DFIV vs. IPKW
Compare and contrast key facts about Dimensional International Value ETF (DFIV) and Invesco International BuyBack Achievers™ ETF (IPKW).
DFIV and IPKW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFIV is an actively managed fund by Dimensional. It was launched on Apr 16, 1999. IPKW is a passively managed fund by Invesco that tracks the performance of the NASDAQ International BuyBack Achievers Index. It was launched on Feb 27, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFIV or IPKW.
Key characteristics
| DFIV | IPKW | |
|---|---|---|
| YTD Return | 7.87% | 11.87% |
| 1Y Return | 14.30% | 19.30% |
| 3Y Return (Ann) | 6.33% | 2.41% |
| Sharpe Ratio | 1.34 | 1.50 |
| Sortino Ratio | 1.84 | 2.01 |
| Omega Ratio | 1.23 | 1.25 |
| Calmar Ratio | 2.33 | 1.47 |
| Martin Ratio | 7.54 | 9.96 |
| Ulcer Index | 2.28% | 2.25% |
| Daily Std Dev | 12.86% | 14.98% |
| Max Drawdown | -25.42% | -47.24% |
| Current Drawdown | -6.12% | -5.51% |
Correlation
The correlation between DFIV and IPKW is 0.91, 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.
Performance
DFIV vs. IPKW - Performance Comparison
In the year-to-date period, DFIV achieves a 7.87% return, which is significantly lower than IPKW's 11.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFIV vs. IPKW - Expense Ratio Comparison
DFIV has a 0.27% expense ratio, which is lower than IPKW's 0.55% expense ratio.
Risk-Adjusted Performance
DFIV vs. IPKW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) and Invesco International BuyBack Achievers™ ETF (IPKW). 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.
Dividends
DFIV vs. IPKW - Dividend Comparison
DFIV's dividend yield for the trailing twelve months is around 3.78%, more than IPKW's 3.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DFIV Dimensional International Value ETF | 3.78% | 3.93% | 3.84% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IPKW Invesco International BuyBack Achievers™ ETF | 3.15% | 2.66% | 3.77% | 7.37% | 1.45% | 2.41% | 2.61% | 0.93% | 2.82% | 1.31% | 1.41% |
Drawdowns
DFIV vs. IPKW - Drawdown Comparison
The maximum DFIV drawdown since its inception was -25.42%, smaller than the maximum IPKW drawdown of -47.24%. Use the drawdown chart below to compare losses from any high point for DFIV and IPKW. For additional features, visit the drawdowns tool.
Volatility
DFIV vs. IPKW - Volatility Comparison
The current volatility for Dimensional International Value ETF (DFIV) is 3.79%, while Invesco International BuyBack Achievers™ ETF (IPKW) has a volatility of 4.48%. This indicates that DFIV experiences smaller price fluctuations and is considered to be less risky than IPKW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.