DFSI vs. SPDW
Compare and contrast key facts about Dimensional International Sustainability Core 1 ETF (DFSI) and SPDR Portfolio World ex-US ETF (SPDW).
DFSI and SPDW 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. SPDW is a passively managed fund by State Street that tracks the performance of the S&P Developed Ex-U.S. BMI Index. It was launched on Apr 26, 2007.
Performance
DFSI vs. SPDW - Performance Comparison
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DFSI vs. SPDW - 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% |
SPDW SPDR Portfolio World ex-US ETF | 2.79% | 34.75% | 3.55% | 17.81% | 10.62% |
Returns By Period
In the year-to-date period, DFSI achieves a -0.80% return, which is significantly lower than SPDW's 2.79% return.
DFSI
- 1D
- 3.34%
- 1M
- -8.91%
- YTD
- -0.80%
- 6M
- 4.32%
- 1Y
- 24.49%
- 3Y*
- 14.82%
- 5Y*
- —
- 10Y*
- —
SPDW
- 1D
- 3.30%
- 1M
- -8.46%
- YTD
- 2.79%
- 6M
- 8.61%
- 1Y
- 29.84%
- 3Y*
- 16.03%
- 5Y*
- 8.28%
- 10Y*
- 9.30%
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DFSI vs. SPDW - Expense Ratio Comparison
DFSI has a 0.24% expense ratio, which is higher than SPDW's 0.04% 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%.
Return for Risk
DFSI vs. SPDW — Risk / Return Rank
DFSI
SPDW
DFSI vs. SPDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Sustainability Core 1 ETF (DFSI) and SPDR Portfolio World ex-US ETF (SPDW). 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 | SPDW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.46 | 1.71 | -0.25 |
Sortino ratioReturn per unit of downside risk | 2.02 | 2.34 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 2.49 | -0.58 |
Martin ratioReturn relative to average drawdown | 7.87 | 9.76 | -1.89 |
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
| DFSI | SPDW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 1.71 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.51 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 0.21 | +1.10 |
Correlation
The correlation between DFSI and SPDW 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. SPDW - Dividend Comparison
DFSI's dividend yield for the trailing twelve months is around 2.28%, less than SPDW's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SPDW SPDR Portfolio World ex-US ETF | 3.21% | 3.30% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.78% |
Drawdowns
DFSI vs. SPDW - Drawdown Comparison
The maximum DFSI drawdown since its inception was -12.82%, smaller than the maximum SPDW drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for DFSI and SPDW.
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Drawdown Indicators
| DFSI | SPDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.82% | -60.02% | +47.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -11.55% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.21% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.98% | — |
Current DrawdownCurrent decline from peak | -8.97% | -8.63% | -0.34% |
Average DrawdownAverage peak-to-trough decline | -2.56% | -13.01% | +10.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.94% | +0.02% |
Volatility
DFSI vs. SPDW - Volatility Comparison
Dimensional International Sustainability Core 1 ETF (DFSI) and SPDR Portfolio World ex-US ETF (SPDW) have volatilities of 8.32% and 8.31%, 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.
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Volatility by Period
| DFSI | SPDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.32% | 8.31% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.20% | 11.51% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.90% | 17.57% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.04% | 16.26% | -1.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.04% | 17.15% | -2.11% |