SPDW vs. DFIVX
Compare and contrast key facts about SPDR Portfolio World ex-US ETF (SPDW) and DFA International Value Portfolio (DFIVX).
SPDW is a passively managed fund by State Street that tracks the performance of the S&P Developed Ex-U.S. BMI Index. It was launched on Apr 26, 2007. DFIVX is managed by Dimensional. It was launched on Feb 14, 1994.
Performance
SPDW vs. DFIVX - Performance Comparison
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SPDW vs. DFIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPDW SPDR Portfolio World ex-US ETF | 2.79% | 34.75% | 3.55% | 17.81% | -15.98% | 11.45% | 9.90% | 22.41% | -14.22% | 25.81% |
DFIVX DFA International Value Portfolio | 2.99% | 45.24% | 6.87% | 17.83% | -3.51% | 18.57% | -2.13% | 15.68% | -17.49% | 26.08% |
Returns By Period
In the year-to-date period, SPDW achieves a 2.79% return, which is significantly lower than DFIVX's 2.99% return. Over the past 10 years, SPDW has underperformed DFIVX with an annualized return of 9.30%, while DFIVX has yielded a comparatively higher 11.29% annualized return.
SPDW
- 1D
- 3.30%
- 1M
- -8.46%
- YTD
- 2.79%
- 6M
- 8.61%
- 1Y
- 29.84%
- 3Y*
- 16.03%
- 5Y*
- 8.28%
- 10Y*
- 9.30%
DFIVX
- 1D
- 0.26%
- 1M
- -8.38%
- YTD
- 2.99%
- 6M
- 11.70%
- 1Y
- 34.52%
- 3Y*
- 21.08%
- 5Y*
- 14.04%
- 10Y*
- 11.29%
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SPDW vs. DFIVX - Expense Ratio Comparison
SPDW has a 0.04% expense ratio, which is lower than DFIVX's 0.30% expense ratio.
Return for Risk
SPDW vs. DFIVX — Risk / Return Rank
SPDW
DFIVX
SPDW vs. DFIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio World ex-US ETF (SPDW) and DFA International Value Portfolio (DFIVX). 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.
| SPDW | DFIVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.71 | 2.03 | -0.32 |
Sortino ratioReturn per unit of downside risk | 2.34 | 2.59 | -0.25 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.40 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.56 | -0.07 |
Martin ratioReturn relative to average drawdown | 9.76 | 11.62 | -1.86 |
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
| SPDW | DFIVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 2.03 | -0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.87 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.63 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.38 | -0.17 |
Correlation
The correlation between SPDW and DFIVX is 0.91, 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
SPDW vs. DFIVX - Dividend Comparison
SPDW's dividend yield for the trailing twelve months is around 3.21%, less than DFIVX's 4.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPDW SPDR Portfolio World ex-US ETF | 3.21% | 3.30% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.78% |
DFIVX DFA International Value Portfolio | 4.09% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
Drawdowns
SPDW vs. DFIVX - Drawdown Comparison
The maximum SPDW drawdown since its inception was -60.02%, smaller than the maximum DFIVX drawdown of -66.61%. Use the drawdown chart below to compare losses from any high point for SPDW and DFIVX.
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Drawdown Indicators
| SPDW | DFIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.02% | -66.61% | +6.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.55% | -11.99% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -30.21% | -25.29% | -4.92% |
Max Drawdown (10Y)Largest decline over 10 years | -34.98% | -48.11% | +13.13% |
Current DrawdownCurrent decline from peak | -8.63% | -8.44% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -13.01% | -12.30% | -0.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.75% | +0.19% |
Volatility
SPDW vs. DFIVX - Volatility Comparison
SPDR Portfolio World ex-US ETF (SPDW) has a higher volatility of 8.31% compared to DFA International Value Portfolio (DFIVX) at 6.28%. This indicates that SPDW's price experiences larger fluctuations and is considered to be riskier than DFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPDW | DFIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.31% | 6.28% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.51% | 10.36% | +1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.57% | 16.49% | +1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 16.24% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.15% | 18.06% | -0.91% |