DGSIX vs. IWV
Compare and contrast key facts about DFA Global Allocation 60/40 Portfolio (DGSIX) and iShares Russell 3000 ETF (IWV).
DGSIX is managed by Dimensional. It was launched on Dec 23, 2003. IWV is a passively managed fund by iShares that tracks the performance of the Russell 3000 Index. It was launched on May 22, 2000.
Performance
DGSIX vs. IWV - Performance Comparison
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DGSIX vs. IWV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | -1.70% | 14.06% | 11.31% | 14.59% | -12.10% | 14.24% | 11.58% | 18.17% | -6.41% | 13.11% |
IWV iShares Russell 3000 ETF | -3.99% | 16.96% | 23.49% | 25.82% | -19.28% | 25.54% | 20.55% | 30.66% | -5.43% | 20.97% |
Returns By Period
In the year-to-date period, DGSIX achieves a -1.70% return, which is significantly higher than IWV's -3.99% return. Over the past 10 years, DGSIX has underperformed IWV with an annualized return of 7.83%, while IWV has yielded a comparatively higher 13.46% annualized return.
DGSIX
- 1D
- -0.15%
- 1M
- -5.57%
- YTD
- -1.70%
- 6M
- 0.40%
- 1Y
- 12.68%
- 3Y*
- 11.12%
- 5Y*
- 6.47%
- 10Y*
- 7.83%
IWV
- 1D
- 2.99%
- 1M
- -4.93%
- YTD
- -3.99%
- 6M
- -1.71%
- 1Y
- 17.86%
- 3Y*
- 17.68%
- 5Y*
- 10.40%
- 10Y*
- 13.46%
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DGSIX vs. IWV - Expense Ratio Comparison
DGSIX has a 0.24% expense ratio, which is higher than IWV's 0.20% 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
DGSIX vs. IWV — Risk / Return Rank
DGSIX
IWV
DGSIX vs. IWV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Allocation 60/40 Portfolio (DGSIX) and iShares Russell 3000 ETF (IWV). 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.
| DGSIX | IWV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.97 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.88 | 1.49 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.22 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.50 | +0.07 |
Martin ratioReturn relative to average drawdown | 7.25 | 7.18 | +0.08 |
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
| DGSIX | IWV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 0.97 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.61 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.76 | 0.73 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.42 | +0.17 |
Correlation
The correlation between DGSIX and IWV is 0.95, 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
DGSIX vs. IWV - Dividend Comparison
DGSIX's dividend yield for the trailing twelve months is around 8.77%, more than IWV's 0.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSIX DFA Global Allocation 60/40 Portfolio | 8.77% | 8.56% | 7.25% | 5.27% | 4.55% | 5.53% | 3.39% | 2.61% | 3.01% | 1.29% | 1.23% | 1.92% |
IWV iShares Russell 3000 ETF | 0.99% | 0.96% | 1.08% | 1.30% | 1.56% | 1.04% | 1.30% | 1.69% | 1.97% | 1.58% | 1.79% | 1.99% |
Drawdowns
DGSIX vs. IWV - Drawdown Comparison
The maximum DGSIX drawdown since its inception was -41.64%, smaller than the maximum IWV drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for DGSIX and IWV.
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Drawdown Indicators
| DGSIX | IWV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.64% | -55.61% | +13.97% |
Max Drawdown (1Y)Largest decline over 1 year | -7.27% | -12.31% | +5.04% |
Max Drawdown (5Y)Largest decline over 5 years | -18.36% | -25.11% | +6.75% |
Max Drawdown (10Y)Largest decline over 10 years | -23.59% | -35.22% | +11.63% |
Current DrawdownCurrent decline from peak | -5.85% | -6.17% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -4.46% | -10.65% | +6.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 2.57% | -0.96% |
Volatility
DGSIX vs. IWV - Volatility Comparison
The current volatility for DFA Global Allocation 60/40 Portfolio (DGSIX) is 2.96%, while iShares Russell 3000 ETF (IWV) has a volatility of 5.43%. This indicates that DGSIX experiences smaller price fluctuations and is considered to be less risky than IWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSIX | IWV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 5.43% | -2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 9.68% | -4.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.85% | 18.45% | -8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.15% | 17.25% | -7.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.34% | 18.39% | -8.05% |