FEDM vs. DFSI
Compare and contrast key facts about FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) and Dimensional International Sustainability Core 1 ETF (DFSI).
FEDM and DFSI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEDM is a passively managed fund by FlexShares that tracks the performance of the Northern Trust ESG & Climate Developed Markets ex-US Core Index - Benchmark TR Net. It was launched on Sep 20, 2021. DFSI is an actively managed fund by Dimensional. It was launched on Nov 1, 2022.
Performance
FEDM vs. DFSI - Performance Comparison
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FEDM vs. DFSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FEDM FlexShares ESG & Climate Developed Markets ex-US Core Index Fund | 0.51% | 26.85% | 2.85% | 17.39% | 11.25% |
DFSI Dimensional International Sustainability Core 1 ETF | 1.03% | 33.62% | 4.98% | 17.86% | 11.99% |
Returns By Period
In the year-to-date period, FEDM achieves a 0.51% return, which is significantly lower than DFSI's 1.03% return.
FEDM
- 1D
- 1.27%
- 1M
- -5.09%
- YTD
- 0.51%
- 6M
- 3.68%
- 1Y
- 20.30%
- 3Y*
- 12.43%
- 5Y*
- —
- 10Y*
- —
DFSI
- 1D
- 1.85%
- 1M
- -5.59%
- YTD
- 1.03%
- 6M
- 5.56%
- 1Y
- 26.38%
- 3Y*
- 15.52%
- 5Y*
- —
- 10Y*
- —
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FEDM vs. DFSI - Expense Ratio Comparison
FEDM has a 0.12% expense ratio, which is lower than DFSI's 0.24% expense ratio. Despite the difference, 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
FEDM vs. DFSI — Risk / Return Rank
FEDM
DFSI
FEDM vs. DFSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) and Dimensional International Sustainability Core 1 ETF (DFSI). 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.
| FEDM | DFSI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.56 | -0.46 |
Sortino ratioReturn per unit of downside risk | 1.64 | 2.15 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.32 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.19 | -0.47 |
Martin ratioReturn relative to average drawdown | 6.47 | 8.93 | -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. | |||
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Sharpe Ratios by Period
| FEDM | DFSI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.56 | -0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.35 | -0.95 |
Correlation
The correlation between FEDM and DFSI 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
FEDM vs. DFSI - Dividend Comparison
FEDM's dividend yield for the trailing twelve months is around 2.98%, more than DFSI's 2.24% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FEDM FlexShares ESG & Climate Developed Markets ex-US Core Index Fund | 2.98% | 2.97% | 2.94% | 2.61% | 2.53% | 0.62% |
DFSI Dimensional International Sustainability Core 1 ETF | 2.24% | 2.23% | 2.39% | 2.10% | 0.18% | 0.00% |
Drawdowns
FEDM vs. DFSI - Drawdown Comparison
The maximum FEDM drawdown since its inception was -29.37%, which is greater than DFSI's maximum drawdown of -12.82%. Use the drawdown chart below to compare losses from any high point for FEDM and DFSI.
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Drawdown Indicators
| FEDM | DFSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.37% | -12.82% | -16.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -12.26% | +0.34% |
Current DrawdownCurrent decline from peak | -7.11% | -7.29% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -2.57% | -4.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.00% | +0.17% |
Volatility
FEDM vs. DFSI - Volatility Comparison
The current volatility for FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) is 7.48%, while Dimensional International Sustainability Core 1 ETF (DFSI) has a volatility of 7.91%. This indicates that FEDM experiences smaller price fluctuations and is considered to be less risky than DFSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEDM | DFSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 7.91% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 12.93% | 11.34% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 16.96% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 15.06% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 15.06% | +1.34% |