DISV vs. DXIV

Last updated Jun 4, 2026

DISV (Dimensional International Small Cap Value ETF) and DXIV (Dimensional International Vector Equity ETF) are both Foreign Small & Mid Cap Equities funds. Both are actively managed. Over the past year, DISV returned 34.34% vs 29.51% for DXIV. Their correlation of 0.93 suggests significant overlap in exposure. DISV charges 0.42%/yr vs 0.30%/yr for DXIV.

Performance

DISV vs. DXIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Small Cap Value ETF (DISV) and Dimensional International Vector Equity ETF (DXIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DISV achieves a 10.83% return, which is significantly lower than DXIV's 11.53% return.

DISV

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

DXIV

• 1D: 0.50%
• 1M: 2.25%
• YTD: 11.53%
• 6M: 15.82%
• 1Y: 29.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DISV vs. DXIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DISV Dimensional International Small Cap Value ETF	10.83%	47.42%	-3.73%
DXIV Dimensional International Vector Equity ETF	11.53%	39.12%	-4.40%

Correlation

The correlation between DISV and DXIV is 0.93, 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	0.93
Correlation (All Time) Calculated using the full available price history since Sep 13, 2024	0.93

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

DISV vs. DXIV - Sectors Allocation Comparison

Sectors	DISV	DXIV
Financial Services	18.6%	17.6%
Basic Materials	18.3%	12.6%
Industrials	18.1%	19.0%
Consumer Cyclical	15.3%	11.3%
Energy	9.2%	9.8%
Consumer Defensive	4.3%	6.5%
Technology	4.1%	7.3%
Communication Services	3.4%	5.3%
Real Estate	3.2%	1.6%
Healthcare	3.0%	6.6%
Utilities	2.6%	2.5%

Return for Risk

DISV vs. DXIV — Risk / Return Rank

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

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

DXIV

DXIV Risk / Return Rank: 63
DXIV Sharpe Ratio Rank: 65
DXIV Sortino Ratio Rank: 63
DXIV Omega Ratio Rank: 65
DXIV Calmar Ratio Rank: 57
DXIV Martin Ratio Rank: 62

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.

DISV vs. DXIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Small Cap Value ETF (DISV) and Dimensional International Vector Equity ETF (DXIV). 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.

	DISV	DXIV	Difference
Sharpe ratio Return per unit of total volatility	2.39	2.20	+0.19
Sortino ratio Return per unit of downside risk	3.28	3.00	+0.29
Omega ratio Gain probability vs. loss probability	1.43	1.40	+0.03
Calmar ratio Return relative to maximum drawdown	2.72	2.88	-0.16
Martin ratio Return relative to average drawdown	10.27	11.44	-1.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DISV vs. DXIV - Sharpe Ratio Comparison

The current DISV Sharpe Ratio is 2.39, which is comparable to the DXIV Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of DISV and DXIV, 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

	DISV	DXIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.39	2.20	+0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	1.69	-0.76

Drawdowns

DISV vs. DXIV - Drawdown Comparison

The maximum DISV drawdown since its inception was -26.77%, which is greater than DXIV's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for DISV and DXIV.

Drawdown Indicators

	DISV	DXIV	Difference
Max Drawdown Largest peak-to-trough decline	-26.77%	-13.71%	-13.06%
Max Drawdown (1Y) Largest decline over 1 year	-12.69%	-10.84%	-1.85%
Max Drawdown (3Y) Largest decline over 3 years	-14.15%	—	—
Current Drawdown Current decline from peak	-2.48%	-0.72%	-1.76%
Average Drawdown Average peak-to-trough decline	-4.90%	-2.47%	-2.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.35%	2.73%	+0.62%

Volatility

DISV vs. DXIV - Volatility Comparison

Dimensional International Small Cap Value ETF (DISV) and Dimensional International Vector Equity ETF (DXIV) have volatilities of 4.16% and 4.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DISV	DXIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	4.08%	+0.08%
Volatility (6M) Calculated over the trailing 6-month period	11.69%	11.07%	+0.62%
Volatility (1Y) Calculated over the trailing 1-year period	14.45%	13.54%	+0.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.36%	15.40%	+1.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.36%	15.40%	+1.96%

DISV vs. DXIV - Expense Ratio Comparison

DISV has a 0.42% expense ratio, which is higher than DXIV's 0.30% expense ratio.

Dividends

DISV vs. DXIV - Dividend Comparison

DISV's dividend yield for the trailing twelve months is around 2.39%, more than DXIV's 2.28% yield.

Position	TTM	2025	2024	2023	2022
DISV Dimensional International Small Cap Value ETF	2.39%	2.69%	2.77%	2.73%	1.23%
DXIV Dimensional International Vector Equity ETF	2.28%	2.50%	0.64%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DISV and DXIV in my portfolio?

With a correlation of 0.93, DISV and DXIV 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, DISV or DXIV?

DISV has higher volatility (4.16%) compared to DXIV (4.08%). In terms of maximum drawdown, DISV dropped -26.77% vs DXIV's -13.71%.

Which ETF is better, DISV or DXIV?

On 1-year performance, DISV leads with 34.34% vs 29.51% for DXIV. On fees, DXIV is cheaper at 0.30% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DISV or DXIV?

Over the 1-year period, DISV has performed better with a 34.34% return vs 29.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DISV or DXIV?

DXIV is cheaper with a 0.30% expense ratio, compared with 0.42% for DISV.

Which ETF pays a higher dividend yield, DISV or DXIV?

DISV has the higher dividend yield at 2.39%, compared with 2.28% for DXIV.

What is the main difference between DISV and DXIV?

They also come from different issuers: Dimensional and Dimensional Fund Advisors. Their fees differ too: 0.42% for DISV and 0.30% for DXIV.

Which has better risk-adjusted returns?

DISV currently has the higher Sharpe Ratio (2.39 vs 2.20), 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.