Dimensional ETF Trust - Dimensional International Small Cap Value ETF

10-Year Study

DISV.US · · US · ETF

Executive Summary: Dimensional ETF Trust - Dimensional International Small Cap Value ETF has compounded at 16.4% annually over the last 10 years, with a maximum drawdown of 24.2% and an annualized volatility of 24.4%.

1Y CAGR
+37.2%
3Y CAGR
+26.1%
5Y CAGR
+16.4%
10Y CAGR
+16.4%

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 →
24.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +47.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 5.9%
% 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.
20266.76.5-8.75.5————————9.5%
20253.32.63.53.66.24.6-0.15.63.3-0.43.44.047.4%
2024-1.61.16.0-1.26.1-4.05.31.02.1-5.6-0.3-2.35.9%
202310.1-2.3-0.12.8-5.94.26.3-2.5-2.3-3.06.85.319.5%
2022———-5.82.5-11.44.8-5.7-10.56.112.70.5-8.8%

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 24.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.1% of variance. Idiosyncratic stock-specific factors contribute 1.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-03-0110000
2022-04-019420.55966024783
2022-05-019659.621314167827
2022-06-018557.08257069593
2022-07-018971.703728234066
2022-08-018463.597023140917
2022-09-017576.401723821586
2022-10-018041.726148654999
2022-11-019066.352810607857
2022-12-019115.84779174517
2023-01-0110035.21930393767
2023-02-019805.376425889544
2023-03-019791.906272795213
2023-04-0110061.30933468184
2023-05-019464.908237379002
2023-06-019858.362011483192
2023-07-0110475.303973471406
2023-08-0110212.70311514072
2023-09-019978.027092460741
2023-10-019680.117427514018
2023-11-0110343.108517522389
2023-12-0110895.83230778181
2024-01-0110720.451809520398
2024-02-0110843.025727544897
2024-03-0111494.694728739758
2024-04-0111359.411430387054
2024-05-0112048.537302478777
2024-06-0111563.253780369376
2024-07-0112171.42447987756
2024-08-0112287.46470238122
2024-09-0112540.623028144119
2024-10-0111832.925350291109
2024-11-0111802.718196342024
2024-12-0111535.284193379486
2025-01-0111912.98549609097
2025-02-0112225.573600289987
2025-03-0112656.394742612672
2025-04-0113117.109779510152
2025-05-0113925.497970526767
2025-06-0114561.95151639913
2025-07-0114548.66036866153
2025-08-0115367.25186501206
2025-09-0115867.571837087224
2025-10-0115809.797858200905
2025-11-0116352.184089108867
2025-12-0117005.50888985353
2026-01-0118142.192905122683
2026-02-0119328.10339349405
2026-03-0117649.92817410061
2026-04-0118616.557100471233
Annual Return Matrix
YearAnnual Return
20230.19526264113892977
20240.05868775028236972
20250.47421672537670134
20260.09473684210526323
Total Factor Risk
0.24381590696073058
VTI.US Exposure
0.12855984012758054
VEA.US Exposure
0.4488925432263664
VWO.US Exposure
-0.01665851377979584
QQQ.US Exposure
-0.05319564364249575
VTV.US Exposure
-0.05629675995871351
IJR.US Exposure
0.026535347677736184
QUAL.US Exposure
-0.05667143252022808
SHV.US Exposure
0.5409923175058348
TLT.US Exposure
-0.020606415641567222
LQD.US Exposure
0.019857349656678548
HYG.US Exposure
0.006556553351001751
GLD.US Exposure
-0.0008992831792188847
USO.US Exposure
-0.0008518949636885089
VNQ.US Exposure
0.005250842509143848
BTC-USD.CC Exposure
-0.0029303300392188197
CPER.US Exposure
0.018223943772439615
VIX.INDX Exposure
-0.0014811357489740945
UUP.US Exposure
-0.006564256897307988
TIP.US Exposure
0.009033298902308846
Idiosyncratic Exposure
0.012253629642118152
Value Score
45.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
28.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.4%

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 →10.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.36%
Market Cap$2.8B
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
$7
Avg Yield on Cost
0.07%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$7.160.07%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 →
+1.9%
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 →
+12.5%
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 →
3.7% 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 →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Dimensional ETF Trust - Dimensional International Small Cap Value ETF (DISV.US) has an annualized volatility of 24.4% and experienced a maximum drawdown of 24.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DISV.US has generated a Compound Annual Growth Rate (CAGR) of 16.4%. 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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