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IDEV vs. DFGR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IDEV vs. DFGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI International Developed Markets ETF (IDEV) and Dimensional Global Real Estate ETF (DFGR). The values are adjusted to include any dividend payments, if applicable.

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IDEV vs. DFGR - Yearly Performance Comparison


2026 (YTD)2025202420232022
IDEV
iShares Core MSCI International Developed Markets ETF
1.32%32.56%4.54%17.36%-0.76%
DFGR
Dimensional Global Real Estate ETF
0.98%7.65%1.89%9.64%-1.24%

Returns By Period

In the year-to-date period, IDEV achieves a 1.32% return, which is significantly higher than DFGR's 0.98% return.


IDEV

1D
3.16%
1M
-7.78%
YTD
1.32%
6M
6.19%
1Y
25.70%
3Y*
15.12%
5Y*
8.28%
10Y*

DFGR

1D
1.72%
1M
-7.30%
YTD
0.98%
6M
0.03%
1Y
5.53%
3Y*
6.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IDEV vs. DFGR - Expense Ratio Comparison

IDEV has a 0.05% expense ratio, which is lower than DFGR's 0.22% 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

IDEV vs. DFGR — Risk / Return Rank

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

IDEV
IDEV Risk / Return Rank: 8383
Overall Rank
IDEV Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IDEV Sortino Ratio Rank: 8383
Sortino Ratio Rank
IDEV Omega Ratio Rank: 8383
Omega Ratio Rank
IDEV Calmar Ratio Rank: 8282
Calmar Ratio Rank
IDEV Martin Ratio Rank: 8282
Martin Ratio Rank

DFGR
DFGR Risk / Return Rank: 2525
Overall Rank
DFGR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DFGR Sortino Ratio Rank: 2323
Sortino Ratio Rank
DFGR Omega Ratio Rank: 2323
Omega Ratio Rank
DFGR Calmar Ratio Rank: 2626
Calmar Ratio Rank
DFGR Martin Ratio Rank: 2828
Martin Ratio Rank
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.

IDEV vs. DFGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI International Developed Markets ETF (IDEV) and Dimensional Global Real Estate ETF (DFGR). 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.


IDEVDFGRDifference

Sharpe ratio

Return per unit of total volatility

1.51

0.38

+1.13

Sortino ratio

Return per unit of downside risk

2.11

0.62

+1.49

Omega ratio

Gain probability vs. loss probability

1.31

1.08

+0.23

Calmar ratio

Return relative to maximum drawdown

2.21

0.57

+1.63

Martin ratio

Return relative to average drawdown

8.73

2.24

+6.49

IDEV vs. DFGR - Sharpe Ratio Comparison

The current IDEV Sharpe Ratio is 1.51, which is higher than the DFGR Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of IDEV and DFGR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IDEVDFGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

0.38

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.37

+0.14

Correlation

The correlation between IDEV and DFGR is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IDEV vs. DFGR - Dividend Comparison

IDEV's dividend yield for the trailing twelve months is around 3.36%, less than DFGR's 4.21% yield.


TTM202520242023202220212020201920182017
IDEV
iShares Core MSCI International Developed Markets ETF
3.36%3.40%3.30%3.07%2.69%3.05%2.00%3.18%3.16%1.54%
DFGR
Dimensional Global Real Estate ETF
4.21%4.05%3.73%2.77%0.59%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IDEV vs. DFGR - Drawdown Comparison

The maximum IDEV drawdown since its inception was -34.77%, which is greater than DFGR's maximum drawdown of -21.28%. Use the drawdown chart below to compare losses from any high point for IDEV and DFGR.


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Drawdown Indicators


IDEVDFGRDifference

Max Drawdown

Largest peak-to-trough decline

-34.77%

-21.28%

-13.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.20%

-10.85%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-29.15%

Current Drawdown

Current decline from peak

-7.89%

-7.39%

-0.50%

Average Drawdown

Average peak-to-trough decline

-6.64%

-6.55%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.77%

+0.06%

Volatility

IDEV vs. DFGR - Volatility Comparison

iShares Core MSCI International Developed Markets ETF (IDEV) has a higher volatility of 7.65% compared to Dimensional Global Real Estate ETF (DFGR) at 4.51%. This indicates that IDEV's price experiences larger fluctuations and is considered to be riskier than DFGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDEVDFGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

4.51%

+3.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

8.35%

+2.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.11%

14.57%

+2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

15.53%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

15.53%

+1.73%