DFUS vs. DISV

Last updated Aug 4, 2026

DFUS (Dimensional U.S. Equity Market ETF) and DISV (Dimensional International Small Cap Value ETF) are both exchange-traded funds - DFUS is a Large Cap Blend Equities fund actively managed by Dimensional, while DISV is a Foreign Small & Mid Cap Equities fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, DFUS returned 20.71%/yr vs 23.40%/yr for DISV. Their 0.68 correlation means they have sometimes moved together and sometimes differently. DFUS charges 0.09%/yr vs 0.42%/yr for DISV.

Performance

DFUS vs. DISV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Equity Market ETF (DFUS) and Dimensional International Small Cap Value ETF (DISV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFUS achieves a 12.16% return, which is significantly lower than DISV's 13.77% return.

DFUS

• 1D: 1.47%
• 1M: 1.45%
• 6M: 9.83%
• YTD: 12.16%
• 1Y: 23.97%
• 3Y*: 20.71%
• 5Y*: 12.76%
• 10Y*: —
• ALL TIME*: 13.24%

DISV

• 1D: 0.59%
• 1M: 4.49%
• 6M: 6.74%
• YTD: 13.77%
• 1Y: 32.92%
• 3Y*: 23.40%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.18%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFUS Dimensional U.S. Equity Market ETF	$53.44M	$56.99M	$61.31M
DISV Dimensional International Small Cap Value ETF	$15.10M	$13.74M	$13.14M

DFUS vs. DISV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFUS Dimensional U.S. Equity Market ETF	12.16%	17.46%	24.34%	26.36%	-12.67%
DISV Dimensional International Small Cap Value ETF	13.77%	47.42%	5.87%	19.52%	-9.36%

Correlation

The correlation between DFUS and DISV is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.65
Correlation (3Y) Balances recent behavior with more history.	0.62
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022	0.68

The correlation between DFUS and DISV has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.

DFUS vs. DISV - Sectors Allocation Comparison

Sectors	DFUS	DISV
Technology	36.4%	4.4%
Financial Services	13.1%	22.2%
Healthcare	9.6%	5.5%
Industrials	9.2%	15.2%
Consumer Cyclical	9.0%	16.2%
Communication Services	9.0%	4.1%
Consumer Defensive	4.6%	3.2%
Energy	3.8%	4.2%
Utilities	2.7%	0.8%
Basic Materials	2.3%	21.8%
Real Estate	0.1%	2.5%

Return for Risk

DFUS vs. DISV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DFUS

DFUS Risk / Return Rank: 78
DFUS Sharpe Ratio Rank: 78
DFUS Sortino Ratio Rank: 77
DFUS Omega Ratio Rank: 77
DFUS Calmar Ratio Rank: 76
DFUS Martin Ratio Rank: 83

DISV

DISV Risk / Return Rank: 82
DISV Sharpe Ratio Rank: 89
DISV Sortino Ratio Rank: 88
DISV Omega Ratio Rank: 86
DISV Calmar Ratio Rank: 73
DISV Martin Ratio Rank: 73

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DFUS vs. DISV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Equity Market ETF (DFUS) and Dimensional International Small Cap Value ETF (DISV). 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.

	DFUS	DISV	Difference
Sharpe ratio: Return per unit of total volatility	1.82	2.22	-0.40
Sortino ratio: Return per unit of downside risk	2.51	3.06	-0.54
Omega ratio: Gain probability vs. loss probability	1.32	1.39	-0.06
Calmar ratio: Return relative to maximum drawdown	2.69	2.61	+0.08
Martin ratio: Return relative to average drawdown	11.50	9.18	+2.33

DFUS vs. DISV - Sharpe Ratio Comparison

The current DFUS Sharpe Ratio is 1.82, which is comparable to the DISV Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of DFUS and DISV, 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

DFUS vs. DISV - Drawdown Comparison

The maximum DFUS drawdown since its inception was -24.62%, smaller than the maximum DISV drawdown of -26.77%. Use the drawdown chart below to compare losses from any high point for DFUS and DISV.

Drawdown Indicators

	DFUS	DISV	Difference
Max Drawdown Largest peak-to-trough decline	-24.62%	-26.77%	+2.15%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-12.69%	+3.73%
Max Drawdown (3Y) Largest decline over 3 years	-19.44%	-14.15%	-5.29%
Max Drawdown (5Y) Largest decline over 5 years	-24.62%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.68%	-4.84%	-0.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	3.60%	-1.51%

Volatility

DFUS vs. DISV - Volatility Comparison

Dimensional U.S. Equity Market ETF (DFUS) and Dimensional International Small Cap Value ETF (DISV) have volatilities of 3.98% and 3.95%, 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

	DFUS	DISV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.98%	3.95%	+0.03%
Volatility (6M) Calculated over the trailing 6-month period	10.51%	12.50%	-1.99%
Volatility (1Y) Calculated over the trailing 1-year period	13.25%	14.95%	-1.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.31%	17.28%	+0.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.16%	17.28%	-0.12%

DFUS vs. DISV - Expense Ratio Comparison

DFUS has a 0.09% expense ratio, which is lower than DISV's 0.42% expense ratio.

Dividends

DFUS vs. DISV - Dividend Comparison

DFUS's dividend yield for the trailing twelve months is around 0.85%, less than DISV's 2.43% yield.

Position	TTM	2025	2024	2023	2022	2021
DFUS Dimensional U.S. Equity Market ETF	0.85%	0.88%	1.04%	1.33%	1.48%	0.85%
DISV Dimensional International Small Cap Value ETF	2.43%	2.69%	2.77%	2.73%	1.23%	0.00%

Frequently Asked Questions

Can I hold both DFUS and DISV in my portfolio?

DFUS and DISV have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFUS or DISV?

DFUS has higher volatility (3.98%) compared to DISV (3.95%). In terms of maximum drawdown, DFUS dropped -24.62% vs DISV's -26.77%.

Which ETF is better, DFUS or DISV?

On 3-year performance, DISV leads with 23.40% vs 20.71% for DFUS. On fees, DFUS is cheaper at 0.09% 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, DFUS or DISV?

Over the 3-year period, DISV has performed better with a 23.40% return vs 20.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFUS or DISV?

DFUS is cheaper with a 0.09% expense ratio, compared with 0.42% for DISV.

Which ETF pays a higher dividend yield, DFUS or DISV?

DISV has the higher dividend yield at 2.43%, compared with 0.85% for DFUS.

What is the main difference between DFUS and DISV?

DFUS is categorized as Large Cap Blend Equities, while DISV is Foreign Small & Mid Cap Equities. Their fees differ too: 0.09% for DFUS and 0.42% for DISV.

Which has better risk-adjusted returns?

DISV currently has the higher Sharpe Ratio (2.22 vs 1.82), 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.