DFUS vs. DISV

Last updated Jun 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 22.42%/yr vs 24.35%/yr for DISV. A 0.68 correlation means they provide meaningful diversification when combined. 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

The year-to-date returns for both stocks are quite close, with DFUS having a 11.25% return and DISV slightly lower at 10.83%.

DFUS

• 1D: -0.66%
• 1M: 5.24%
• YTD: 11.25%
• 6M: 11.19%
• 1Y: 28.63%
• 3Y*: 22.42%
• 5Y*: —
• 10Y*: —

DISV

• 1D: -1.06%
• 1M: 3.34%
• YTD: 10.83%
• 6M: 15.28%
• 1Y: 34.34%
• 3Y*: 24.35%
• 5Y*: —
• 10Y*: —

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

DFUS vs. DISV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFUS Dimensional U.S. Equity Market ETF	11.25%	17.46%	24.34%	26.36%	-13.88%
DISV Dimensional International Small Cap Value ETF	10.83%	47.42%	5.87%	19.52%	-9.72%

Correlation

The correlation between DFUS and DISV is 0.66, 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	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (All Time) Calculated using the full available price history since Mar 25, 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
Communication Services	23.5%	3.4%
Financial Services	20.2%	18.6%
Technology	17.4%	4.1%
Consumer Cyclical	13.0%	15.3%
Industrials	9.5%	18.1%
Energy	5.3%	9.2%
Healthcare	4.1%	3.0%
Utilities	3.0%	2.6%
Consumer Defensive	2.6%	4.3%
Basic Materials	1.1%	18.3%
Real Estate	0.0%	3.2%

Return for Risk

DFUS vs. DISV — Risk / Return Rank

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

DFUS

DFUS Risk / Return Rank: 69
DFUS Sharpe Ratio Rank: 70
DFUS Sortino Ratio Rank: 69
DFUS Omega Ratio Rank: 69
DFUS Calmar Ratio Rank: 63
DFUS Martin Ratio Rank: 75

DISV

DISV Risk / Return Rank: 65
DISV Sharpe Ratio Rank: 72
DISV Sortino Ratio Rank: 71
DISV Omega Ratio Rank: 69
DISV Calmar Ratio Rank: 54
DISV Martin Ratio Rank: 58

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.

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.

	DFUS	DISV	Difference
Sharpe ratio: Return per unit of total volatility	2.35	2.39	-0.04
Sortino ratio: Return per unit of downside risk	3.22	3.28	-0.07
Omega ratio: Gain probability vs. loss probability	1.42	1.43	0.00
Calmar ratio: Return relative to maximum drawdown	3.21	2.72	+0.49
Martin ratio: Return relative to average drawdown	14.70	10.27	+4.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFUS vs. DISV - Sharpe Ratio Comparison

The current DFUS Sharpe Ratio is 2.35, which is comparable to the DISV Sharpe Ratio of 2.39. 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.

Sharpe Ratios by Period

	DFUS	DISV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	2.39	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.93	-0.14

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%
Current Drawdown Current decline from peak	-0.66%	-2.48%	+1.82%
Average Drawdown Average peak-to-trough decline	-5.82%	-4.90%	-0.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	3.35%	-1.40%

Volatility

DFUS vs. DISV - Volatility Comparison

The current volatility for Dimensional U.S. Equity Market ETF (DFUS) is 3.07%, while Dimensional International Small Cap Value ETF (DISV) has a volatility of 4.16%. This indicates that DFUS experiences smaller price fluctuations and is considered to be less risky than DISV based on this measure. 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	3.07%	4.16%	-1.09%
Volatility (6M) Calculated over the trailing 6-month period	9.18%	11.69%	-2.51%
Volatility (1Y) Calculated over the trailing 1-year period	12.23%	14.45%	-2.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.21%	17.36%	-0.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.21%	17.36%	-0.15%

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 0.83%, less than DISV's 2.39% yield.

Position	TTM	2025	2024	2023	2022	2021
DFUS Dimensional U.S. Equity Market ETF	0.83%	0.88%	1.04%	1.33%	1.48%	0.85%
DISV Dimensional International Small Cap Value ETF	2.39%	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 0.66, 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?

DISV has higher volatility (4.16%) compared to DFUS (3.07%). 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 24.35% vs 22.42% for DFUS. On fees, DFUS is cheaper at 0.09% per year. On volatility, DFUS has been the lower-risk option at 3.07%. 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 24.35% return vs 22.42%. 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 2.39%, compared with 0.83% 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 (2.39 vs 2.35), 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.