DIM vs. DFIV

Last updated Jun 24, 2026

DIM (WisdomTree International MidCap Dividend Fund) and DFIV (Dimensional International Value ETF) are both Foreign Large Cap Equities funds. DIM is passively managed, while DFIV is actively managed. Over the past 3 years, DIM returned 18.56%/yr vs 22.72%/yr for DFIV. Their correlation of 0.93 suggests significant overlap in exposure. DIM charges 0.58%/yr vs 0.27%/yr for DFIV.

Performance

DIM vs. DFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International MidCap Dividend Fund (DIM) 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, DIM achieves a 7.28% return, which is significantly lower than DFIV's 8.43% return.

DIM

• 1D: -1.35%
• 1M: -0.73%
• YTD: 7.28%
• 6M: 6.63%
• 1Y: 19.72%
• 3Y*: 18.56%
• 5Y*: 8.50%
• 10Y*: 8.79%

DFIV

• 1D: -2.74%
• 1M: -2.79%
• YTD: 8.43%
• 6M: 8.10%
• 1Y: 30.90%
• 3Y*: 22.72%
• 5Y*: —
• 10Y*: —

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

DIM vs. DFIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DIM WisdomTree International MidCap Dividend Fund	7.28%	37.25%	3.51%	15.00%	-14.09%	-2.30%
DFIV Dimensional International Value ETF	8.43%	45.36%	7.26%	17.75%	-3.70%	0.50%

Correlation

The correlation between DIM and DFIV is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (All Time) Calculated using the full available price history since Sep 13, 2021	0.93

The correlation between DIM and DFIV has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

DIM vs. DFIV - Sectors Allocation Comparison

Sectors	DIM	DFIV
Financial Services	25.0%	32.4%
Industrials	22.1%	9.8%
Consumer Cyclical	8.2%	10.0%
Real Estate	7.6%	1.7%
Utilities	7.2%	2.2%
Consumer Defensive	6.2%	4.9%
Basic Materials	5.8%	11.4%
Communication Services	5.3%	4.3%
Energy	4.8%	15.3%
Technology	4.1%	3.2%
Healthcare	3.8%	4.9%

Return for Risk

DIM vs. DFIV — Risk / Return Rank

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

DIM

DIM Risk / Return Rank: 43
DIM Sharpe Ratio Rank: 45
DIM Sortino Ratio Rank: 44
DIM Omega Ratio Rank: 43
DIM Calmar Ratio Rank: 40
DIM Martin Ratio Rank: 45

DFIV

DFIV Risk / Return Rank: 68
DFIV Sharpe Ratio Rank: 70
DFIV Sortino Ratio Rank: 67
DFIV Omega Ratio Rank: 68
DFIV Calmar Ratio Rank: 67
DFIV Martin Ratio Rank: 69

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.

DIM vs. DFIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International MidCap Dividend Fund (DIM) 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.

	DIM	DFIV	Difference
Sharpe ratio: Return per unit of total volatility	1.48	2.17	-0.69
Sortino ratio: Return per unit of downside risk	2.09	2.95	-0.85
Omega ratio: Gain probability vs. loss probability	1.26	1.39	-0.13
Calmar ratio: Return relative to maximum drawdown	1.88	3.21	-1.34
Martin ratio: Return relative to average drawdown	6.90	12.28	-5.38

DIM vs. DFIV - Sharpe Ratio Comparison

The current DIM Sharpe Ratio is 1.48, which is lower than the DFIV Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of DIM 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

DIM vs. DFIV - Drawdown Comparison

The maximum DIM drawdown since its inception was -61.45%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for DIM and DFIV.

Drawdown Indicators

	DIM	DFIV	Difference
Max Drawdown Largest peak-to-trough decline	-61.45%	-25.42%	-36.03%
Max Drawdown (1Y) Largest decline over 1 year	-10.56%	-9.66%	-0.90%
Max Drawdown (3Y) Largest decline over 3 years	-12.13%	-14.72%	+2.59%
Max Drawdown (5Y) Largest decline over 5 years	-30.71%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.89%	—	—
Current Drawdown Current decline from peak	-3.30%	-3.78%	+0.48%
Average Drawdown Average peak-to-trough decline	-12.60%	-4.45%	-8.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.87%	2.52%	+0.35%

Volatility

DIM vs. DFIV - Volatility Comparison

The current volatility for WisdomTree International MidCap Dividend Fund (DIM) is 4.39%, while Dimensional International Value ETF (DFIV) has a volatility of 4.96%. This indicates that DIM experiences smaller price fluctuations and is considered to be less risky than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIM	DFIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.39%	4.96%	-0.57%
Volatility (6M) Calculated over the trailing 6-month period	11.21%	11.79%	-0.58%
Volatility (1Y) Calculated over the trailing 1-year period	13.41%	14.32%	-0.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.47%	16.67%	-1.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.63%	16.67%	-0.04%

DIM vs. DFIV - Expense Ratio Comparison

DIM has a 0.58% expense ratio, which is higher than DFIV's 0.27% expense ratio.

Dividends

DIM vs. DFIV - Dividend Comparison

DIM's dividend yield for the trailing twelve months is around 2.84%, more than DFIV's 2.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFIV Dimensional International Value ETF	2.63%	2.92%	3.88%	3.93%	3.84%	2.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DIM WisdomTree International MidCap Dividend Fund	2.84%	3.20%	3.58%	4.62%	3.96%	3.65%	2.53%	3.26%	3.28%	2.57%	2.94%	2.81%

Frequently Asked Questions

Can I hold both DIM and DFIV in my portfolio?

With a correlation of 0.92, DIM and DFIV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DIM or DFIV?

DFIV has higher volatility (4.96%) compared to DIM (4.39%). In terms of maximum drawdown, DIM dropped -61.45% vs DFIV's -25.42%.

Which ETF is better, DIM or DFIV?

On 3-year performance, DFIV leads with 22.72% vs 18.56% for DIM. On fees, DFIV is cheaper at 0.27% per year. On volatility, DIM has been the lower-risk option at 4.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DIM or DFIV?

Over the 3-year period, DFIV has performed better with a 22.72% return vs 18.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIM or DFIV?

DFIV is cheaper with a 0.27% expense ratio, compared with 0.58% for DIM.

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

DIM has the higher dividend yield at 2.84%, compared with 2.63% for DFIV.

What is the main difference between DIM and DFIV?

They also come from different issuers: WisdomTree and Dimensional. Their fees differ too: 0.58% for DIM and 0.27% for DFIV.

Which has better risk-adjusted returns?

DFIV currently has the higher Sharpe Ratio (2.17 vs 1.48), 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.