison

CGV's dividend yield for the trailing twelve months is around 4.86%, more than DISV's 2.44% yield.

Position	TTM	2025	2024	2023	2022
CGV Conductor Global Equity Value ETF	4.86%	4.58%	2.87%	4.56%	0.71%
DISV Dimensional International Small Cap Value ETF	2.44%	2.69%	2.77%	2.73%	1.23%

Frequently Asked Questions

Can I hold both CGV and DISV in my portfolio?

CGV and DISV have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGV or DISV?

CGV has higher volatility (4.23%) compared to DISV (4.03%). In terms of maximum drawdown, CGV dropped -16.64% vs DISV's -26.77%.

Which ETF is better, CGV or DISV?

On 3-year performance, DISV leads with 22.91% vs 10.48% for CGV. On fees, DISV is cheaper at 0.42% per year. On volatility, DISV has been the lower-risk option at 4.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CGV or DISV?

Over the 3-year period, DISV has performed better with a 22.91% return vs 10.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CGV or DISV?

DISV is cheaper with a 0.42% expense ratio, compared with 1.25% for CGV.

Which ETF pays a higher dividend yield, CGV or DISV?

CGV has the higher dividend yield at 4.86%, compared with 2.44% for DISV.

What is the main difference between CGV and DISV?

They also come from different issuers: Conductor and Dimensional. Their fees differ too: 1.25% for CGV and 0.42% for DISV.

Which has better risk-adjusted returns?

DISV currently has the higher Sharpe Ratio (2.17 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.