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ETFs

Dimensional International Sustainability Core 1 ETF

DFSI
$—
Today’s Change
— (—)

Snapshot
*

Inception Date
Nov 1, 2022
Expense Ratio
0.24%
Type
Global Ex. US Equities
Fund Owner
Dimensional
Volume (1m avg. daily)
$1,215,376
AUM
$244,840,680
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Fractionable on Composer
No
Prospectus
View

Top 10 Holdings

NOVO B
Novo Nordisk - Ordinary Shares - Class B
1.91%
ASML
ASML Holding NV - New York Shares
1.55%
MC
Lvmh Moet Hennessy Vuitton SE
1.39%
AZN
Astrazeneca plc - ADR
1.1%
ROG
Roche Holding AG
1.04%
UL
Unilever plc - ADR
0.84%
OR
L`Oreal
0.74%
—
CASH AND CASH EQUIVALENTS
0.72%
7203
Toyota Motor Corporation
0.71%
NVS
Novartis AG - ADR
0.7%
Invest with DFSI
Trade DFSI Options

What is DFSI?

The Portfolio is designed to purchase a broad and diverse group of securities of non U.S. companies in developed markets. The Portfolio invests in companies of all sizes, with increased exposure to smaller capitalization, lower relative price, and higher profitability companies as compared to their representation in the International Universe, while adjusting the composition of the Portfolio based on sustainability impact considerations.

1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade

DFSI
Performance Measures**

for the time period Nov 2, 2022 to Dec 4, 2025

Returns

1M Trailing Return: 3.2%

The percent change in the value over the most recent 1-month period.

3M Trailing Return: 4.7%

The percent change in the value over the most recent 3-month period.

Measures of Risk or Volatility

Max Drawdown: -12.8%

The greatest percent loss from peak to trough in value over the time period.

Standard Deviation: 14.7%

The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.

Measures of Risk-Adjusted Performance

Sharpe Ratio: 1.38

The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.

Calmar Ratio: 1.66

The annualized return divided by the max drawdown for the selected time period.

ETFs related toDFSI

ETFs correlated to DFSI include IEFA, IDEV, ESGD

DFSI
Dimensional ETF Trust - Dimensional International Sustainability Core 1 ETF
IEFA
BlackRock Institutional Trust Company N.A. - iShares Core MSCI EAFE ETF
IDEV
iShares Trust - iShares Core MSCI International Developed Markets ETF
ESGD
iShares Trust - iShares Trust iShares ESG Aware MSCI EAFE ETF
VEA
Vanguard Group, Inc. - Vanguard FTSE Developed Markets ETF
EFA
BlackRock Institutional Trust Company N.A. - iShares MSCI EAFE ETF
SCHF
Schwab Strategic Trust - Schwab International Equity ETF
SPDW
SSgA Active Trust - SPDR Portfolio Developed World ex-US ETF
DFAI
Dimensional ETF Trust - Dimensional International Core Equity Market ETF
BBIN
J.P. Morgan Exchange-Traded Fund Trust - JPMorgan BetaBuilders International Equity ETF
BKIE
BNY Mellon ETF Trust - BNY Mellon International Equity ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

FAQ

DFSI is a Global Ex. US Equities ETF. The Portfolio is designed to purchase a broad and diverse group of securities of non U.S. companies in developed markets. The Portfolio invests in companies of all sizes, with increased exposure to smaller capitalization, lower relative price, and higher profitability companies as compared to their representation in the International Universe, while adjusting the composition of the Portfolio based on sustainability impact considerations.

Yes, DFSI is actively managed. In an actively managed fund, the fund manager makes decisions about how funds are invested. A passively managed fund typically tries to track or follow a market index.

No, DFSI is not passively managed. It is actively managed. A passively managed fund typically tries to track or follow a market index. In an actively managed fund, the fund manager makes decisions about how funds are invested.

The 1-month return on DFSI is -0.0088%. This is the percent change in the value of DFSI over the most recent 1-month period. The 3-month return on DFSI is -0.0238%. This is the percent change in the value of DFSI over the most recent 3-month period.

ETFs similar to DFSI include PBW, IGF, and ARKK.

ETFs correlated to DFSI include IEFA, IDEV, and ESGD.

ETFs that are inversely correlated to DFSI include EFZ, EPV, and SDS.

Disclaimers

*

We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.