DFSI vs. SOXQ

Last updated Apr 1, 2026

Compare and contrast key facts about Dimensional International Sustainability Core 1 ETF (DFSI) and Invesco PHLX Semiconductor ETF (SOXQ).

DFSI and SOXQ 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. SOXQ is a passively managed fund by Invesco that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jun 11, 2021.

Performance

DFSI vs. SOXQ - Performance Comparison

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

DFSI vs. SOXQ - 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%
SOXQ Invesco PHLX Semiconductor ETF	7.17%	43.11%	20.16%	66.74%	8.73%

Returns By Period

In the year-to-date period, DFSI achieves a -0.80% return, which is significantly lower than SOXQ's 7.17% return.

DFSI

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

SOXQ

• 1D: 6.19%
• 1M: -6.26%
• YTD: 7.17%
• 6M: 19.39%
• 1Y: 78.41%
• 3Y*: 33.82%
• 5Y*: —
• 10Y*: —

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

DFSI vs. SOXQ - Expense Ratio Comparison

DFSI has a 0.24% expense ratio, which is higher than SOXQ's 0.19% 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

SOXQ

Invesco PHLX Semiconductor ETF

Return for Risk

DFSI vs. SOXQ — 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

SOXQ

SOXQ Risk / Return Rank: 93
SOXQ Sharpe Ratio Rank: 91
SOXQ Sortino Ratio Rank: 91
SOXQ Omega Ratio Rank: 90
SOXQ Calmar Ratio Rank: 96
SOXQ Martin Ratio Rank: 96

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. SOXQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Sustainability Core 1 ETF (DFSI) and Invesco PHLX Semiconductor ETF (SOXQ). 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	SOXQ	Difference
Sharpe ratio Return per unit of total volatility	1.46	1.97	-0.51
Sortino ratio Return per unit of downside risk	2.02	2.58	-0.56
Omega ratio Gain probability vs. loss probability	1.30	1.37	-0.07
Calmar ratio Return relative to maximum drawdown	1.90	4.47	-2.57
Martin ratio Return relative to average drawdown	7.87	16.40	-8.54
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. SOXQ - Sharpe Ratio Comparison

The current DFSI Sharpe Ratio is 1.46, which is comparable to the SOXQ Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of DFSI and SOXQ, 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	SOXQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	1.97	-0.51
Sharpe Ratio (All Time) Calculated using the full available price history	1.31	0.58	+0.73

Correlation

The correlation between DFSI and SOXQ is 0.58, 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

DFSI vs. SOXQ - Dividend Comparison

DFSI's dividend yield for the trailing twelve months is around 2.28%, more than SOXQ's 0.47% yield.

	TTM	2025	2024	2023	2022	2021
DFSI Dimensional International Sustainability Core 1 ETF	2.28%	2.23%	2.39%	2.10%	0.18%	0.00%
SOXQ Invesco PHLX Semiconductor ETF	0.47%	0.50%	0.68%	0.87%	1.36%	0.72%

Drawdowns

DFSI vs. SOXQ - Drawdown Comparison

The maximum DFSI drawdown since its inception was -12.82%, smaller than the maximum SOXQ drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for DFSI and SOXQ.

Drawdown Indicators

	DFSI	SOXQ	Difference
Max Drawdown Largest peak-to-trough decline	-12.82%	-46.01%	+33.19%
Max Drawdown (1Y) Largest decline over 1 year	-12.26%	-17.44%	+5.18%
Current Drawdown Current decline from peak	-8.97%	-10.36%	+1.39%
Average Drawdown Average peak-to-trough decline	-2.56%	-13.38%	+10.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	4.75%	-1.79%

Volatility

DFSI vs. SOXQ - Volatility Comparison

The current volatility for Dimensional International Sustainability Core 1 ETF (DFSI) is 8.32%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 13.15%. This indicates that DFSI experiences smaller price fluctuations and is considered to be less risky than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFSI	SOXQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.32%	13.15%	-4.83%
Volatility (6M) Calculated over the trailing 6-month period	11.20%	26.20%	-15.00%
Volatility (1Y) Calculated over the trailing 1-year period	16.90%	40.06%	-23.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.04%	36.09%	-21.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.04%	36.09%	-21.05%