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DFIS vs. IDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFIS vs. IDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Small Cap ETF (DFIS) and iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

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DFIS vs. IDV - Yearly Performance Comparison


2026 (YTD)2025202420232022
DFIS
Dimensional International Small Cap ETF
2.31%37.49%3.80%15.19%-12.94%
IDV
iShares International Select Dividend ETF
8.40%52.16%4.00%10.32%-8.47%

Returns By Period

In the year-to-date period, DFIS achieves a 2.31% return, which is significantly lower than IDV's 8.40% return.


DFIS

1D
3.12%
1M
-8.99%
YTD
2.31%
6M
7.05%
1Y
33.50%
3Y*
16.25%
5Y*
10Y*

IDV

1D
2.73%
1M
-4.29%
YTD
8.40%
6M
18.79%
1Y
44.72%
3Y*
22.87%
5Y*
12.71%
10Y*
10.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFIS vs. IDV - Expense Ratio Comparison

DFIS has a 0.39% expense ratio, which is lower than IDV's 0.49% expense ratio.


Return for Risk

DFIS vs. IDV — Risk / Return Rank

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

DFIS
DFIS Risk / Return Rank: 8989
Overall Rank
DFIS Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DFIS Sortino Ratio Rank: 9191
Sortino Ratio Rank
DFIS Omega Ratio Rank: 9292
Omega Ratio Rank
DFIS Calmar Ratio Rank: 8686
Calmar Ratio Rank
DFIS Martin Ratio Rank: 8888
Martin Ratio Rank

IDV
IDV Risk / Return Rank: 9797
Overall Rank
IDV Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IDV Sortino Ratio Rank: 9797
Sortino Ratio Rank
IDV Omega Ratio Rank: 9797
Omega Ratio Rank
IDV Calmar Ratio Rank: 9696
Calmar Ratio Rank
IDV Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFIS vs. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Small Cap ETF (DFIS) and iShares International Select Dividend ETF (IDV). 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.


DFISIDVDifference

Sharpe ratio

Return per unit of total volatility

1.97

2.88

-0.90

Sortino ratio

Return per unit of downside risk

2.62

3.58

-0.95

Omega ratio

Gain probability vs. loss probability

1.40

1.59

-0.19

Calmar ratio

Return relative to maximum drawdown

2.55

4.08

-1.53

Martin ratio

Return relative to average drawdown

10.38

18.18

-7.80

DFIS vs. IDV - Sharpe Ratio Comparison

The current DFIS Sharpe Ratio is 1.97, which is lower than the IDV Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of DFIS and IDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFISIDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

2.88

-0.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.21

+0.37

Correlation

The correlation between DFIS and IDV is 0.86, 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

DFIS vs. IDV - Dividend Comparison

DFIS's dividend yield for the trailing twelve months is around 2.18%, less than IDV's 4.61% yield.


TTM20252024202320222021202020192018201720162015
DFIS
Dimensional International Small Cap ETF
2.18%2.23%2.19%2.36%1.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDV
iShares International Select Dividend ETF
4.61%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%

Drawdowns

DFIS vs. IDV - Drawdown Comparison

The maximum DFIS drawdown since its inception was -27.23%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for DFIS and IDV.


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Drawdown Indicators


DFISIDVDifference

Max Drawdown

Largest peak-to-trough decline

-27.23%

-70.14%

+42.91%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

-10.76%

-1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-29.19%

Max Drawdown (10Y)

Largest decline over 10 years

-42.50%

Current Drawdown

Current decline from peak

-8.99%

-4.55%

-4.44%

Average Drawdown

Average peak-to-trough decline

-6.30%

-15.53%

+9.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

2.41%

+0.65%

Volatility

DFIS vs. IDV - Volatility Comparison

Dimensional International Small Cap ETF (DFIS) has a higher volatility of 7.55% compared to iShares International Select Dividend ETF (IDV) at 6.94%. This indicates that DFIS's price experiences larger fluctuations and is considered to be riskier than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFISIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

6.94%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

9.93%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.10%

15.62%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.31%

15.48%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

17.97%

-0.66%