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DFIV vs. EFV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFIV and EFV is 0.98, 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: 1.0

Performance

DFIV vs. EFV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Value ETF (DFIV) and iShares MSCI EAFE Value ETF (EFV). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
22.88%
20.02%
DFIV
EFV

Key characteristics

Sharpe Ratio

DFIV:

0.03

EFV:

0.29

Sortino Ratio

DFIV:

0.14

EFV:

0.45

Omega Ratio

DFIV:

1.02

EFV:

1.06

Calmar Ratio

DFIV:

0.04

EFV:

0.39

Martin Ratio

DFIV:

0.14

EFV:

1.10

Ulcer Index

DFIV:

3.38%

EFV:

3.82%

Daily Std Dev

DFIV:

15.36%

EFV:

14.74%

Max Drawdown

DFIV:

-25.42%

EFV:

-63.94%

Current Drawdown

DFIV:

-12.21%

EFV:

-10.83%

Returns By Period

In the year-to-date period, DFIV achieves a 0.95% return, which is significantly lower than EFV's 3.20% return.


DFIV

YTD

0.95%

1M

-9.94%

6M

-4.76%

1Y

0.83%

5Y*

N/A

10Y*

N/A

EFV

YTD

3.20%

1M

-8.72%

6M

-3.25%

1Y

4.74%

5Y*

14.23%

10Y*

3.87%

*Annualized

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DFIV vs. EFV - Expense Ratio Comparison

DFIV has a 0.27% expense ratio, which is lower than EFV's 0.39% expense ratio.


Expense ratio chart for EFV: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EFV: 0.39%
Expense ratio chart for DFIV: current value is 0.27%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DFIV: 0.27%

Risk-Adjusted Performance

DFIV vs. EFV — Risk-Adjusted Performance Rank

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

DFIV
The Risk-Adjusted Performance Rank of DFIV is 2929
Overall Rank
The Sharpe Ratio Rank of DFIV is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIV is 2828
Sortino Ratio Rank
The Omega Ratio Rank of DFIV is 2929
Omega Ratio Rank
The Calmar Ratio Rank of DFIV is 3131
Calmar Ratio Rank
The Martin Ratio Rank of DFIV is 3030
Martin Ratio Rank

EFV
The Risk-Adjusted Performance Rank of EFV is 5151
Overall Rank
The Sharpe Ratio Rank of EFV is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of EFV is 4747
Sortino Ratio Rank
The Omega Ratio Rank of EFV is 4848
Omega Ratio Rank
The Calmar Ratio Rank of EFV is 5959
Calmar Ratio Rank
The Martin Ratio Rank of EFV is 5151
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.

DFIV vs. EFV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) and iShares MSCI EAFE Value ETF (EFV). 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 DFIV, currently valued at 0.03, compared to the broader market-1.000.001.002.003.004.00
DFIV: 0.03
EFV: 0.29
The chart of Sortino ratio for DFIV, currently valued at 0.14, compared to the broader market-2.000.002.004.006.008.0010.00
DFIV: 0.14
EFV: 0.45
The chart of Omega ratio for DFIV, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
DFIV: 1.02
EFV: 1.06
The chart of Calmar ratio for DFIV, currently valued at 0.04, compared to the broader market0.005.0010.0015.00
DFIV: 0.04
EFV: 0.39
The chart of Martin ratio for DFIV, currently valued at 0.14, compared to the broader market0.0020.0040.0060.0080.00
DFIV: 0.14
EFV: 1.10

The current DFIV Sharpe Ratio is 0.03, which is lower than the EFV Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of DFIV and EFV, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.03
0.29
DFIV
EFV

Dividends

DFIV vs. EFV - Dividend Comparison

DFIV's dividend yield for the trailing twelve months is around 4.02%, less than EFV's 4.52% yield.


TTM20242023202220212020201920182017201620152014
DFIV
Dimensional International Value ETF
4.02%3.88%3.93%3.84%2.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EFV
iShares MSCI EAFE Value ETF
4.52%4.67%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.27%3.59%4.87%

Drawdowns

DFIV vs. EFV - Drawdown Comparison

The maximum DFIV drawdown since its inception was -25.42%, smaller than the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for DFIV and EFV. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.21%
-10.83%
DFIV
EFV

Volatility

DFIV vs. EFV - Volatility Comparison

Dimensional International Value ETF (DFIV) has a higher volatility of 8.66% compared to iShares MSCI EAFE Value ETF (EFV) at 7.89%. This indicates that DFIV's price experiences larger fluctuations and is considered to be riskier than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
8.66%
7.89%
DFIV
EFV