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DFAX vs. IWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFAX and IWO is 0.75, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

DFAX vs. IWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional World ex US Core Equity 2 ETF (DFAX) and iShares Russell 2000 Growth ETF (IWO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%NovemberDecember2025FebruaryMarchApril
9.59%
-14.06%
DFAX
IWO

Key characteristics

Sharpe Ratio

DFAX:

0.60

IWO:

0.03

Sortino Ratio

DFAX:

0.95

IWO:

0.23

Omega Ratio

DFAX:

1.13

IWO:

1.03

Calmar Ratio

DFAX:

0.73

IWO:

0.03

Martin Ratio

DFAX:

2.36

IWO:

0.09

Ulcer Index

DFAX:

4.27%

IWO:

8.93%

Daily Std Dev

DFAX:

16.71%

IWO:

25.57%

Max Drawdown

DFAX:

-28.15%

IWO:

-60.10%

Current Drawdown

DFAX:

-1.59%

IWO:

-22.89%

Returns By Period

In the year-to-date period, DFAX achieves a 7.72% return, which is significantly higher than IWO's -12.18% return.


DFAX

YTD

7.72%

1M

-0.15%

6M

4.02%

1Y

9.47%

5Y*

N/A

10Y*

N/A

IWO

YTD

-12.18%

1M

-4.08%

6M

-10.33%

1Y

0.55%

5Y*

7.69%

10Y*

6.08%

*Annualized

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DFAX vs. IWO - Expense Ratio Comparison

DFAX has a 0.30% expense ratio, which is higher than IWO's 0.24% expense ratio.


Expense ratio chart for DFAX: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFAX: 0.30%
Expense ratio chart for IWO: current value is 0.24%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IWO: 0.24%

Risk-Adjusted Performance

DFAX vs. IWO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFAX
The Risk-Adjusted Performance Rank of DFAX is 6767
Overall Rank
The Sharpe Ratio Rank of DFAX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of DFAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of DFAX is 7676
Calmar Ratio Rank
The Martin Ratio Rank of DFAX is 6666
Martin Ratio Rank

IWO
The Risk-Adjusted Performance Rank of IWO is 2525
Overall Rank
The Sharpe Ratio Rank of IWO is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of IWO is 2727
Sortino Ratio Rank
The Omega Ratio Rank of IWO is 2525
Omega Ratio Rank
The Calmar Ratio Rank of IWO is 2424
Calmar Ratio Rank
The Martin Ratio Rank of IWO is 2323
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.

DFAX vs. IWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional World ex US Core Equity 2 ETF (DFAX) and iShares Russell 2000 Growth ETF (IWO). 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.


The chart of Sharpe ratio for DFAX, currently valued at 0.60, compared to the broader market-1.000.001.002.003.004.00
DFAX: 0.60
IWO: 0.03
The chart of Sortino ratio for DFAX, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.00
DFAX: 0.95
IWO: 0.23
The chart of Omega ratio for DFAX, currently valued at 1.13, compared to the broader market0.501.001.502.00
DFAX: 1.13
IWO: 1.03
The chart of Calmar ratio for DFAX, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.0012.00
DFAX: 0.73
IWO: 0.03
The chart of Martin ratio for DFAX, currently valued at 2.36, compared to the broader market0.0020.0040.0060.00
DFAX: 2.36
IWO: 0.09

The current DFAX Sharpe Ratio is 0.60, which is higher than the IWO Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of DFAX and IWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.60
0.03
DFAX
IWO

Dividends

DFAX vs. IWO - Dividend Comparison

DFAX's dividend yield for the trailing twelve months is around 2.92%, more than IWO's 0.93% yield.


TTM20242023202220212020201920182017201620152014
DFAX
Dimensional World ex US Core Equity 2 ETF
2.92%2.98%3.01%3.30%1.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWO
iShares Russell 2000 Growth ETF
0.93%0.80%0.73%0.75%0.32%0.44%0.71%0.76%0.73%0.97%0.89%0.73%

Drawdowns

DFAX vs. IWO - Drawdown Comparison

The maximum DFAX drawdown since its inception was -28.15%, smaller than the maximum IWO drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for DFAX and IWO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.59%
-20.88%
DFAX
IWO

Volatility

DFAX vs. IWO - Volatility Comparison

The current volatility for Dimensional World ex US Core Equity 2 ETF (DFAX) is 11.11%, while iShares Russell 2000 Growth ETF (IWO) has a volatility of 14.99%. This indicates that DFAX experiences smaller price fluctuations and is considered to be less risky than IWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
11.11%
14.99%
DFAX
IWO