GWX vs. DFISX
Compare and contrast key facts about SPDR S&P International Small Cap ETF (GWX) and DFA International Small Company Portfolio (DFISX).
GWX is a passively managed fund by State Street that tracks the performance of the S&P Developed Ex-U.S. Under USD2 Billion Index. It was launched on Apr 20, 2007. DFISX is managed by Dimensional. It was launched on Sep 30, 1996.
Performance
GWX vs. DFISX - Performance Comparison
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GWX vs. DFISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GWX SPDR S&P International Small Cap ETF | 3.35% | 35.89% | 0.21% | 10.94% | -19.98% | 9.66% | 13.41% | 18.18% | -18.97% | 28.88% |
DFISX DFA International Small Company Portfolio | -1.97% | 36.35% | 3.76% | 14.46% | -17.13% | 10.71% | 9.27% | 24.18% | -19.42% | 24.78% |
Returns By Period
In the year-to-date period, GWX achieves a 3.35% return, which is significantly higher than DFISX's -1.97% return. Both investments have delivered pretty close results over the past 10 years, with GWX having a 7.39% annualized return and DFISX not far ahead at 7.66%.
GWX
- 1D
- 3.25%
- 1M
- -9.05%
- YTD
- 3.35%
- 6M
- 6.84%
- 1Y
- 36.16%
- 3Y*
- 14.03%
- 5Y*
- 5.10%
- 10Y*
- 7.39%
DFISX
- 1D
- -0.34%
- 1M
- -11.77%
- YTD
- -1.97%
- 6M
- 2.11%
- 1Y
- 26.89%
- 3Y*
- 14.28%
- 5Y*
- 6.58%
- 10Y*
- 7.66%
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GWX vs. DFISX - Expense Ratio Comparison
GWX has a 0.40% expense ratio, which is higher than DFISX's 0.39% expense ratio.
Return for Risk
GWX vs. DFISX — Risk / Return Rank
GWX
DFISX
GWX vs. DFISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P International Small Cap ETF (GWX) and DFA International Small Company Portfolio (DFISX). 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.
| GWX | DFISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.17 | 1.66 | +0.50 |
Sortino ratioReturn per unit of downside risk | 2.86 | 2.15 | +0.71 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.33 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.94 | 2.04 | +0.90 |
Martin ratioReturn relative to average drawdown | 11.98 | 7.97 | +4.00 |
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
| GWX | DFISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.17 | 1.66 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.42 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.48 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.44 | -0.23 |
Correlation
The correlation between GWX and DFISX is 0.92, 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
GWX vs. DFISX - Dividend Comparison
GWX's dividend yield for the trailing twelve months is around 2.74%, less than DFISX's 3.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GWX SPDR S&P International Small Cap ETF | 2.74% | 2.83% | 2.71% | 2.64% | 2.71% | 2.75% | 1.74% | 3.41% | 2.94% | 5.18% | 4.21% | 2.67% |
DFISX DFA International Small Company Portfolio | 3.21% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
Drawdowns
GWX vs. DFISX - Drawdown Comparison
The maximum GWX drawdown since its inception was -63.25%, roughly equal to the maximum DFISX drawdown of -60.66%. Use the drawdown chart below to compare losses from any high point for GWX and DFISX.
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Drawdown Indicators
| GWX | DFISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.25% | -60.66% | -2.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -11.96% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -34.58% | -35.06% | +0.48% |
Max Drawdown (10Y)Largest decline over 10 years | -45.27% | -43.00% | -2.27% |
Current DrawdownCurrent decline from peak | -9.05% | -11.77% | +2.72% |
Average DrawdownAverage peak-to-trough decline | -14.85% | -11.69% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.06% | -0.14% |
Volatility
GWX vs. DFISX - Volatility Comparison
SPDR S&P International Small Cap ETF (GWX) has a higher volatility of 7.73% compared to DFA International Small Company Portfolio (DFISX) at 5.90%. This indicates that GWX's price experiences larger fluctuations and is considered to be riskier than DFISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GWX | DFISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.73% | 5.90% | +1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 10.04% | +1.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.79% | 15.38% | +1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 15.75% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 16.11% | +1.13% |