Correlation
The correlation between DFSI and ESGD is 0.72, 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.
DFSI vs. ESGD
Compare and contrast key facts about Dimensional International Sustainability Core 1 ETF (DFSI) and iShares ESG Aware MSCI EAFE ETF (ESGD).
DFSI and ESGD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFSI is an actively managed fund by Dimensional. It was launched on Nov 1, 2022. ESGD is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Extended ESG Focus Index. It was launched on Jun 28, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSI or ESGD.
Performance
DFSI vs. ESGD - Performance Comparison
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Key characteristics
DFSI:
1.08
ESGD:
0.76
DFSI:
1.48
ESGD:
1.10
DFSI:
1.21
ESGD:
1.15
DFSI:
1.34
ESGD:
0.90
DFSI:
3.98
ESGD:
2.63
DFSI:
4.24%
ESGD:
4.73%
DFSI:
16.58%
ESGD:
17.55%
DFSI:
-12.82%
ESGD:
-33.70%
DFSI:
-0.31%
ESGD:
-0.71%
Returns By Period
In the year-to-date period, DFSI achieves a 18.16% return, which is significantly higher than ESGD's 16.36% return.
DFSI
18.16%
5.50%
14.82%
17.70%
N/A
N/A
N/A
ESGD
16.36%
4.63%
13.13%
13.30%
11.29%
11.32%
N/A
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DFSI vs. ESGD - Expense Ratio Comparison
DFSI has a 0.24% expense ratio, which is higher than ESGD's 0.20% 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%.
Risk-Adjusted Performance
DFSI vs. ESGD — Risk-Adjusted Performance Rank
DFSI
ESGD
DFSI vs. ESGD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Sustainability Core 1 ETF (DFSI) and iShares ESG Aware MSCI EAFE ETF (ESGD). 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.
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Dividends
DFSI vs. ESGD - Dividend Comparison
DFSI's dividend yield for the trailing twelve months is around 2.16%, less than ESGD's 2.78% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSI Dimensional International Sustainability Core 1 ETF | 2.16% | 2.39% | 2.10% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ESGD iShares ESG Aware MSCI EAFE ETF | 2.78% | 3.23% | 3.02% | 2.59% | 2.75% | 1.63% | 2.57% | 2.69% | 2.65% | 0.09% |
Drawdowns
DFSI vs. ESGD - Drawdown Comparison
The maximum DFSI drawdown since its inception was -12.82%, smaller than the maximum ESGD drawdown of -33.70%. Use the drawdown chart below to compare losses from any high point for DFSI and ESGD.
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Volatility
DFSI vs. ESGD - Volatility Comparison
The current volatility for Dimensional International Sustainability Core 1 ETF (DFSI) is 2.93%, while iShares ESG Aware MSCI EAFE ETF (ESGD) has a volatility of 3.42%. This indicates that DFSI experiences smaller price fluctuations and is considered to be less risky than ESGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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