DFIV vs. EFV
DFIV (Dimensional International Value ETF) and EFV (iShares MSCI EAFE Value ETF) are both Foreign Large Cap Equities funds. DFIV is actively managed, while EFV is passively managed. Over the past 3 years, DFIV returned 23.78%/yr vs 23.11%/yr for EFV. Their 0.98 correlation means they have historically moved very closely together. DFIV charges 0.27%/yr vs 0.31%/yr for EFV.
Performance
DFIV vs. EFV - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DFIV having a 16.64% return and EFV slightly lower at 16.57%.
DFIV
- 1D
- -0.03%
- 1M
- 4.34%
- 6M
- 9.34%
- YTD
- 16.64%
- 1Y
- 37.39%
- 3Y*
- 23.78%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.08%
EFV
- 1D
- 0.26%
- 1M
- 4.16%
- 6M
- 9.61%
- YTD
- 16.57%
- 1Y
- 34.58%
- 3Y*
- 23.11%
- 5Y*
- 14.34%
- 10Y*
- 10.51%
- ALL TIME*
- 6.15%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $79.30M | $68.23M | $67.86M | |
| $246.44M | $344.02M | $395.70M |
DFIV vs. EFV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFIV Dimensional International Value ETF | 16.64% | 45.36% | 7.26% | 17.75% | -3.70% | 0.50% |
EFV iShares MSCI EAFE Value ETF | 16.57% | 42.22% | 5.35% | 18.85% | -5.22% | -0.74% |
Correlation
The correlation between DFIV and EFV is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.98 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2021 | 0.98 |
The correlation between DFIV and EFV has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
DFIV vs. EFV - Sectors Allocation Comparison
Sectors
DFIV
EFV
Financial Services
Energy
Basic Materials
Industrials
Consumer Cyclical
Healthcare
Consumer Defensive
Communication Services
Technology
Utilities
Real Estate
Financial Services
DFIV
EFV
Energy
DFIV
EFV
Basic Materials
DFIV
EFV
Industrials
DFIV
EFV
Consumer Cyclical
DFIV
EFV
Healthcare
DFIV
EFV
Consumer Defensive
DFIV
EFV
Communication Services
DFIV
EFV
Technology
DFIV
EFV
Utilities
DFIV
EFV
Real Estate
DFIV
EFV
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Return for Risk
DFIV vs. EFV — Risk / Return Rank
DFIV
EFV
DFIV vs. EFV - Risk-Adjusted Trends 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.
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.
| DFIV | EFV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.43 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 3.19 | +0.70 |
| Martin ratioReturn relative to average drawdown | 15.07 | 11.90 | +3.17 |
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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.
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Drawdown Indicators
| DFIV | EFV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.42% | -63.94% | +38.52% |
Max Drawdown (1Y)Largest decline over 1 year | -9.66% | -10.90% | +1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -14.72% | -13.72% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.16% | — |
Current DrawdownCurrent decline from peak | -0.50% | -0.27% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -4.36% | -14.72% | +10.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.91% | -0.42% |
Volatility
DFIV vs. EFV - Volatility Comparison
The current volatility for Dimensional International Value ETF (DFIV) is 3.64%, while iShares MSCI EAFE Value ETF (EFV) has a volatility of 3.85%. This indicates that DFIV experiences smaller price fluctuations and is considered to be less risky than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIV | EFV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 3.85% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 12.21% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.91% | 14.39% | -0.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 15.95% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.55% | 17.46% | -0.91% |
DFIV vs. EFV - Expense Ratio Comparison
DFIV has a 0.27% expense ratio, which is lower than EFV's 0.31% expense ratio.
Dividends
DFIV vs. EFV - Dividend Comparison
DFIV's dividend yield for the trailing twelve months is around 2.58%, less than EFV's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIV Dimensional International Value ETF | 2.58% | 2.92% | 3.88% | 3.93% | 3.84% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFV iShares MSCI EAFE Value ETF | 4.51% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
Frequently Asked Questions
With a correlation of 0.97, DFIV and EFV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
EFV has higher volatility (3.85%) compared to DFIV (3.64%). In terms of maximum drawdown, DFIV dropped -25.42% vs EFV's -63.94%.
On 3-year performance, DFIV leads with 23.78% vs 23.11% for EFV. On fees, DFIV is cheaper at 0.27% per year. On volatility, DFIV has been the lower-risk option at 3.64%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DFIV has performed better with a 23.78% return vs 23.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFIV is cheaper with a 0.27% expense ratio, compared with 0.31% for EFV.
EFV has the higher dividend yield at 4.51%, compared with 2.58% for DFIV.
They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.27% for DFIV and 0.31% for EFV.
DFIV currently has the higher Sharpe Ratio (2.71 vs 2.42), 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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