VEU vs. DFAI
Compare and contrast key facts about Vanguard FTSE All-World ex-US ETF (VEU) and Dimensional International Core Equity Market ETF (DFAI).
VEU and DFAI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007. DFAI is an actively managed fund by Dimensional. It was launched on Nov 17, 2020.
Performance
VEU vs. DFAI - Performance Comparison
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VEU vs. DFAI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VEU Vanguard FTSE All-World ex-US ETF | 3.60% | 32.35% | 5.56% | 15.84% | -15.58% | 8.27% | 6.36% |
DFAI Dimensional International Core Equity Market ETF | 4.03% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 6.13% |
Returns By Period
In the year-to-date period, VEU achieves a 3.60% return, which is significantly lower than DFAI's 4.03% return.
VEU
- 1D
- 1.32%
- 1M
- -5.22%
- YTD
- 3.60%
- 6M
- 7.76%
- 1Y
- 28.98%
- 3Y*
- 16.19%
- 5Y*
- 7.74%
- 10Y*
- 9.16%
DFAI
- 1D
- 1.49%
- 1M
- -4.63%
- YTD
- 4.03%
- 6M
- 9.10%
- 1Y
- 29.81%
- 3Y*
- 16.70%
- 5Y*
- 9.76%
- 10Y*
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VEU vs. DFAI - Expense Ratio Comparison
VEU has a 0.07% expense ratio, which is lower than DFAI's 0.18% 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
VEU vs. DFAI — Risk / Return Rank
VEU
DFAI
VEU vs. DFAI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US ETF (VEU) and Dimensional International Core Equity Market ETF (DFAI). 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.
| VEU | DFAI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.69 | 1.79 | -0.10 |
Sortino ratioReturn per unit of downside risk | 2.32 | 2.44 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 2.74 | -0.17 |
Martin ratioReturn relative to average drawdown | 9.83 | 10.73 | -0.90 |
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
| VEU | DFAI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.69 | 1.79 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.62 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.75 | -0.52 |
Correlation
The correlation between VEU and DFAI is 0.97, 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
VEU vs. DFAI - Dividend Comparison
VEU's dividend yield for the trailing twelve months is around 2.88%, more than DFAI's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEU Vanguard FTSE All-World ex-US ETF | 2.88% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
DFAI Dimensional International Core Equity Market ETF | 2.37% | 2.45% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VEU vs. DFAI - Drawdown Comparison
The maximum VEU drawdown since its inception was -61.52%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for VEU and DFAI.
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Drawdown Indicators
| VEU | DFAI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.52% | -27.44% | -34.08% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -10.95% | -0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -29.31% | -27.44% | -1.87% |
Max Drawdown (10Y)Largest decline over 10 years | -34.98% | — | — |
Current DrawdownCurrent decline from peak | -7.36% | -6.23% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -13.23% | -5.21% | -8.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.79% | +0.20% |
Volatility
VEU vs. DFAI - Volatility Comparison
Vanguard FTSE All-World ex-US ETF (VEU) has a higher volatility of 7.65% compared to Dimensional International Core Equity Market ETF (DFAI) at 6.97%. This indicates that VEU's price experiences larger fluctuations and is considered to be riskier than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEU | DFAI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 6.97% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 11.61% | 10.65% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.25% | 16.73% | +0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 15.81% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.13% | 15.66% | +1.47% |