DISV vs. DISVX

In the year-to-date period, DISV achieves a 18.72% return, which is significantly lower than DISVX's 20.17% return.

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DISV has a 0.42% expense ratio, which is lower than DISVX's 0.46% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Small Cap Value ETF (DISV) and DFA International Small Cap Value Portfolio (DISVX). 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.

The current DISV Sharpe Ratio is 0.78, which is comparable to the DISVX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of DISV and DISVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DISV's dividend yield for the trailing twelve months is around 2.41%, less than DISVX's 3.15% yield.

The maximum DISV drawdown since its inception was -26.77%, smaller than the maximum DISVX drawdown of -63.79%. Use the drawdown chart below to compare losses from any high point for DISV and DISVX. For additional features, visit the drawdowns tool.

Dimensional International Small Cap Value ETF (DISV) has a higher volatility of 2.91% compared to DFA International Small Cap Value Portfolio (DISVX) at 2.64%. This indicates that DISV's price experiences larger fluctuations and is considered to be riskier than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.