DFAT vs. ISVL
Compare and contrast key facts about Dimensional U.S. Targeted Value ETF (DFAT) and iShares International Developed Small Cap Value Factor ETF (ISVL).
DFAT and ISVL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFAT is an actively managed fund by Dimensional. It was launched on Jun 14, 2021. ISVL is a passively managed fund by iShares that tracks the performance of the FTSE Developed ex US ex Korea Small Cap Focused Value Index. It was launched on Mar 23, 2021.
Performance
DFAT vs. ISVL - Performance Comparison
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DFAT vs. ISVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFAT Dimensional U.S. Targeted Value ETF | 5.24% | 8.73% | 7.80% | 20.86% | -6.23% | 5.08% |
ISVL iShares International Developed Small Cap Value Factor ETF | 1.12% | 42.84% | 4.58% | 17.56% | -13.69% | -1.31% |
Returns By Period
In the year-to-date period, DFAT achieves a 5.24% return, which is significantly higher than ISVL's 1.12% return.
DFAT
- 1D
- 2.01%
- 1M
- -3.73%
- YTD
- 5.24%
- 6M
- 8.08%
- 1Y
- 23.33%
- 3Y*
- 13.66%
- 5Y*
- —
- 10Y*
- —
ISVL
- 1D
- 3.13%
- 1M
- -8.78%
- YTD
- 1.12%
- 6M
- 7.68%
- 1Y
- 33.57%
- 3Y*
- 19.03%
- 5Y*
- 10.21%
- 10Y*
- —
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DFAT vs. ISVL - Expense Ratio Comparison
DFAT has a 0.28% expense ratio, which is lower than ISVL's 0.30% expense ratio.
Return for Risk
DFAT vs. ISVL — Risk / Return Rank
DFAT
ISVL
DFAT vs. ISVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Targeted Value ETF (DFAT) and iShares International Developed Small Cap Value Factor ETF (ISVL). 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.
| DFAT | ISVL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 1.91 | -0.87 |
Sortino ratioReturn per unit of downside risk | 1.57 | 2.63 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 2.59 | -0.99 |
Martin ratioReturn relative to average drawdown | 5.87 | 10.59 | -4.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFAT | ISVL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 1.91 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.63 | -0.24 |
Correlation
The correlation between DFAT and ISVL is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFAT vs. ISVL - Dividend Comparison
DFAT's dividend yield for the trailing twelve months is around 1.56%, less than ISVL's 2.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFAT Dimensional U.S. Targeted Value ETF | 1.56% | 1.55% | 1.31% | 1.34% | 1.34% | 1.13% |
ISVL iShares International Developed Small Cap Value Factor ETF | 2.66% | 2.69% | 3.92% | 3.82% | 3.37% | 2.82% |
Drawdowns
DFAT vs. ISVL - Drawdown Comparison
The maximum DFAT drawdown since its inception was -26.12%, smaller than the maximum ISVL drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for DFAT and ISVL.
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Drawdown Indicators
| DFAT | ISVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.12% | -30.48% | +4.36% |
Max Drawdown (1Y)Largest decline over 1 year | -14.60% | -12.48% | -2.12% |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.48% | — |
Current DrawdownCurrent decline from peak | -6.07% | -8.78% | +2.71% |
Average DrawdownAverage peak-to-trough decline | -6.42% | -6.79% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 3.06% | +0.93% |
Volatility
DFAT vs. ISVL - Volatility Comparison
The current volatility for Dimensional U.S. Targeted Value ETF (DFAT) is 5.24%, while iShares International Developed Small Cap Value Factor ETF (ISVL) has a volatility of 7.55%. This indicates that DFAT experiences smaller price fluctuations and is considered to be less risky than ISVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFAT | ISVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 7.55% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.13% | 10.84% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.40% | 17.65% | +4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.72% | 16.75% | +4.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.72% | 16.74% | +4.98% |