DXIV vs. ISCF

Last updated Apr 1, 2026

Compare and contrast key facts about Dimensional International Vector Equity ETF (DXIV) and iShares MSCI Intl Small-Cap Multifactor ETF (ISCF).

DXIV and ISCF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DXIV is an actively managed fund by Dimensional Fund Advisors. It was launched on Sep 10, 2024. ISCF is a passively managed fund by iShares that tracks the performance of the MSCI World exUSA SmallCap Diversified Multi-Factor. It was launched on Apr 28, 2015.

Performance

DXIV vs. ISCF - Performance Comparison

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

DXIV vs. ISCF - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DXIV Dimensional International Vector Equity ETF	4.02%	39.12%	-4.40%
ISCF iShares MSCI Intl Small-Cap Multifactor ETF	0.75%	33.65%	-2.55%

Returns By Period

In the year-to-date period, DXIV achieves a 4.02% return, which is significantly higher than ISCF's 0.75% return.

DXIV

• 1D: 2.83%
• 1M: -7.40%
• YTD: 4.02%
• 6M: 10.85%
• 1Y: 33.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ISCF

• 1D: 2.96%
• 1M: -8.54%
• YTD: 0.75%
• 6M: 3.58%
• 1Y: 29.05%
• 3Y*: 14.93%
• 5Y*: 7.24%
• 10Y*: 9.03%

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

DXIV vs. ISCF - Expense Ratio Comparison

DXIV has a 0.30% expense ratio, which is lower than ISCF's 0.40% expense ratio.

ISCF

iShares MSCI Intl Small-Cap Multifactor ETF

DXIV

Dimensional International Vector Equity ETF

Return for Risk

DXIV vs. ISCF — Risk / Return Rank

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

DXIV

DXIV Risk / Return Rank: 91
DXIV Sharpe Ratio Rank: 91
DXIV Sortino Ratio Rank: 92
DXIV Omega Ratio Rank: 93
DXIV Calmar Ratio Rank: 89
DXIV Martin Ratio Rank: 90

ISCF

ISCF Risk / Return Rank: 86
ISCF Sharpe Ratio Rank: 86
ISCF Sortino Ratio Rank: 87
ISCF Omega Ratio Rank: 88
ISCF Calmar Ratio Rank: 85
ISCF Martin Ratio Rank: 85

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.

DXIV vs. ISCF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Vector Equity ETF (DXIV) and iShares MSCI Intl Small-Cap Multifactor ETF (ISCF). 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.

	DXIV	ISCF	Difference
Sharpe ratio Return per unit of total volatility	2.04	1.72	+0.32
Sortino ratio Return per unit of downside risk	2.76	2.34	+0.42
Omega ratio Gain probability vs. loss probability	1.42	1.35	+0.07
Calmar ratio Return relative to maximum drawdown	2.95	2.46	+0.50
Martin ratio Return relative to average drawdown	11.97	9.51	+2.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DXIV vs. ISCF - Sharpe Ratio Comparison

The current DXIV Sharpe Ratio is 2.04, which is comparable to the ISCF Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of DXIV and ISCF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DXIV	ISCF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.04	1.72	+0.32
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.44	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.53	0.46	+1.07

Correlation

The correlation between DXIV and ISCF is 0.94, 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

DXIV vs. ISCF - Dividend Comparison

DXIV's dividend yield for the trailing twelve months is around 2.44%, less than ISCF's 3.73% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DXIV Dimensional International Vector Equity ETF	2.44%	2.50%	0.64%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ISCF iShares MSCI Intl Small-Cap Multifactor ETF	3.73%	3.76%	4.29%	3.94%	2.73%	3.93%	2.30%	2.87%	2.14%	1.97%	2.89%	1.46%

Drawdowns

DXIV vs. ISCF - Drawdown Comparison

The maximum DXIV drawdown since its inception was -13.71%, smaller than the maximum ISCF drawdown of -40.79%. Use the drawdown chart below to compare losses from any high point for DXIV and ISCF.

Drawdown Indicators

	DXIV	ISCF	Difference
Max Drawdown Largest peak-to-trough decline	-13.71%	-40.79%	+27.08%
Max Drawdown (1Y) Largest decline over 1 year	-11.05%	-11.34%	+0.29%
Max Drawdown (5Y) Largest decline over 5 years	—	-30.70%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.79%	—
Current Drawdown Current decline from peak	-7.40%	-8.57%	+1.17%
Average Drawdown Average peak-to-trough decline	-2.47%	-8.23%	+5.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	2.93%	-0.20%

Volatility

DXIV vs. ISCF - Volatility Comparison

Dimensional International Vector Equity ETF (DXIV) and iShares MSCI Intl Small-Cap Multifactor ETF (ISCF) have volatilities of 6.95% and 7.29%, 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

	DXIV	ISCF	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.95%	7.29%	-0.34%
Volatility (6M) Calculated over the trailing 6-month period	10.28%	10.81%	-0.53%
Volatility (1Y) Calculated over the trailing 1-year period	16.63%	16.95%	-0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.41%	16.52%	-1.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.41%	17.32%	-1.91%