DFIV vs. IWVL.L
Compare and contrast key facts about Dimensional International Value ETF (DFIV) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L).
DFIV and IWVL.L 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. IWVL.L is a passively managed fund by iShares that tracks the performance of the MSCI World Enhanced Value Index. It was launched on Oct 3, 2014.
Performance
DFIV vs. IWVL.L - Performance Comparison
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DFIV vs. IWVL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFIV Dimensional International Value ETF | 5.98% | 45.36% | 7.26% | 17.75% | -3.70% | 0.08% |
IWVL.L iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) | 1.87% | 40.41% | 5.13% | 19.53% | -9.79% | 1.50% |
Returns By Period
In the year-to-date period, DFIV achieves a 5.98% return, which is significantly higher than IWVL.L's 1.87% return.
DFIV
- 1D
- 2.74%
- 1M
- -5.65%
- YTD
- 5.98%
- 6M
- 15.53%
- 1Y
- 38.38%
- 3Y*
- 22.24%
- 5Y*
- —
- 10Y*
- —
IWVL.L
- 1D
- -0.13%
- 1M
- -8.45%
- YTD
- 1.87%
- 6M
- 12.71%
- 1Y
- 34.17%
- 3Y*
- 19.41%
- 5Y*
- 11.25%
- 10Y*
- 10.29%
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DFIV vs. IWVL.L - Expense Ratio Comparison
DFIV has a 0.27% expense ratio, which is higher than IWVL.L's 0.25% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DFIV vs. IWVL.L — Risk / Return Rank
DFIV
IWVL.L
DFIV vs. IWVL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L). 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.
| DFIV | IWVL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.25 | 2.11 | +0.14 |
Sortino ratioReturn per unit of downside risk | 2.94 | 2.70 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.40 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.08 | 2.78 | +0.30 |
Martin ratioReturn relative to average drawdown | 13.72 | 12.34 | +1.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFIV | IWVL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.25 | 2.11 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.72 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.89 | 0.48 | +0.41 |
Correlation
The correlation between DFIV and IWVL.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DFIV vs. IWVL.L - Dividend Comparison
DFIV's dividend yield for the trailing twelve months is around 2.69%, while IWVL.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DFIV Dimensional International Value ETF | 2.69% | 2.92% | 3.88% | 3.93% | 3.84% | 2.30% |
IWVL.L iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DFIV vs. IWVL.L - Drawdown Comparison
The maximum DFIV drawdown since its inception was -25.42%, smaller than the maximum IWVL.L drawdown of -39.30%. Use the drawdown chart below to compare losses from any high point for DFIV and IWVL.L.
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Drawdown Indicators
| DFIV | IWVL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.42% | -39.30% | +13.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -12.04% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.30% | — |
Current DrawdownCurrent decline from peak | -5.95% | -8.74% | +2.79% |
Average DrawdownAverage peak-to-trough decline | -4.58% | -7.60% | +3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.71% | +0.01% |
Volatility
DFIV vs. IWVL.L - Volatility Comparison
Dimensional International Value ETF (DFIV) and iShares Edge MSCI World Value Factor UCITS ETF USD (Acc) (IWVL.L) have volatilities of 6.81% and 6.77%, 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
| DFIV | IWVL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.81% | 6.77% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 10.39% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 16.16% | +1.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.71% | 15.60% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.71% | 16.81% | -0.10% |