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 Fund Advisors LP. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DSCLX or SPDW.
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.
Performance
DSCLX vs. SPDW - Performance Comparison
Key characteristics
DSCLX:
1.05
SPDW:
0.88
DSCLX:
1.50
SPDW:
1.28
DSCLX:
1.18
SPDW:
1.16
DSCLX:
1.47
SPDW:
1.18
DSCLX:
3.54
SPDW:
2.78
DSCLX:
3.80%
SPDW:
4.07%
DSCLX:
12.89%
SPDW:
12.86%
DSCLX:
-42.26%
SPDW:
-60.02%
DSCLX:
-0.96%
SPDW:
-1.50%
Returns By Period
In the year-to-date period, DSCLX achieves a 7.30% return, which is significantly lower than SPDW's 8.06% return. Both investments have delivered pretty close results over the past 10 years, with DSCLX having a 5.65% annualized return and SPDW not far behind at 5.59%.
DSCLX
7.30%
4.11%
4.02%
12.98%
6.84%
5.65%
SPDW
8.06%
4.33%
2.61%
10.91%
6.67%
5.59%
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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%.
Risk-Adjusted Performance
DSCLX vs. SPDW — Risk-Adjusted Performance Rank
DSCLX
SPDW
DSCLX vs. SPDW - Risk-Adjusted Performance 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.
Dividends
DSCLX vs. SPDW - Dividend Comparison
DSCLX's dividend yield for the trailing twelve months is around 3.24%, more than SPDW's 2.96% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSCLX DFA International Social Core Equity Portfolio | 3.24% | 3.47% | 3.17% | 2.73% | 3.08% | 1.80% | 2.91% | 2.78% | 2.46% | 2.76% | 2.56% | 3.09% |
SPDW SPDR Portfolio World ex-US ETF | 2.96% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.79% | 3.51% |
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. For additional features, visit the drawdowns tool.
Volatility
DSCLX vs. SPDW - Volatility Comparison
The current volatility for DFA International Social Core Equity Portfolio (DSCLX) is 3.21%, while SPDR Portfolio World ex-US ETF (SPDW) has a volatility of 3.41%. 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.