EVLU vs. DFIV
EVLU (iShares MSCI Emerging Markets Value Factor ETF) and DFIV (Dimensional International Value ETF) are both exchange-traded funds - EVLU is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Value Factor Select Index (Net), while DFIV is a Foreign Large Cap Equities fund actively managed by Dimensional. EVLU is passively managed, while DFIV is actively managed. Over the past year, EVLU returned 52.71% vs 37.44% for DFIV. Their 0.63 correlation means they have sometimes moved together and sometimes differently. EVLU charges 0.35%/yr vs 0.27%/yr for DFIV.
Performance
EVLU vs. DFIV - Performance Comparison
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Returns By Period
In the year-to-date period, EVLU achieves a 26.39% return, which is significantly higher than DFIV's 16.68% return.
EVLU
- 1D
- 0.12%
- 1M
- 0.50%
- 6M
- 16.81%
- YTD
- 26.39%
- 1Y
- 52.71%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 35.20%
DFIV
- 1D
- -0.47%
- 1M
- 4.37%
- 6M
- 10.06%
- YTD
- 16.68%
- 1Y
- 37.44%
- 3Y*
- 23.26%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.12%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $76.53M | $67.72M | $67.89M | |
| $154.42K | $144.62K | $121.49K |
EVLU vs. DFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 26.39% | 38.54% | 1.21% |
DFIV Dimensional International Value ETF | 16.68% | 45.36% | -3.77% |
Correlation
The correlation between EVLU and DFIV is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2024 | 0.63 |
The correlation between EVLU and DFIV has been stable across timeframes, ranging from 0.63 to 0.63 - a consistent structural relationship.
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Return for Risk
EVLU vs. DFIV — Risk / Return Rank
EVLU
DFIV
EVLU vs. DFIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Value Factor ETF (EVLU) and Dimensional International Value ETF (DFIV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EVLU | DFIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.48 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | 3.86 | +0.14 |
| Martin ratioReturn relative to average drawdown | 11.62 | 14.96 | -3.34 |
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Drawdowns
EVLU vs. DFIV - Drawdown Comparison
The maximum EVLU drawdown since its inception was -17.17%, smaller than the maximum DFIV drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for EVLU and DFIV.
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Drawdown Indicators
| EVLU | DFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.17% | -25.42% | +8.25% |
Max Drawdown (1Y)Largest decline over 1 year | -12.90% | -9.66% | -3.24% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.72% | — |
Current DrawdownCurrent decline from peak | -7.82% | -0.47% | -7.35% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -4.37% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.44% | 2.49% | +1.95% |
Volatility
EVLU vs. DFIV - Volatility Comparison
iShares MSCI Emerging Markets Value Factor ETF (EVLU) has a higher volatility of 6.36% compared to Dimensional International Value ETF (DFIV) at 3.89%. This indicates that EVLU's price experiences larger fluctuations and is considered to be riskier than DFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVLU | DFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 3.89% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 18.46% | 11.59% | +6.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.91% | 13.91% | +7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.37% | 16.55% | +3.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.37% | 16.55% | +3.82% |
EVLU vs. DFIV - Expense Ratio Comparison
EVLU has a 0.35% expense ratio, which is higher than DFIV's 0.27% expense ratio.
Dividends
EVLU vs. DFIV - Dividend Comparison
EVLU's dividend yield for the trailing twelve months is around 3.85%, more than DFIV's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
DFIV Dimensional International Value ETF | 2.58% | 2.92% | 3.88% | 3.93% | 3.84% | 2.30% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 3.85% | 5.20% | 1.03% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EVLU and DFIV have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVLU has higher volatility (6.36%) compared to DFIV (3.89%). In terms of maximum drawdown, EVLU dropped -17.17% vs DFIV's -25.42%.
On 1-year performance, EVLU leads with 52.71% vs 37.44% for DFIV. On fees, DFIV is cheaper at 0.27% per year. On volatility, DFIV has been the lower-risk option at 3.89%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EVLU has performed better with a 52.71% return vs 37.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFIV is cheaper with a 0.27% expense ratio, compared with 0.35% for EVLU.
EVLU has the higher dividend yield at 3.85%, compared with 2.58% for DFIV.
EVLU is categorized as Emerging Markets Equities, while DFIV is Foreign Large Cap Equities. They also come from different issuers: iShares and Dimensional. Their fees differ too: 0.35% for EVLU and 0.27% for DFIV.
DFIV currently has the higher Sharpe Ratio (2.69 vs 2.47), 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.
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