DFSI vs. DISV

Last updated Aug 2, 2026

DFSI (Dimensional International Sustainability Core 1 ETF) and DISV (Dimensional International Small Cap Value ETF) are both exchange-traded funds - DFSI is a Foreign Large Cap Equities fund actively managed by Dimensional, while DISV is a Foreign Small & Mid Cap Equities fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, DFSI returned 16.89%/yr vs 22.91%/yr for DISV. Their correlation of 0.91 means they have usually moved in the same direction. DFSI charges 0.24%/yr vs 0.42%/yr for DISV.

Performance

DFSI vs. DISV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Sustainability Core 1 ETF (DFSI) and Dimensional International Small Cap Value ETF (DISV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFSI achieves a 8.74% return, which is significantly lower than DISV's 13.10% return.

DFSI

• 1D: -0.61%
• 1M: 1.21%
• 6M: 4.21%
• YTD: 8.74%
• 1Y: 21.35%
• 3Y*: 16.89%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.12%

DISV

• 1D: -0.52%
• 1M: 3.88%
• 6M: 6.01%
• YTD: 13.10%
• 1Y: 32.14%
• 3Y*: 22.91%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.06%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFSI Dimensional International Sustainability Core 1 ETF	$2.37M	$2.51M	$2.73M
DISV Dimensional International Small Cap Value ETF	$15.18M	$14.28M	$13.10M

DFSI vs. DISV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFSI Dimensional International Sustainability Core 1 ETF	8.74%	33.62%	4.98%	17.86%	10.47%
DISV Dimensional International Small Cap Value ETF	13.10%	47.42%	5.87%	19.52%	12.05%

Correlation

The correlation between DFSI and DISV is 0.89, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.89
Correlation (3Y) Balances recent behavior with more history.	0.90
Correlation (All Time) Calculated using the full available price history since Nov 2, 2022	0.91

The correlation between DFSI and DISV has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

DFSI vs. DISV - Sectors Allocation Comparison

Sectors	DFSI	DISV
Financial Services	24.9%	22.2%
Industrials	21.5%	15.2%
Technology	11.3%	4.4%
Consumer Cyclical	9.7%	16.2%
Healthcare	9.0%	5.5%
Basic Materials	6.7%	21.8%
Consumer Defensive	5.3%	3.2%
Communication Services	4.9%	4.1%
Utilities	3.0%	0.8%
Real Estate	1.9%	2.5%
Energy	1.9%	4.2%

Return for Risk

DFSI vs. DISV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DFSI

DFSI Risk / Return Rank: 57
DFSI Sharpe Ratio Rank: 59
DFSI Sortino Ratio Rank: 60
DFSI Omega Ratio Rank: 59
DFSI Calmar Ratio Rank: 49
DFSI Martin Ratio Rank: 56

DISV

DISV Risk / Return Rank: 82
DISV Sharpe Ratio Rank: 89
DISV Sortino Ratio Rank: 88
DISV Omega Ratio Rank: 87
DISV Calmar Ratio Rank: 74
DISV Martin Ratio Rank: 73

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DFSI vs. DISV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Sustainability Core 1 ETF (DFSI) and Dimensional International Small Cap Value ETF (DISV). 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.

	DFSI	DISV	Difference
Sharpe ratio: Return per unit of total volatility	1.40	2.17	-0.77
Sortino ratio: Return per unit of downside risk	2.04	3.00	-0.96
Omega ratio: Gain probability vs. loss probability	1.26	1.38	-0.12
Calmar ratio: Return relative to maximum drawdown	1.76	2.55	-0.79
Martin ratio: Return relative to average drawdown	6.56	8.98	-2.41

DFSI vs. DISV - Sharpe Ratio Comparison

The current DFSI Sharpe Ratio is 1.40, which is lower than the DISV Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of DFSI and DISV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DFSI vs. DISV - Drawdown Comparison

The maximum DFSI drawdown since its inception was -12.82%, smaller than the maximum DISV drawdown of -26.77%. Use the drawdown chart below to compare losses from any high point for DFSI and DISV.

Drawdown Indicators

	DFSI	DISV	Difference
Max Drawdown Largest peak-to-trough decline	-12.82%	-26.77%	+13.95%
Max Drawdown (1Y) Largest decline over 1 year	-12.26%	-12.69%	+0.43%
Max Drawdown (3Y) Largest decline over 3 years	-12.62%	-14.15%	+1.53%
Current Drawdown Current decline from peak	-0.61%	-0.52%	-0.09%
Average Drawdown Average peak-to-trough decline	-2.59%	-4.84%	+2.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.28%	3.60%	-0.32%

Volatility

DFSI vs. DISV - Volatility Comparison

Dimensional International Sustainability Core 1 ETF (DFSI) and Dimensional International Small Cap Value ETF (DISV) have volatilities of 4.16% and 4.03%, 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.

Volatility by Period

	DFSI	DISV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	4.03%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	13.46%	12.65%	+0.81%
Volatility (1Y) Calculated over the trailing 1-year period	15.40%	14.92%	+0.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.25%	17.28%	-2.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.25%	17.28%	-2.03%

DFSI vs. DISV - Expense Ratio Comparison

DFSI has a 0.24% expense ratio, which is lower than DISV's 0.42% expense ratio.

Dividends

DFSI vs. DISV - Dividend Comparison

DFSI's dividend yield for the trailing twelve months is around 2.18%, less than DISV's 2.44% yield.

Position	TTM	2025	2024	2023	2022
DFSI Dimensional International Sustainability Core 1 ETF	2.18%	2.23%	2.39%	2.10%	0.18%
DISV Dimensional International Small Cap Value ETF	2.44%	2.69%	2.77%	2.73%	1.23%

Frequently Asked Questions

Can I hold both DFSI and DISV in my portfolio?

DFSI and DISV have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFSI or DISV?

DFSI has higher volatility (4.16%) compared to DISV (4.03%). In terms of maximum drawdown, DFSI dropped -12.82% vs DISV's -26.77%.

Which ETF is better, DFSI or DISV?

On 3-year performance, DISV leads with 22.91% vs 16.89% for DFSI. On fees, DFSI is cheaper at 0.24% per year. On volatility, DISV has been the lower-risk option at 4.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFSI or DISV?

Over the 3-year period, DISV has performed better with a 22.91% return vs 16.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFSI or DISV?

DFSI is cheaper with a 0.24% expense ratio, compared with 0.42% for DISV.

Which ETF pays a higher dividend yield, DFSI or DISV?

DISV has the higher dividend yield at 2.44%, compared with 2.18% for DFSI.

What is the main difference between DFSI and DISV?

DFSI is categorized as Foreign Large Cap Equities, while DISV is Foreign Small & Mid Cap Equities. Their fees differ too: 0.24% for DFSI and 0.42% for DISV.

Which has better risk-adjusted returns?

DISV currently has the higher Sharpe Ratio (2.17 vs 1.40), 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.