DFIS vs. SPOT
DFIS (Dimensional International Small Cap ETF) is Foreign Small & Mid Cap Equities fund actively managed by Dimensional, while SPOT (Spotify Technology S.A.) is a stock. Over the past 3 years, DFIS returned 18.52%/yr vs 47.06%/yr for SPOT. At a 0.34 correlation, their price movements are largely independent.
Performance
DFIS vs. SPOT - Performance Comparison
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Returns By Period
In the year-to-date period, DFIS achieves a 10.06% return, which is significantly higher than SPOT's -17.00% return.
DFIS
- 1D
- 0.57%
- 1M
- 0.95%
- YTD
- 10.06%
- 6M
- 12.14%
- 1Y
- 26.57%
- 3Y*
- 18.52%
- 5Y*
- —
- 10Y*
- —
SPOT
- 1D
- -0.82%
- 1M
- 11.43%
- YTD
- -17.00%
- 6M
- -19.37%
- 1Y
- -32.19%
- 3Y*
- 47.06%
- 5Y*
- 14.62%
- 10Y*
- —
DFIS vs. SPOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 10.06% | 37.49% | 3.80% | 15.19% | -12.50% |
SPOT Spotify Technology S.A. | -17.00% | 29.80% | 138.08% | 138.01% | -46.86% |
Correlation
The correlation between DFIS and SPOT is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022 | 0.34 |
Over the past year, the correlation between DFIS and SPOT has dropped to 0.07 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.
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Return for Risk
DFIS vs. SPOT — Risk / Return Rank
DFIS
SPOT
DFIS vs. SPOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Small Cap ETF (DFIS) and Spotify Technology S.A. (SPOT). 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.
| DFIS | SPOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.37 | ||
| Sortino ratioReturn per unit of downside risk | +3.19 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.89 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | -0.67 | +2.69 |
| Martin ratioReturn relative to average drawdown | 7.69 | -1.16 | +8.85 |
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Drawdowns
DFIS vs. SPOT - Drawdown Comparison
The maximum DFIS drawdown since its inception was -27.23%, smaller than the maximum SPOT drawdown of -80.51%. Use the drawdown chart below to compare losses from any high point for DFIS and SPOT.
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Drawdown Indicators
| DFIS | SPOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.23% | -80.51% | +53.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.44% | -46.80% | +34.36% |
Max Drawdown (3Y)Largest decline over 3 years | -13.55% | -46.80% | +33.25% |
Max Drawdown (5Y)Largest decline over 5 years | — | -76.39% | — |
Current DrawdownCurrent decline from peak | -2.10% | -37.88% | +35.78% |
Average DrawdownAverage peak-to-trough decline | -6.15% | -30.87% | +24.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 27.16% | -23.89% |
Volatility
DFIS vs. SPOT - Volatility Comparison
The current volatility for Dimensional International Small Cap ETF (DFIS) is 5.44%, while Spotify Technology S.A. (SPOT) has a volatility of 16.23%. This indicates that DFIS experiences smaller price fluctuations and is considered to be less risky than SPOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIS | SPOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 16.23% | -10.79% |
Volatility (6M)Calculated over the trailing 6-month period | 12.66% | 37.28% | -24.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.05% | 45.28% | -30.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.37% | 47.58% | -30.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.37% | 47.36% | -29.99% |
Dividends
DFIS vs. SPOT - Dividend Comparison
DFIS's dividend yield for the trailing twelve months is around 2.02%, while SPOT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DFIS Dimensional International Small Cap ETF | 2.02% | 2.23% | 2.19% | 2.36% | 1.13% |
SPOT Spotify Technology S.A. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DFIS and SPOT have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPOT has higher volatility (16.23%) compared to DFIS (5.44%). In terms of maximum drawdown, DFIS dropped -27.23% vs SPOT's -80.51%.
DFIS currently has the higher Sharpe Ratio (1.67 vs -0.70), 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.
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