IVLU vs. DFIV
Compare and contrast key facts about iShares MSCI Intl Value Factor ETF (IVLU) and Dimensional International Value ETF (DFIV).
IVLU and DFIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVLU is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Enhanced Value. It was launched on Jun 16, 2015. DFIV is an actively managed fund by Dimensional. It was launched on Apr 16, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IVLU or DFIV.
Correlation
The correlation between IVLU and DFIV is 0.68, 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.
Performance
IVLU vs. DFIV - Performance Comparison
Key characteristics
IVLU:
0.89
DFIV:
0.80
IVLU:
1.33
DFIV:
1.18
IVLU:
1.18
DFIV:
1.16
IVLU:
1.03
DFIV:
0.94
IVLU:
3.60
DFIV:
3.66
IVLU:
4.44%
DFIV:
3.79%
IVLU:
17.97%
DFIV:
17.48%
IVLU:
-41.86%
DFIV:
-25.42%
IVLU:
-1.71%
DFIV:
-1.79%
Returns By Period
In the year-to-date period, IVLU achieves a 14.50% return, which is significantly higher than DFIV's 12.94% return.
IVLU
14.50%
0.36%
11.64%
16.53%
15.76%
N/A
DFIV
12.94%
-0.45%
10.01%
14.42%
N/A
N/A
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IVLU vs. DFIV - Expense Ratio Comparison
IVLU has a 0.30% expense ratio, which is higher than DFIV's 0.27% expense ratio.
Risk-Adjusted Performance
IVLU vs. DFIV — Risk-Adjusted Performance Rank
IVLU
DFIV
IVLU vs. DFIV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Value Factor ETF (IVLU) 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.
Dividends
IVLU vs. DFIV - Dividend Comparison
IVLU's dividend yield for the trailing twelve months is around 3.89%, more than DFIV's 3.59% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
IVLU iShares MSCI Intl Value Factor ETF | 3.89% | 4.46% | 4.69% | 3.59% | 3.25% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
DFIV Dimensional International Value ETF | 3.59% | 3.88% | 3.93% | 3.84% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IVLU vs. DFIV - Drawdown Comparison
The maximum IVLU drawdown since its inception was -41.86%, which is greater than DFIV's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for IVLU and DFIV. For additional features, visit the drawdowns tool.
Volatility
IVLU vs. DFIV - Volatility Comparison
iShares MSCI Intl Value Factor ETF (IVLU) and Dimensional International Value ETF (DFIV) have volatilities of 12.05% and 11.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.