Dimensional ETF Trust - Dimensional International Small Cap ETF

10-Year Study

DFIS.US · · US · ETF

Executive Summary: Dimensional ETF Trust - Dimensional International Small Cap ETF has compounded at 11.8% annually over the last 10 years, with a maximum drawdown of 24.7% and an annualized volatility of 16.8%.

1Y CAGR
+30.5%
3Y CAGR
+20.7%
5Y CAGR
+11.8%
10Y CAGR
+11.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
24.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +37.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 3.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.16.0-9.16.8————————9.2%
20252.61.01.74.96.45.1-0.64.52.5-0.52.13.037.5%
2024-2.01.84.0-2.75.9-3.55.21.42.5-5.3-0.1-2.73.8%
20239.3-3.21.11.7-4.83.64.4-3.0-4.4-4.18.66.515.2%
2022———-6.41.1-10.66.2-5.7-11.15.412.0-1.0-12.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 16.8%. The dominant macroeconomic risk driver is VEA.US, accounting for 75.8% of variance. Idiosyncratic stock-specific factors contribute 1.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-03-0110000
2022-04-019357.566290330366
2022-05-019458.575948117368
2022-06-018454.359167876997
2022-07-018977.924431436733
2022-08-018466.513674917398
2022-09-017525.395021478814
2022-10-017928.556070891052
2022-11-018881.434319588941
2022-12-018792.754685189491
2023-01-019614.39058530314
2023-02-019307.807405912268
2023-03-019413.07333511775
2023-04-019576.87396609902
2023-05-019114.168995914857
2023-06-019446.026529295872
2023-07-019857.875637892224
2023-08-019557.786563346044
2023-09-019133.300277754619
2023-10-018754.44824242318
2023-11-019505.877603675312
2023-12-0110128.214691595838
2024-01-019927.072957757604
2024-02-0110107.240488110961
2024-03-0110507.110606014066
2024-04-0110226.196692394438
2024-05-0110825.760534271762
2024-06-0110444.363511906591
2024-07-0110982.891544061185
2024-08-0111139.803158416667
2024-09-0111412.994352761532
2024-10-0110813.211115450265
2024-11-0110800.442301194827
2024-12-0110512.595491862625
2025-01-0110784.470313603833
2025-02-0110895.79155678612
2025-03-0111076.968306135614
2025-04-0111621.376135919858
2025-05-0112362.976581731382
2025-06-0112987.375986730965
2025-07-0112904.663908134744
2025-08-0113483.51682104792
2025-09-0113814.277377259225
2025-10-0113740.033962413176
2025-11-0114032.61971311853
2025-12-0114453.771188114033
2026-01-0115331.352923882949
2026-02-0116248.425837761466
2026-03-0114774.088521669688
2026-04-0115783.30751780394
Annual Return Matrix
YearAnnual Return
20230.15188186799477021
20240.03795148621659217
20250.37490034685555185
20260.09198542805100196
Total Factor Risk
0.1677033543495817
VTI.US Exposure
0.25994145052732287
VEA.US Exposure
0.7579298914717492
VWO.US Exposure
-0.017193569325606856
QQQ.US Exposure
-0.09982267481893017
VTV.US Exposure
-0.13791790063669643
IJR.US Exposure
0.05386085994513913
QUAL.US Exposure
-0.06617720385283295
SHV.US Exposure
0.14810555020642335
TLT.US Exposure
-0.025877515631655877
LQD.US Exposure
0.031273196850918616
HYG.US Exposure
0.012887678561483332
GLD.US Exposure
-0.000367577479565519
USO.US Exposure
0.0015888077598082157
VNQ.US Exposure
0.039100503990382306
BTC-USD.CC Exposure
-0.00418896836905768
CPER.US Exposure
0.024687333817875357
VIX.INDX Exposure
-0.008563663959391694
UUP.US Exposure
0.005431007363796577
TIP.US Exposure
0.009655388417184623
Idiosyncratic Exposure
0.015647405161653586
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →12.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.98%
Market Cap$2.9B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$14
Avg Yield on Cost
0.14%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$13.60.14%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.09
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Dimensional ETF Trust - Dimensional International Small Cap ETF a high-risk investment?

Dimensional ETF Trust - Dimensional International Small Cap ETF (DFIS.US) has an annualized volatility of 16.8% and experienced a maximum drawdown of 24.7% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of DFIS.US?

Over the past 10 years, DFIS.US has generated a Compound Annual Growth Rate (CAGR) of 11.8%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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