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

Correlation

The correlation between DFIV and IVLU 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. IVLU - Performance Comparison

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

20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
35.83%
32.49%
DFIV
IVLU

Key characteristics

Sharpe Ratio

DFIV:

0.91

IVLU:

0.92

Sortino Ratio

DFIV:

1.30

IVLU:

1.34

Omega Ratio

DFIV:

1.16

IVLU:

1.16

Calmar Ratio

DFIV:

1.48

IVLU:

1.44

Martin Ratio

DFIV:

3.74

IVLU:

3.29

Ulcer Index

DFIV:

3.27%

IVLU:

3.92%

Daily Std Dev

DFIV:

13.39%

IVLU:

13.97%

Max Drawdown

DFIV:

-25.42%

IVLU:

-41.86%

Current Drawdown

DFIV:

-2.97%

IVLU:

-4.08%

Returns By Period

The year-to-date returns for both investments are quite close, with DFIV having a 11.58% return and IVLU slightly higher at 11.73%.


DFIV

YTD

11.58%

1M

1.69%

6M

5.58%

1Y

12.18%

5Y*

N/A

10Y*

N/A

IVLU

YTD

11.73%

1M

1.07%

6M

5.77%

1Y

13.14%

5Y*

16.66%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DFIV vs. IVLU - Expense Ratio Comparison

DFIV has a 0.27% expense ratio, which is lower than IVLU's 0.30% expense ratio.


IVLU
iShares MSCI Intl Value Factor ETF
Expense ratio chart for IVLU: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IVLU: 0.30%
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. IVLU — 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 7474
Overall Rank
The Sharpe Ratio Rank of DFIV is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of DFIV is 7171
Sortino Ratio Rank
The Omega Ratio Rank of DFIV is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DFIV is 8383
Calmar Ratio Rank
The Martin Ratio Rank of DFIV is 7373
Martin Ratio Rank

IVLU
The Risk-Adjusted Performance Rank of IVLU is 7373
Overall Rank
The Sharpe Ratio Rank of IVLU is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of IVLU is 7272
Sortino Ratio Rank
The Omega Ratio Rank of IVLU is 7070
Omega Ratio Rank
The Calmar Ratio Rank of IVLU is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IVLU is 6969
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. IVLU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) and iShares MSCI Intl Value Factor ETF (IVLU). 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.


Sharpe ratio
The chart of Sharpe ratio for DFIV, currently valued at 0.91, compared to the broader market-1.000.001.002.003.004.005.00
DFIV: 0.91
IVLU: 0.92
The chart of Sortino ratio for DFIV, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.0010.0012.00
DFIV: 1.30
IVLU: 1.34
The chart of Omega ratio for DFIV, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
DFIV: 1.16
IVLU: 1.16
The chart of Calmar ratio for DFIV, currently valued at 1.48, compared to the broader market0.005.0010.0015.00
DFIV: 1.48
IVLU: 1.44
The chart of Martin ratio for DFIV, currently valued at 3.74, compared to the broader market0.0020.0040.0060.0080.00100.00
DFIV: 3.74
IVLU: 3.29

The current DFIV Sharpe Ratio is 0.91, which is comparable to the IVLU Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of DFIV and IVLU, 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 Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.91
0.92
DFIV
IVLU

Dividends

DFIV vs. IVLU - Dividend Comparison

DFIV's dividend yield for the trailing twelve months is around 3.63%, less than IVLU's 3.99% yield.


TTM2024202320222021202020192018201720162015
DFIV
Dimensional International Value ETF
3.63%3.88%3.93%3.84%2.31%0.00%0.00%0.00%0.00%0.00%0.00%
IVLU
iShares MSCI Intl Value Factor ETF
3.99%4.46%4.69%3.59%3.25%2.05%3.53%2.82%2.87%2.53%0.93%

Drawdowns

DFIV vs. IVLU - Drawdown Comparison

The maximum DFIV drawdown since its inception was -25.42%, smaller than the maximum IVLU drawdown of -41.86%. Use the drawdown chart below to compare losses from any high point for DFIV and IVLU. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.97%
-4.08%
DFIV
IVLU

Volatility

DFIV vs. IVLU - Volatility Comparison

The current volatility for Dimensional International Value ETF (DFIV) is 4.91%, while iShares MSCI Intl Value Factor ETF (IVLU) has a volatility of 5.24%. This indicates that DFIV experiences smaller price fluctuations and is considered to be less risky than IVLU 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%NovemberDecember2025FebruaryMarchApril
4.91%
5.24%
DFIV
IVLU
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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