DFIP vs. WIP
Compare and contrast key facts about Dimensional Inflation-Protected Securities ETF (DFIP) and SPDR FTSE International Government Inflation-Protected Bond ETF (WIP).
DFIP and WIP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFIP is an actively managed fund by Dimensional. It was launched on Nov 15, 2021. WIP is a passively managed fund by State Street that tracks the performance of the FTSE International Inflation-Linked Securities Select (USD). It was launched on Mar 13, 2008.
Performance
DFIP vs. WIP - Performance Comparison
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DFIP vs. WIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFIP Dimensional Inflation-Protected Securities ETF | 0.40% | 7.54% | 1.72% | 4.07% | -12.39% | -0.05% |
WIP SPDR FTSE International Government Inflation-Protected Bond ETF | 1.01% | 15.18% | -8.71% | 8.84% | -15.54% | -1.16% |
Returns By Period
In the year-to-date period, DFIP achieves a 0.40% return, which is significantly lower than WIP's 1.01% return.
DFIP
- 1D
- 0.01%
- 1M
- -1.44%
- YTD
- 0.40%
- 6M
- 0.24%
- 1Y
- 3.35%
- 3Y*
- 3.18%
- 5Y*
- —
- 10Y*
- —
WIP
- 1D
- 1.59%
- 1M
- -3.65%
- YTD
- 1.01%
- 6M
- 3.15%
- 1Y
- 11.57%
- 3Y*
- 2.96%
- 5Y*
- -0.36%
- 10Y*
- 1.28%
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DFIP vs. WIP - Expense Ratio Comparison
DFIP has a 0.11% expense ratio, which is lower than WIP's 0.50% expense ratio.
Return for Risk
DFIP vs. WIP — Risk / Return Rank
DFIP
WIP
DFIP vs. WIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) and SPDR FTSE International Government Inflation-Protected Bond ETF (WIP). 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.
| DFIP | WIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 1.22 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.68 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.22 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 2.25 | -1.04 |
Martin ratioReturn relative to average drawdown | 3.84 | 6.69 | -2.85 |
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
| DFIP | WIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 1.22 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.03 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.13 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.11 | -0.10 |
Correlation
The correlation between DFIP and WIP is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DFIP vs. WIP - Dividend Comparison
DFIP's dividend yield for the trailing twelve months is around 4.24%, less than WIP's 5.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIP Dimensional Inflation-Protected Securities ETF | 4.24% | 4.70% | 3.69% | 3.68% | 5.97% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WIP SPDR FTSE International Government Inflation-Protected Bond ETF | 5.41% | 5.51% | 6.06% | 6.54% | 11.15% | 4.63% | 1.59% | 2.49% | 4.05% | 1.91% | 1.27% | 1.14% |
Drawdowns
DFIP vs. WIP - Drawdown Comparison
The maximum DFIP drawdown since its inception was -14.96%, smaller than the maximum WIP drawdown of -29.60%. Use the drawdown chart below to compare losses from any high point for DFIP and WIP.
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Drawdown Indicators
| DFIP | WIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.96% | -29.60% | +14.64% |
Max Drawdown (1Y)Largest decline over 1 year | -3.02% | -5.16% | +2.14% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.84% | — |
Current DrawdownCurrent decline from peak | -1.44% | -6.90% | +5.46% |
Average DrawdownAverage peak-to-trough decline | -7.21% | -8.63% | +1.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 1.74% | -0.79% |
Volatility
DFIP vs. WIP - Volatility Comparison
The current volatility for Dimensional Inflation-Protected Securities ETF (DFIP) is 1.38%, while SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) has a volatility of 4.29%. This indicates that DFIP experiences smaller price fluctuations and is considered to be less risky than WIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIP | WIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 4.29% | -2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 2.35% | 6.01% | -3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.21% | 9.49% | -5.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.92% | 11.39% | -4.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.92% | 10.12% | -3.20% |