DFAX vs ESGD
Comparison between DIMENSIONAL WORLD EX U.S. CORE EQUITY 2 ETF (DFAX, ETF) and ISHARES ESG AWARE MSCI EAFE ETF (ESGD, ETF).
5-Year PerformanceDFAX has outperformed ESGD, delivering a return of +10.4% compared to +8.2%
DFAX vs ESGD - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
DFAX
$11B
Winner
ESGD
$11B
Expense Ratio
DFAX
0.28%
Winner
ESGD
0.20%
Max Drawdown
Winner
DFAX
30.88%
ESGD
36.32%
Sharpe Ratio
Winner
DFAX
2.23
ESGD
1.27
5Y Beta
Winner
DFAX
0.70
ESGD
0.74
5Y Dividends CAGR
DFAX
N/A
ESGD
19.87%
DFAX vs ESGD - Holdings Comparison
DFAX and ESGD have 1 common holdings. Overlap is 0.14%
DFAX's top 25 holdings weight is 5.90%. ESGD's top 25 holdings weight is 25.02%.
| Rank | DFAX | ESGD |
|---|---|---|
| #1 | n/a (TSM) - 0.85% | ASML HOLDING NV (n/a) - 2.85% |
| #2 | NOVARTIS AG ADR (NVS) - 0.60% | NOVARTIS AG REGISTERED SHARES (n/a) - 1.61% |
| #3 | n/a (SHEL) - 0.57% | HSBC HOLDINGS PLC (n/a) - 1.35% |
| #4 | ASML HOLDING NV ADR (ASML) - 0.43% | ASTRAZENECA PLC (AZN:XLON) - 1.20% |
| #5 | BP PLC ADR (BP) - 0.27% | ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.19% |
| #6 | HSBC HOLDINGS PLC ADR (HSBC) - 0.23% | SIEMENS AG (n/a) - 1.14% |
| #7 | ASTRAZENECA PLC ADR (AZN) - 0.23% | NESTLE SA (n/a) - 1.11% |
| #8 | SUNCOR ENERGY INC (SU) - 0.22% | SCHNEIDER ELECTRIC SE (n/a) - 1.04% |
| #9 | ROYAL BANK OF CANADA (RY) - 0.21% | ABB LTD (n/a) - 1.01% |
| #10 | UNILEVER PLC ADR (UL) - 0.20% | SAP SE (n/a) - 1.01% |
| #11 | CANADIAN NATURAL RESOURCES LTD (CNQ) - 0.19% | COMMONWEALTH BANK OF AUSTRALIA (n/a) - 0.98% |
| #12 | AGNICO EAGLE MINES LTD (AEM) - 0.17% | SHELL PLC (n/a) - 0.93% |
| #13 | THE TORONTO-DOMINION BANK (TD) - 0.17% | IBERDROLA SA (n/a) - 0.86% |
| #14 | BHP GROUP LTD ADR (BHP) - 0.15% | BHP GROUP LTD (n/a) - 0.84% |
| #15 | ICICI BANK LTD ADR (IBN) - 0.15% | MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 0.80% |
| #16 | n/a (CLS) - 0.14% | SUMITOMO MITSUI FINANCIAL GROUP INC (n/a) - 0.79% |
| #17 | BANCO BILBAO VIZCAYA ARGENTARIA SA ADR (BBVA) - 0.14% | HITACHI LTD (n/a) - 0.78% |
| #18 | ALCON INC (ALC) - 0.14% | SONY GROUP CORP (n/a) - 0.78% |
| #19 | RIO TINTO PLC ADR (RIO) - 0.14% | TOYOTA MOTOR CORP (n/a) - 0.75% |
| #20 | CENOVUS ENERGY INC (CVE) - 0.13% | ALLIANZ SE (n/a) - 0.70% |
| #21 | TC ENERGY CORP (TRP) - 0.12% | AXA SA (n/a) - 0.68% |
| #22 | YUM CHINA HOLDINGS INC (YUMC) - 0.12% | TOKYO ELECTRON LTD (n/a) - 0.68% |
| #23 | NUTRIEN LTD (NTR) - 0.11% | TOTALENERGIES SE (TTE) - 0.67% |
| #24 | SUN LIFE FINANCIAL INC (SLF) - 0.11% | ZURICH INSURANCE GROUP AG (n/a) - 0.65% |
| #25 | GSK PLC ADR (GSK) - 0.11% | SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 0.62% |
| Total Holdings | 52 | 394 |
DFAX vs ESGD - Historical Returns
Returns include dividend reinvestment.
1M
Winner
DFAX
+4.82%
ESGD
+1.76%
3M
Winner
DFAX
+4.51%
ESGD
-0.37%
6M
Winner
DFAX
+20.01%
ESGD
+11.44%
1Y
Winner
DFAX
+41.38%
ESGD
+24.66%
5Y(CAGR)
Winner
DFAX
+10.42%
ESGD
+8.21%
10Y(CAGR)
DFAX
N/A
ESGD
+9.71%
Max(CAGR)
Winner
DFAX
+10.42%
ESGD
+9.71%
DFAX vs ESGD - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | DFAX | ESGD |
|---|---|---|
| 2026 | +13.45% | +6.76% |
| 2025 | +35.62% | +30.15% |
| 2024 | +5.82% | +5.27% |
| 2023 | +15.89% | +17.62% |
| 2022 | -14.97% | -15.64% |
| 2021 | -2.69% | +11.04% |
| 2020 | N/A | +7.27% |
| 2019 | N/A | +24.28% |
| 2018 | N/A | -13.80% |
| 2017 | N/A | +24.81% |
| 2016 | N/A | +5.46% |
DFAX vs ESGD Drawdown Comparison
The maximum drawdown for DFAX was -28.13%, occurring on Oct 12, 2022. Recovery took 624 trading sessions.
The maximum drawdown for ESGD was -33.70%, occurring on Mar 23, 2020. Recovery took 207 trading sessions.
The current ESGD drawdown is -1.73%.
| Rank | DFAX | ESGD |
|---|---|---|
| #1 | -28.13% Sep 13, 2021 - Mar 7, 2024 | -33.70% Jan 17, 2020 - Nov 11, 2020 |
| #2 | -13.89% Mar 19, 2025 - May 2, 2025 | -29.99% Sep 7, 2021 - Feb 22, 2024 |
| #3 | -11.11% Feb 25, 2026 - May 6, 2026 | -21.96% Jan 26, 2018 - Dec 27, 2019 |
| #4 | -9.41% Sep 26, 2024 - Mar 17, 2025 | -13.86% Mar 19, 2025 - Apr 29, 2025 |
| #5 | -7.96% Jul 12, 2024 - Aug 23, 2024 | -11.68% Feb 25, 2026 - Mar 27, 2026 |
| #6 | -4.58% Nov 12, 2025 - Dec 10, 2025 | -10.13% Sep 26, 2024 - Mar 5, 2025 |
| #7 | -4.21% Apr 9, 2024 - May 6, 2024 | -7.72% Jul 12, 2024 - Aug 21, 2024 |
| #8 | -3.83% Aug 23, 2024 - Sep 19, 2024 | -5.79% Nov 12, 2025 - Dec 11, 2025 |
| #9 | -3.40% Jul 23, 2025 - Aug 12, 2025 | -5.66% Sep 28, 2016 - Jan 5, 2017 |
| #10 | -3.37% Oct 6, 2025 - Oct 24, 2025 | -5.42% Jun 15, 2021 - Aug 13, 2021 |
| #11 | -3.19% May 17, 2024 - Jul 11, 2024 | -4.94% Mar 27, 2024 - May 9, 2024 |
| #12 | -2.48% Jun 12, 2025 - Jun 26, 2025 | -4.61% Jul 23, 2025 - Aug 15, 2025 |
| #13 | -2.21% Oct 27, 2025 - Nov 11, 2025 | -4.54% Jan 8, 2021 - Feb 11, 2021 |
| #14 | -1.94% Aug 22, 2025 - Sep 8, 2025 | -3.74% Aug 30, 2024 - Sep 19, 2024 |
| #15 | -1.87% Jan 27, 2026 - Feb 6, 2026 | -3.70% Feb 16, 2021 - Apr 5, 2021 |
Correlation
Correlation between DFAX and ESGD is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.
0.99
-101
Dividend Comparison (2016 - 2026)
DFAX vs ESGD dividend yield comparison.
| Year | DFAX | ESGD |
|---|---|---|
| 2026 | 0.15% | 0.00% |
| 2025 | 2.58% | 3.60% |
| 2024 | 2.98% | 3.23% |
| 2023 | 3.01% | 3.02% |
| 2022 | 3.30% | 2.59% |
| 2021 | 1.40% | 2.75% |
| 2020 | 0.00% | 1.63% |
| 2019 | 0.00% | 2.57% |
| 2018 | 0.00% | 2.69% |
| 2017 | 0.00% | 2.65% |
| 2016 | 0.00% | 0.09% |
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