DFSI vs. ESGD

Last updated Apr 1, 2026

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.

Performance

DFSI vs. ESGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Sustainability Core 1 ETF (DFSI) and iShares ESG Aware MSCI EAFE ETF (ESGD). The values are adjusted to include any dividend payments, if applicable.

DFSI vs. ESGD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFSI Dimensional International Sustainability Core 1 ETF	-0.80%	33.62%	4.98%	17.86%	11.99%
ESGD iShares ESG Aware MSCI EAFE ETF	0.56%	29.63%	3.95%	18.53%	11.88%

Returns By Period

In the year-to-date period, DFSI achieves a -0.80% return, which is significantly lower than ESGD's 0.56% return.

DFSI

• 1D: 3.34%
• 1M: -8.91%
• YTD: -0.80%
• 6M: 4.32%
• 1Y: 24.49%
• 3Y*: 14.82%
• 5Y*: —
• 10Y*: —

ESGD

• 1D: 3.29%
• 1M: -8.25%
• YTD: 0.56%
• 6M: 4.79%
• 1Y: 21.50%
• 3Y*: 13.70%
• 5Y*: 7.69%
• 10Y*: —

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

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%.

DFSI

Dimensional International Sustainability Core 1 ETF

ESGD

iShares ESG Aware MSCI EAFE ETF

Return for Risk

DFSI vs. ESGD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFSI

DFSI Risk / Return Rank: 77
DFSI Sharpe Ratio Rank: 79
DFSI Sortino Ratio Rank: 78
DFSI Omega Ratio Rank: 79
DFSI Calmar Ratio Rank: 74
DFSI Martin Ratio Rank: 75

ESGD

ESGD Risk / Return Rank: 71
ESGD Sharpe Ratio Rank: 71
ESGD Sortino Ratio Rank: 72
ESGD Omega Ratio Rank: 70
ESGD Calmar Ratio Rank: 71
ESGD Martin Ratio Rank: 70

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.

DFSI vs. ESGD - Risk-Adjusted Trends 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.

	DFSI	ESGD	Difference
Sharpe ratio Return per unit of total volatility	1.46	1.22	+0.24
Sortino ratio Return per unit of downside risk	2.02	1.75	+0.27
Omega ratio Gain probability vs. loss probability	1.30	1.25	+0.05
Calmar ratio Return relative to maximum drawdown	1.90	1.75	+0.15
Martin ratio Return relative to average drawdown	7.87	6.75	+1.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFSI vs. ESGD - Sharpe Ratio Comparison

The current DFSI Sharpe Ratio is 1.46, which is comparable to the ESGD Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of DFSI and ESGD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DFSI	ESGD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	1.22	+0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.31	0.53	+0.77

Correlation

The correlation between DFSI and ESGD is 0.97, 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

DFSI vs. ESGD - Dividend Comparison

DFSI's dividend yield for the trailing twelve months is around 2.28%, less than ESGD's 3.58% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DFSI Dimensional International Sustainability Core 1 ETF	2.28%	2.23%	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	3.58%	3.60%	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.

Drawdown Indicators

	DFSI	ESGD	Difference
Max Drawdown Largest peak-to-trough decline	-12.82%	-33.70%	+20.88%
Max Drawdown (1Y) Largest decline over 1 year	-12.26%	-11.68%	-0.58%
Max Drawdown (5Y) Largest decline over 5 years	—	-30.03%	—
Current Drawdown Current decline from peak	-8.97%	-8.42%	-0.55%
Average Drawdown Average peak-to-trough decline	-2.56%	-6.25%	+3.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	3.03%	-0.07%

Volatility

DFSI vs. ESGD - Volatility Comparison

Dimensional International Sustainability Core 1 ETF (DFSI) and iShares ESG Aware MSCI EAFE ETF (ESGD) have volatilities of 8.32% and 7.99%, 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	ESGD	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.32%	7.99%	+0.33%
Volatility (6M) Calculated over the trailing 6-month period	11.20%	11.29%	-0.09%
Volatility (1Y) Calculated over the trailing 1-year period	16.90%	17.75%	-0.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.04%	16.45%	-1.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.04%	16.94%	-1.90%