DFSCX vs. URTH
Compare and contrast key facts about DFA U.S. Micro Cap Portfolio (DFSCX) and iShares MSCI World ETF (URTH).
DFSCX is managed by Dimensional. It was launched on Dec 23, 1981. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012.
Performance
DFSCX vs. URTH - Performance Comparison
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DFSCX vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 1.62% | 9.65% | 11.43% | 17.93% | -12.49% | 33.70% | 6.61% | 20.68% | -11.60% | 10.92% |
URTH iShares MSCI World ETF | -3.10% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
Returns By Period
In the year-to-date period, DFSCX achieves a 1.62% return, which is significantly higher than URTH's -3.10% return. Over the past 10 years, DFSCX has underperformed URTH with an annualized return of 9.92%, while URTH has yielded a comparatively higher 12.06% annualized return.
DFSCX
- 1D
- -0.81%
- 1M
- -5.81%
- YTD
- 1.62%
- 6M
- 3.98%
- 1Y
- 22.54%
- 3Y*
- 12.53%
- 5Y*
- 7.14%
- 10Y*
- 9.92%
URTH
- 1D
- 2.90%
- 1M
- -5.67%
- YTD
- -3.10%
- 6M
- -0.05%
- 1Y
- 19.39%
- 3Y*
- 17.10%
- 5Y*
- 10.24%
- 10Y*
- 12.06%
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DFSCX vs. URTH - Expense Ratio Comparison
DFSCX has a 0.41% expense ratio, which is higher than URTH's 0.24% expense ratio.
Return for Risk
DFSCX vs. URTH — Risk / Return Rank
DFSCX
URTH
DFSCX vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Micro Cap Portfolio (DFSCX) and iShares MSCI World ETF (URTH). 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.
| DFSCX | URTH | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 1.12 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.68 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.25 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.66 | -0.25 |
Martin ratioReturn relative to average drawdown | 5.67 | 8.03 | -2.37 |
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
| DFSCX | URTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 1.12 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.64 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.70 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.68 | -0.09 |
Correlation
The correlation between DFSCX and URTH 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
DFSCX vs. URTH - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 0.94%, less than URTH's 1.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 0.94% | 1.03% | 0.97% | 2.48% | 5.16% | 10.77% | 0.87% | 2.80% | 5.50% | 5.05% | 0.90% | 6.33% |
URTH iShares MSCI World ETF | 1.53% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Drawdowns
DFSCX vs. URTH - Drawdown Comparison
The maximum DFSCX drawdown since its inception was -63.07%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for DFSCX and URTH.
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Drawdown Indicators
| DFSCX | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.07% | -34.01% | -29.06% |
Max Drawdown (1Y)Largest decline over 1 year | -13.51% | -11.85% | -1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -27.01% | -26.05% | -0.96% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -34.01% | -12.87% |
Current DrawdownCurrent decline from peak | -7.45% | -6.42% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -9.95% | -4.42% | -5.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.44% | +1.02% |
Volatility
DFSCX vs. URTH - Volatility Comparison
The current volatility for DFA U.S. Micro Cap Portfolio (DFSCX) is 5.39%, while iShares MSCI World ETF (URTH) has a volatility of 5.72%. This indicates that DFSCX experiences smaller price fluctuations and is considered to be less risky than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSCX | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.39% | 5.72% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.53% | 9.48% | +3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.14% | 17.34% | +4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.09% | 16.16% | +4.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.63% | 17.28% | +5.35% |