DFSU vs. DFIV

Last updated Jun 23, 2026

DFSU (Dimensional US Sustainability Core 1 ETF) and DFIV (Dimensional International Value ETF) are both exchange-traded funds - DFSU is a Large Cap Blend Equities fund actively managed by Dimensional, while DFIV is a Foreign Large Cap Equities fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, DFSU returned 19.48%/yr vs 23.86%/yr for DFIV. A 0.67 correlation means they provide meaningful diversification when combined. DFSU charges 0.18%/yr vs 0.27%/yr for DFIV.

Performance

DFSU vs. DFIV - Performance Comparison

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

Returns By Period

In the year-to-date period, DFSU achieves a 6.81% return, which is significantly lower than DFIV's 11.48% return.

DFSU

• 1D: -0.39%
• 1M: 0.41%
• YTD: 6.81%
• 6M: 5.89%
• 1Y: 23.42%
• 3Y*: 19.48%
• 5Y*: —
• 10Y*: —

DFIV

• 1D: 0.36%
• 1M: -0.05%
• YTD: 11.48%
• 6M: 11.84%
• 1Y: 35.09%
• 3Y*: 23.86%
• 5Y*: —
• 10Y*: —

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

DFSU vs. DFIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFSU Dimensional US Sustainability Core 1 ETF	6.81%	15.65%	22.96%	26.27%	0.90%
DFIV Dimensional International Value ETF	11.48%	45.36%	7.26%	17.75%	9.56%

Correlation

The correlation between DFSU and DFIV is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (All Time) Calculated using the full available price history since Nov 2, 2022	0.67

The correlation between DFSU and DFIV has been stable across timeframes, ranging from 0.65 to 0.67 - a consistent structural relationship.

DFSU vs. DFIV - Sectors Allocation Comparison

Sectors	DFSU	DFIV
Financial Services	23.0%	32.4%
Technology	18.5%	3.2%
Industrials	14.4%	9.8%
Communication Services	14.0%	4.3%
Healthcare	13.6%	4.9%
Consumer Cyclical	6.9%	10.0%
Consumer Defensive	2.9%	4.9%
Basic Materials	2.3%	11.4%
Energy	2.0%	15.3%
Utilities	1.8%	2.2%
Real Estate	0.3%	1.7%

Return for Risk

DFSU vs. DFIV — Risk / Return Rank

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

DFSU

DFSU Risk / Return Rank: 53
DFSU Sharpe Ratio Rank: 54
DFSU Sortino Ratio Rank: 53
DFSU Omega Ratio Rank: 51
DFSU Calmar Ratio Rank: 48
DFSU Martin Ratio Rank: 58

DFIV

DFIV Risk / Return Rank: 78
DFIV Sharpe Ratio Rank: 82
DFIV Sortino Ratio Rank: 81
DFIV Omega Ratio Rank: 80
DFIV Calmar Ratio Rank: 74
DFIV Martin Ratio Rank: 76

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.

DFSU vs. DFIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Sustainability Core 1 ETF (DFSU) and Dimensional International Value ETF (DFIV). 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.

	DFSU	DFIV	Difference
Sharpe ratio: Return per unit of total volatility	1.76	2.51	-0.75
Sortino ratio: Return per unit of downside risk	2.48	3.42	-0.94
Omega ratio: Gain probability vs. loss probability	1.31	1.45	-0.14
Calmar ratio: Return relative to maximum drawdown	2.32	3.65	-1.33
Martin ratio: Return relative to average drawdown	10.02	14.00	-3.99

DFSU vs. DFIV - Sharpe Ratio Comparison

The current DFSU Sharpe Ratio is 1.76, which is comparable to the DFIV Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of DFSU and DFIV, 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

DFSU vs. DFIV - Drawdown Comparison

The maximum DFSU drawdown since its inception was -19.88%, smaller than the maximum DFIV drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for DFSU and DFIV.

Drawdown Indicators

	DFSU	DFIV	Difference
Max Drawdown Largest peak-to-trough decline	-19.88%	-25.42%	+5.54%
Max Drawdown (1Y) Largest decline over 1 year	-10.12%	-9.66%	-0.46%
Max Drawdown (3Y) Largest decline over 3 years	-19.88%	-14.72%	-5.16%
Current Drawdown Current decline from peak	-1.24%	-1.07%	-0.17%
Average Drawdown Average peak-to-trough decline	-2.64%	-4.45%	+1.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.34%	2.51%	-0.17%

Volatility

DFSU vs. DFIV - Volatility Comparison

Dimensional US Sustainability Core 1 ETF (DFSU) and Dimensional International Value ETF (DFIV) have volatilities of 4.16% and 4.14%, 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

	DFSU	DFIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	4.14%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	10.21%	11.44%	-1.23%
Volatility (1Y) Calculated over the trailing 1-year period	13.36%	14.06%	-0.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.26%	16.63%	-0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.26%	16.63%	-0.37%

DFSU vs. DFIV - Expense Ratio Comparison

DFSU has a 0.18% expense ratio, which is lower than DFIV's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DFSU vs. DFIV - Dividend Comparison

DFSU's dividend yield for the trailing twelve months is around 0.83%, less than DFIV's 2.55% yield.

Position	TTM	2025	2024	2023	2022	2021
DFIV Dimensional International Value ETF	2.55%	2.92%	3.88%	3.93%	3.84%	2.30%
DFSU Dimensional US Sustainability Core 1 ETF	0.83%	0.85%	0.96%	1.03%	0.21%	0.00%

Frequently Asked Questions

Can I hold both DFSU and DFIV in my portfolio?

DFSU and DFIV have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFSU or DFIV?

DFSU has higher volatility (4.16%) compared to DFIV (4.14%). In terms of maximum drawdown, DFSU dropped -19.88% vs DFIV's -25.42%.

Which ETF is better, DFSU or DFIV?

On 3-year performance, DFIV leads with 23.86% vs 19.48% for DFSU. On fees, DFSU is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFSU or DFIV?

Over the 3-year period, DFIV has performed better with a 23.86% return vs 19.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFSU or DFIV?

DFSU is cheaper with a 0.18% expense ratio, compared with 0.27% for DFIV.

Which ETF pays a higher dividend yield, DFSU or DFIV?

DFIV has the higher dividend yield at 2.55%, compared with 0.83% for DFSU.

What is the main difference between DFSU and DFIV?

DFSU is categorized as Large Cap Blend Equities, while DFIV is Foreign Large Cap Equities. Their fees differ too: 0.18% for DFSU and 0.27% for DFIV.

Which has better risk-adjusted returns?

DFIV currently has the higher Sharpe Ratio (2.51 vs 1.76), 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.