IPOS vs. DMXF
Compare and contrast key facts about Renaissance International IPO ETF (IPOS) and iShares ESG Advanced MSCI EAFE ETF (DMXF).
IPOS and DMXF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IPOS is a passively managed fund by Renaissance Capital that tracks the performance of the Renaissance International IPO Index. It was launched on Oct 6, 2014. DMXF is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Choice ESG Screened Index. It was launched on Jun 16, 2020. Both IPOS and DMXF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IPOS vs. DMXF - Performance Comparison
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IPOS vs. DMXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IPOS Renaissance International IPO ETF | 7.91% | 39.93% | -12.34% | -16.49% | -33.46% | -30.62% | 29.96% |
DMXF iShares ESG Advanced MSCI EAFE ETF | 0.39% | 22.07% | 3.99% | 20.52% | -19.25% | 10.90% | 23.13% |
Returns By Period
In the year-to-date period, IPOS achieves a 7.91% return, which is significantly higher than DMXF's 0.39% return.
IPOS
- 1D
- 3.24%
- 1M
- -8.63%
- YTD
- 7.91%
- 6M
- 4.10%
- 1Y
- 44.00%
- 3Y*
- 4.31%
- 5Y*
- -12.01%
- 10Y*
- 0.20%
DMXF
- 1D
- 3.51%
- 1M
- -8.10%
- YTD
- 0.39%
- 6M
- 2.94%
- 1Y
- 17.59%
- 3Y*
- 11.83%
- 5Y*
- 5.70%
- 10Y*
- —
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IPOS vs. DMXF - Expense Ratio Comparison
IPOS has a 0.80% expense ratio, which is higher than DMXF's 0.12% expense ratio.
Return for Risk
IPOS vs. DMXF — Risk / Return Rank
IPOS
DMXF
IPOS vs. DMXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Renaissance International IPO ETF (IPOS) and iShares ESG Advanced MSCI EAFE ETF (DMXF). 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.
| IPOS | DMXF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 0.94 | +0.58 |
Sortino ratioReturn per unit of downside risk | 1.95 | 1.44 | +0.51 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.20 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.49 | 1.44 | +1.05 |
Martin ratioReturn relative to average drawdown | 7.61 | 5.43 | +2.19 |
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
| IPOS | DMXF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 0.94 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.46 | 0.33 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.56 | -0.56 |
Correlation
The correlation between IPOS and DMXF is 0.63, 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
IPOS vs. DMXF - Dividend Comparison
IPOS's dividend yield for the trailing twelve months is around 0.88%, less than DMXF's 4.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IPOS Renaissance International IPO ETF | 0.88% | 1.04% | 0.93% | 0.33% | 0.00% | 0.00% | 0.25% | 0.89% | 1.12% | 0.87% | 1.73% | 1.08% |
DMXF iShares ESG Advanced MSCI EAFE ETF | 4.83% | 4.85% | 2.92% | 2.29% | 2.37% | 1.91% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IPOS vs. DMXF - Drawdown Comparison
The maximum IPOS drawdown since its inception was -73.09%, which is greater than DMXF's maximum drawdown of -34.52%. Use the drawdown chart below to compare losses from any high point for IPOS and DMXF.
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Drawdown Indicators
| IPOS | DMXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.09% | -34.52% | -38.57% |
Max Drawdown (1Y)Largest decline over 1 year | -17.17% | -11.84% | -5.33% |
Max Drawdown (5Y)Largest decline over 5 years | -70.33% | -34.52% | -35.81% |
Max Drawdown (10Y)Largest decline over 10 years | -73.09% | — | — |
Current DrawdownCurrent decline from peak | -54.15% | -8.42% | -45.73% |
Average DrawdownAverage peak-to-trough decline | -31.77% | -7.83% | -23.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 3.15% | +2.47% |
Volatility
IPOS vs. DMXF - Volatility Comparison
Renaissance International IPO ETF (IPOS) has a higher volatility of 17.95% compared to iShares ESG Advanced MSCI EAFE ETF (DMXF) at 8.07%. This indicates that IPOS's price experiences larger fluctuations and is considered to be riskier than DMXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IPOS | DMXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.95% | 8.07% | +9.88% |
Volatility (6M)Calculated over the trailing 6-month period | 23.95% | 11.97% | +11.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.09% | 18.85% | +10.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.49% | 17.52% | +8.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 17.17% | +6.52% |