DFWIX vs. VEU
Compare and contrast key facts about DFA World ex U.S. Core Equity Portfolio (DFWIX) and Vanguard FTSE All-World ex-US ETF (VEU).
DFWIX is managed by Dimensional. It was launched on Apr 9, 2013. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Performance
DFWIX vs. VEU - Performance Comparison
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DFWIX vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 0.08% | 33.45% | 4.34% | 16.74% | -14.04% | 22.41% | 9.35% | 19.98% | -17.00% | 30.17% |
VEU Vanguard FTSE All-World ex-US ETF | 2.25% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 11.10% | 21.83% | -14.18% | 27.40% |
Returns By Period
In the year-to-date period, DFWIX achieves a 0.08% return, which is significantly lower than VEU's 2.25% return. Over the past 10 years, DFWIX has outperformed VEU with an annualized return of 10.00%, while VEU has yielded a comparatively lower 9.02% annualized return.
DFWIX
- 1D
- -0.33%
- 1M
- -10.77%
- YTD
- 0.08%
- 6M
- 4.76%
- 1Y
- 27.12%
- 3Y*
- 15.13%
- 5Y*
- 10.04%
- 10Y*
- 10.00%
VEU
- 1D
- 3.23%
- 1M
- -8.07%
- YTD
- 2.25%
- 6M
- 7.22%
- 1Y
- 27.68%
- 3Y*
- 15.69%
- 5Y*
- 7.46%
- 10Y*
- 9.02%
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DFWIX vs. VEU - Expense Ratio Comparison
DFWIX has a 0.31% expense ratio, which is higher than VEU's 0.07% expense ratio.
Return for Risk
DFWIX vs. VEU — Risk / Return Rank
DFWIX
VEU
DFWIX vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Core Equity Portfolio (DFWIX) and Vanguard FTSE All-World ex-US ETF (VEU). 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.
| DFWIX | VEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.81 | 1.62 | +0.19 |
Sortino ratioReturn per unit of downside risk | 2.36 | 2.23 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.33 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.00 | 2.36 | -0.36 |
Martin ratioReturn relative to average drawdown | 8.26 | 9.13 | -0.86 |
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
| DFWIX | VEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.81 | 1.62 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.47 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.53 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.23 | +0.26 |
Correlation
The correlation between DFWIX and VEU is 0.96, 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
DFWIX vs. VEU - Dividend Comparison
DFWIX's dividend yield for the trailing twelve months is around 3.21%, more than VEU's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFWIX DFA World ex U.S. Core Equity Portfolio | 3.21% | 3.00% | 3.32% | 3.36% | 3.11% | 10.71% | 1.81% | 2.36% | 3.50% | 2.36% | 2.59% | 2.31% |
VEU Vanguard FTSE All-World ex-US ETF | 2.92% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Drawdowns
DFWIX vs. VEU - Drawdown Comparison
The maximum DFWIX drawdown since its inception was -41.80%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for DFWIX and VEU.
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Drawdown Indicators
| DFWIX | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.80% | -61.52% | +19.72% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -11.43% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -27.31% | -29.31% | +2.00% |
Max Drawdown (10Y)Largest decline over 10 years | -41.80% | -34.98% | -6.82% |
Current DrawdownCurrent decline from peak | -10.82% | -8.57% | -2.25% |
Average DrawdownAverage peak-to-trough decline | -8.23% | -13.23% | +5.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.95% | -0.08% |
Volatility
DFWIX vs. VEU - Volatility Comparison
The current volatility for DFA World ex U.S. Core Equity Portfolio (DFWIX) is 6.21%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 8.23%. This indicates that DFWIX experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFWIX | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 8.23% | -2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 11.54% | -1.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.65% | 17.22% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 15.83% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.55% | 17.13% | -1.58% |