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DFIV vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DFIV vs. QQQ

Last updated Jun 14, 2026

DFIV (Dimensional International Value ETF) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - DFIV is a Foreign Large Cap Equities fund actively managed by Dimensional, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. DFIV is actively managed, while QQQ is passively managed. Over the past 3 years, DFIV returned 23.38%/yr vs 26.43%/yr for QQQ. A 0.55 correlation means they provide meaningful diversification when combined. DFIV charges 0.27%/yr vs 0.18%/yr for QQQ.

Performance

DFIV vs. QQQ - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, DFIV achieves a 12.20% return, which is significantly lower than QQQ's 17.57% return.

DFIV

1D
0.58%
1M
1.88%
YTD
12.20%
6M
13.92%
1Y
34.38%
3Y*
23.38%
5Y*
—
10Y*
—

QQQ

1D
0.59%
1M
1.75%
YTD
17.57%
6M
17.85%
1Y
37.55%
3Y*
26.43%
5Y*
16.85%
10Y*
21.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFIV vs. QQQ - Yearly Performance Comparison

2026 (YTD)20252024202320222021
DFIV
Dimensional International Value ETF		12.20%45.36%7.26%17.75%-3.70%0.50%
QQQ
Invesco QQQ ETF		17.57%20.77%25.58%54.86%-32.58%5.90%

Correlation

The correlation between DFIV and QQQ is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.54

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2021

0.55

The correlation between DFIV and QQQ has been stable across timeframes, ranging from 0.50 to 0.55 - a consistent structural relationship.

DFIV vs. QQQ - Sectors Allocation Comparison

Sectors
DFIV
QQQ

Financial Services

32.4%
0.2%

Energy

15.3%
0.5%

Basic Materials

11.4%
1.0%

Consumer Cyclical

10.0%
11.4%

Industrials

9.8%
2.6%

Consumer Defensive

4.9%
6.4%

Healthcare

4.9%
3.7%

Communication Services

4.3%
14.3%

Technology

3.2%
58.7%

Utilities

2.2%
1.2%

Real Estate

1.7%
0.1%

Financial Services

DFIV
32.4%
QQQ
0.2%

Energy

DFIV
15.3%
QQQ
0.5%

Basic Materials

DFIV
11.4%
QQQ
1.0%

Consumer Cyclical

DFIV
10.0%
QQQ
11.4%

Industrials

DFIV
9.8%
QQQ
2.6%

Consumer Defensive

DFIV
4.9%
QQQ
6.4%

Healthcare

DFIV
4.9%
QQQ
3.7%

Communication Services

DFIV
4.3%
QQQ
14.3%

Technology

DFIV
3.2%
QQQ
58.7%

Utilities

DFIV
2.2%
QQQ
1.2%

Real Estate

DFIV
1.7%
QQQ
0.1%

Compare stocks, funds, or ETFs

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

Dimensional International Value ETF

Invesco QQQ ETF

Often compared with DFIV:
DFIV vs. FNDFDFIV vs. AVIVDFIV vs. VYMIDFIV vs. IVLUDFIV vs. DFVIXDFIV vs. IWVL.LDFIV vs. AVDE
Often compared with QQQ:
QQQ vs. SPYQQQ vs. VOOQQQ vs. VGTQQQ vs. TQQQQQQ vs. SMHQQQ vs. QQQMQQQ vs. QQQI

Return for Risk

DFIV vs. QQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DFIV
DFIV Risk / Return Rank: 8282
Overall Rank
DFIV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DFIV Sortino Ratio Rank: 8484
Sortino Ratio Rank
DFIV Omega Ratio Rank: 8383
Omega Ratio Rank
DFIV Calmar Ratio Rank: 7878
Calmar Ratio Rank
DFIV Martin Ratio Rank: 7979
Martin Ratio Rank
QQQ
QQQ Risk / Return Rank: 7171
Overall Rank
QQQ Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7070
Sortino Ratio Rank
QQQ Omega Ratio Rank: 7373
Omega Ratio Rank
QQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFIV vs. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) and Invesco QQQ ETF (QQQ). 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.

DFIVQQQDifference
Sharpe ratioReturn per unit of total volatility
2.39
2.09

+0.29

Sortino ratioReturn per unit of downside risk
3.26
2.73

+0.53

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

3.48

3.01

+0.47

Martin ratioReturn relative to average drawdown

13.34

11.22

+2.12

DFIV vs. QQQ - Sharpe Ratio Comparison

The current DFIV Sharpe Ratio is 2.39, which is comparable to the QQQ Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of DFIV and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DFIV vs. QQQ - Drawdown Comparison

The maximum DFIV drawdown since its inception was -25.42%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for DFIV and QQQ.

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Drawdown Indicators

DFIVQQQDifference

Max Drawdown

Largest peak-to-trough decline

-25.42%

-82.97%

+57.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.66%

-11.96%

+2.30%

Max Drawdown (3Y)

Largest decline over 3 years

-14.72%

-22.77%

+8.05%

Max Drawdown (5Y)

Largest decline over 5 years

—

-35.12%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.12%

—

Current Drawdown

Current decline from peak

-0.43%

-3.33%

+2.90%

Average Drawdown

Average peak-to-trough decline

-4.46%

-32.75%

+28.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

3.20%

-0.68%

Volatility

DFIV vs. QQQ - Volatility Comparison

The current volatility for Dimensional International Value ETF (DFIV) is 4.50%, while Invesco QQQ ETF (QQQ) has a volatility of 7.56%. This indicates that DFIV experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DFIVQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

7.56%

-3.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.46%

13.81%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

14.10%

17.19%

-3.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.66%

22.55%

-5.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

22.38%

-5.72%

DFIV vs. QQQ - Expense Ratio Comparison

DFIV has a 0.27% expense ratio, which is higher than QQQ's 0.18% 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%.

Dividends

DFIV vs. QQQ - Dividend Comparison

DFIV's dividend yield for the trailing twelve months is around 2.54%, more than QQQ's 0.39% yield.

PositionTTM20252024202320222021202020192018201720162015
DFIV
Dimensional International Value ETF		2.54%2.92%3.88%3.93%3.84%2.30%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ ETF		0.39%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions

DFIV and QQQ have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QQQ has higher volatility (7.56%) compared to DFIV (4.50%). In terms of maximum drawdown, DFIV dropped -25.42% vs QQQ's -82.97%.

On 3-year performance, QQQ leads with 26.43% vs 23.38% for DFIV. On fees, QQQ is cheaper at 0.18% per year. On volatility, DFIV has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, QQQ has performed better with a 26.43% return vs 23.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQ is cheaper with a 0.18% expense ratio, compared with 0.27% for DFIV.

DFIV has the higher dividend yield at 2.54%, compared with 0.39% for QQQ.

DFIV is categorized as Foreign Large Cap Equities, while QQQ is Nasdaq-100. They also come from different issuers: Dimensional and Invesco. Their fees differ too: 0.27% for DFIV and 0.18% for QQQ.

DFIV currently has the higher Sharpe Ratio (2.39 vs 2.09), 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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