DFISX vs. XLRE
DFISX (DFA International Small Company Portfolio) and XLRE (Real Estate Select Sector SPDR Fund) are both funds - DFISX is a Foreign Small & Mid Cap Equities fund managed by Dimensional, while XLRE is a REIT fund tracking the Real Estate Select Sector Index. Over the past 10 years, DFISX returned 8.53%/yr vs 7.15%/yr for XLRE. At a 0.46 correlation, their price movements are largely independent. DFISX charges 0.39%/yr vs 0.13%/yr for XLRE.
Performance
DFISX vs. XLRE - Performance Comparison
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Returns By Period
In the year-to-date period, DFISX achieves a 7.65% return, which is significantly lower than XLRE's 13.17% return. Over the past 10 years, DFISX has outperformed XLRE with an annualized return of 8.53%, while XLRE has yielded a comparatively lower 7.15% annualized return.
DFISX
- 1D
- 2.27%
- 1M
- 0.36%
- YTD
- 7.65%
- 6M
- 9.88%
- 1Y
- 23.06%
- 3Y*
- 17.56%
- 5Y*
- 6.74%
- 10Y*
- 8.53%
XLRE
- 1D
- 0.98%
- 1M
- 3.30%
- YTD
- 13.17%
- 6M
- 13.29%
- 1Y
- 12.05%
- 3Y*
- 10.41%
- 5Y*
- 3.32%
- 10Y*
- 7.15%
DFISX vs. XLRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 7.65% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
XLRE Real Estate Select Sector SPDR Fund | 13.17% | 2.63% | 5.09% | 12.36% | -26.25% | 46.10% | -2.18% | 28.68% | -2.39% | 10.69% |
Correlation
The correlation between DFISX and XLRE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2015 | 0.46 |
The correlation between DFISX and XLRE has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.
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Return for Risk
DFISX vs. XLRE — Risk / Return Rank
DFISX
XLRE
DFISX vs. XLRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Small Company Portfolio (DFISX) and Real Estate Select Sector SPDR Fund (XLRE). 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.
| DFISX | XLRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.15 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.34 | +0.55 |
| Martin ratioReturn relative to average drawdown | 6.86 | 3.69 | +3.16 |
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Drawdowns
DFISX vs. XLRE - Drawdown Comparison
The maximum DFISX drawdown since its inception was -60.66%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for DFISX and XLRE.
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Drawdown Indicators
| DFISX | XLRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.66% | -38.83% | -21.83% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -8.33% | -3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -13.68% | -16.74% | +3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -35.06% | -34.12% | -0.94% |
Max Drawdown (10Y)Largest decline over 10 years | -43.00% | -38.83% | -4.17% |
Current DrawdownCurrent decline from peak | -3.11% | 0.00% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -11.64% | -9.58% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 3.03% | +0.26% |
Volatility
DFISX vs. XLRE - Volatility Comparison
DFA International Small Company Portfolio (DFISX) and Real Estate Select Sector SPDR Fund (XLRE) have volatilities of 4.59% and 4.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFISX | XLRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 4.81% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 11.57% | 10.20% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.17% | 13.83% | +0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.96% | 19.10% | -3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.21% | 20.42% | -4.21% |
DFISX vs. XLRE - Expense Ratio Comparison
DFISX has a 0.39% expense ratio, which is higher than XLRE's 0.13% expense ratio.
Dividends
DFISX vs. XLRE - Dividend Comparison
DFISX's dividend yield for the trailing twelve months is around 2.92%, less than XLRE's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFISX DFA International Small Company Portfolio | 2.92% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
XLRE Real Estate Select Sector SPDR Fund | 3.08% | 3.45% | 3.43% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% |
Frequently Asked Questions
DFISX and XLRE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLRE has higher volatility (4.81%) compared to DFISX (4.59%). In terms of maximum drawdown, DFISX dropped -60.66% vs XLRE's -38.83%.
DFISX currently has the higher Sharpe Ratio (1.60 vs 0.81), 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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