DFIVX vs. SPDW
Compare and contrast key facts about DFA International Value Portfolio (DFIVX) and SPDR Portfolio World ex-US ETF (SPDW).
DFIVX is managed by Dimensional. It was launched on Feb 14, 1994. SPDW is a passively managed fund by State Street that tracks the performance of the S&P Developed Ex-U.S. BMI Index. It was launched on Apr 26, 2007.
Performance
DFIVX vs. SPDW - Performance Comparison
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DFIVX vs. SPDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 5.83% | 45.24% | 6.87% | 17.83% | -3.51% | 18.57% | -2.13% | 15.68% | -17.49% | 26.08% |
SPDW SPDR Portfolio World ex-US ETF | 4.50% | 34.75% | 3.55% | 17.81% | -15.98% | 11.45% | 9.90% | 22.41% | -14.22% | 25.81% |
Returns By Period
In the year-to-date period, DFIVX achieves a 5.83% return, which is significantly higher than SPDW's 4.50% return. Over the past 10 years, DFIVX has outperformed SPDW with an annualized return of 11.59%, while SPDW has yielded a comparatively lower 9.48% annualized return.
DFIVX
- 1D
- 2.76%
- 1M
- -4.52%
- YTD
- 5.83%
- 6M
- 14.56%
- 1Y
- 38.11%
- 3Y*
- 22.18%
- 5Y*
- 14.46%
- 10Y*
- 11.59%
SPDW
- 1D
- 1.66%
- 1M
- -5.40%
- YTD
- 4.50%
- 6M
- 9.57%
- 1Y
- 31.56%
- 3Y*
- 16.67%
- 5Y*
- 8.64%
- 10Y*
- 9.48%
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DFIVX vs. SPDW - Expense Ratio Comparison
DFIVX has a 0.30% expense ratio, which is higher than SPDW's 0.04% expense ratio.
Return for Risk
DFIVX vs. SPDW — Risk / Return Rank
DFIVX
SPDW
DFIVX vs. SPDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Value Portfolio (DFIVX) and SPDR Portfolio World ex-US ETF (SPDW). 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.
| DFIVX | SPDW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.31 | 1.80 | +0.51 |
Sortino ratioReturn per unit of downside risk | 2.92 | 2.46 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.36 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.08 | 2.77 | +0.31 |
Martin ratioReturn relative to average drawdown | 13.61 | 10.76 | +2.86 |
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
| DFIVX | SPDW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 1.80 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.53 | +0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.55 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.22 | +0.17 |
Correlation
The correlation between DFIVX and SPDW 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.
Dividends
DFIVX vs. SPDW - Dividend Comparison
DFIVX's dividend yield for the trailing twelve months is around 3.98%, more than SPDW's 3.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFIVX DFA International Value Portfolio | 3.98% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
SPDW SPDR Portfolio World ex-US ETF | 3.16% | 3.30% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.78% |
Drawdowns
DFIVX vs. SPDW - Drawdown Comparison
The maximum DFIVX drawdown since its inception was -66.61%, which is greater than SPDW's maximum drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for DFIVX and SPDW.
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Drawdown Indicators
| DFIVX | SPDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.61% | -60.02% | -6.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.99% | -11.55% | -0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -25.29% | -30.21% | +4.92% |
Max Drawdown (10Y)Largest decline over 10 years | -48.11% | -34.98% | -13.13% |
Current DrawdownCurrent decline from peak | -5.92% | -7.11% | +1.19% |
Average DrawdownAverage peak-to-trough decline | -12.30% | -13.01% | +0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.97% | -0.25% |
Volatility
DFIVX vs. SPDW - Volatility Comparison
The current volatility for DFA International Value Portfolio (DFIVX) is 6.92%, while SPDR Portfolio World ex-US ETF (SPDW) has a volatility of 7.85%. This indicates that DFIVX experiences smaller price fluctuations and is considered to be less risky than SPDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFIVX | SPDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.92% | 7.85% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 10.68% | 11.62% | -0.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 17.61% | -0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 16.27% | 0.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 17.16% | +0.91% |