DSCLX vs. SPDW
Compare and contrast key facts about DFA International Social Core Equity Portfolio (DSCLX) and SPDR Portfolio World ex-US ETF (SPDW).
DSCLX is managed by Dimensional. It was launched on Nov 1, 2012. SPDW is a passively managed fund by State Street that tracks the performance of the S&P Developed Ex-U.S. BMI Index. It was launched on Apr 26, 2007.
Performance
DSCLX vs. SPDW - Performance Comparison
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DSCLX vs. SPDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSCLX DFA International Social Core Equity Portfolio | -2.02% | 37.80% | 4.92% | 18.46% | -16.62% | 13.39% | 7.53% | 21.13% | -17.38% | 27.65% |
SPDW SPDR Portfolio World ex-US ETF | 2.79% | 34.75% | 3.55% | 17.81% | -15.98% | 11.45% | 9.90% | 22.41% | -14.22% | 25.81% |
Returns By Period
In the year-to-date period, DSCLX achieves a -2.02% return, which is significantly lower than SPDW's 2.79% return. Both investments have delivered pretty close results over the past 10 years, with DSCLX having a 8.94% annualized return and SPDW not far ahead at 9.30%.
DSCLX
- 1D
- -0.08%
- 1M
- -11.58%
- YTD
- -2.02%
- 6M
- 3.16%
- 1Y
- 26.13%
- 3Y*
- 15.77%
- 5Y*
- 8.27%
- 10Y*
- 8.94%
SPDW
- 1D
- 3.30%
- 1M
- -8.46%
- YTD
- 2.79%
- 6M
- 8.61%
- 1Y
- 29.84%
- 3Y*
- 16.03%
- 5Y*
- 8.28%
- 10Y*
- 9.30%
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DSCLX vs. SPDW - Expense Ratio Comparison
DSCLX has a 0.27% expense ratio, which is higher than SPDW's 0.04% 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
DSCLX vs. SPDW — Risk / Return Rank
DSCLX
SPDW
DSCLX vs. SPDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA International Social Core Equity Portfolio (DSCLX) and SPDR Portfolio World ex-US ETF (SPDW). 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.
| DSCLX | SPDW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.57 | 1.71 | -0.14 |
Sortino ratioReturn per unit of downside risk | 2.08 | 2.34 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.49 | -0.47 |
Martin ratioReturn relative to average drawdown | 8.06 | 9.76 | -1.70 |
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
| DSCLX | SPDW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 1.71 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.51 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.54 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.21 | +0.26 |
Correlation
The correlation between DSCLX and SPDW 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
DSCLX vs. SPDW - Dividend Comparison
DSCLX's dividend yield for the trailing twelve months is around 3.45%, more than SPDW's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCLX DFA International Social Core Equity Portfolio | 3.45% | 3.38% | 3.48% | 3.17% | 2.73% | 3.53% | 1.80% | 2.91% | 2.77% | 2.45% | 2.75% | 2.56% |
SPDW SPDR Portfolio World ex-US ETF | 3.21% | 3.30% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.78% |
Drawdowns
DSCLX vs. SPDW - Drawdown Comparison
The maximum DSCLX drawdown since its inception was -42.26%, smaller than the maximum SPDW drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for DSCLX and SPDW.
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Drawdown Indicators
| DSCLX | SPDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.26% | -60.02% | +17.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -11.55% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -32.15% | -30.21% | -1.94% |
Max Drawdown (10Y)Largest decline over 10 years | -42.26% | -34.98% | -7.28% |
Current DrawdownCurrent decline from peak | -11.58% | -8.63% | -2.95% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -13.01% | +4.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.94% | +0.05% |
Volatility
DSCLX vs. SPDW - Volatility Comparison
The current volatility for DFA International Social Core Equity Portfolio (DSCLX) is 6.57%, while SPDR Portfolio World ex-US ETF (SPDW) has a volatility of 8.31%. This indicates that DSCLX experiences smaller price fluctuations and is considered to be less risky than SPDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSCLX | SPDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 8.31% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 11.51% | -1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 17.57% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.99% | 16.26% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.46% | 17.15% | -0.69% |