DFLV vs CWB

Comparison between DIMENSIONAL US LARGE CAP VALUE ETF (DFLV, ETF) and STATE STREET(R) SPDR(R) BLOOMBERG CONVERTIBLE SECURITIES ETF (CWB, ETF).

DFLV vs CWB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DFLV(ETF)	CWB(ETF)
Net Assets	$6.20B	$6.20B
Expense Ratio	0.21%	0.40%
Max Drawdown	17.54%	32.16%
Sharpe Ratio	2.21	1.77
5Y Beta	0.74	0.63
P/E Ratio	19.53	N/A
Forward P/E	14.81	N/A
5Y Dividends CAGR	N/A	-3.87%
5Y EPS CAGR	14.83%	N/A
Debt to Equity	42.49%	N/A
P/S Ratio	2.13	N/A
P/B Ratio	2.79	N/A

Net Assets

DFLV

$6.20B

CWB

$6.20B

Expense Ratio

Winner

DFLV

0.21%

CWB

0.40%

Max Drawdown

Winner

DFLV

17.54%

CWB

32.16%

Sharpe Ratio

Winner

DFLV

2.21

CWB

1.77

5Y Beta

DFLV

0.74

Winner

CWB

0.63

P/E Ratio

DFLV

19.53

CWB

N/A

Forward P/E

DFLV

14.81

CWB

N/A

5Y Dividends CAGR

DFLV

N/A

CWB

-3.87%

5Y EPS CAGR

DFLV

14.83%

CWB

N/A

Debt to Equity

DFLV

42.49%

CWB

N/A

P/S Ratio

DFLV

2.13

CWB

N/A

P/B Ratio

DFLV

2.79

CWB

N/A

DFLV vs CWB - Historical Returns

Returns include dividend reinvestment.

Period	DFLV	CWB
1 month	+4.31%	+2.12%
3 months	+13.22%	+16.57%
6 months	+16.81%	+19.37%
1 year	+32.30%	+34.35%
5 years(CAGR)	N/A	+6.71%
10 years(CAGR)	N/A	+12.69%
Max(CAGR)	+16.46%	+11.89%

Winner

DFLV

+4.31%

CWB

+2.12%

DFLV

+13.22%

Winner

CWB

+16.57%

DFLV

+16.81%

Winner

CWB

+19.37%

DFLV

+32.30%

Winner

CWB

+34.35%

5Y(CAGR)

DFLV

N/A

CWB

+6.71%

10Y(CAGR)

DFLV

N/A

CWB

+12.69%

Max(CAGR)

Winner

DFLV

+16.46%

CWB

+11.89%

DFLV vs CWB - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	DFLV	CWB
2026	+15.61%	+18.77%
2025	+16.09%	+16.44%
2024	+12.38%	+10.97%
2023	+12.67%	+14.90%
2022	-0.68%	-20.52%
2021	N/A	+2.71%
2020	N/A	+52.07%
2019	N/A	+22.44%
2018	N/A	-3.35%
2017	N/A	+15.84%
2016	N/A	+11.56%
2015	N/A	-0.87%
2014	N/A	+8.01%
2013	N/A	+19.29%
2012	N/A	+14.23%
2011	N/A	-7.95%
2010	N/A	+12.77%
2009	N/A	+29.61%

DFLV vs CWB Drawdown Comparison

The maximum drawdown for DFLV was -16.80%, occurring on Apr 8, 2025. Recovery took 184 trading sessions.

The maximum drawdown for CWB was -32.06%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.

The current CWB drawdown is -3.49%.

Rank	DFLV	CWB
#1	-16.80% Nov 25, 2024 - Aug 22, 2025	-32.06% Feb 19, 2020 - Jun 8, 2020
#2	-11.29% Jul 31, 2023 - Dec 13, 2023	-29.86% Feb 12, 2021 - Jul 16, 2025
#3	-11.21% Feb 2, 2023 - Jul 21, 2023	-17.09% May 2, 2011 - Oct 18, 2012
#4	-6.10% Jul 31, 2024 - Aug 23, 2024	-15.95% Jun 1, 2015 - Jul 22, 2016
#5	-5.48% Feb 11, 2026 - Apr 17, 2026	-13.79% Jun 20, 2018 - Feb 25, 2019
#6	-5.40% Mar 28, 2024 - Jul 16, 2024	-10.76% Apr 26, 2010 - Oct 5, 2010
#7	-4.25% Dec 13, 2022 - Jan 6, 2023	-9.06% Sep 5, 2014 - Mar 20, 2015
#8	-4.11% Nov 12, 2025 - Nov 28, 2025	-7.61% Sep 1, 2020 - Oct 9, 2020
#9	-3.77% Aug 30, 2024 - Sep 19, 2024	-7.58% Jan 19, 2010 - Mar 8, 2010
#10	-3.20% Oct 6, 2025 - Oct 27, 2025	-7.52% Oct 29, 2025 - Jan 13, 2026
#11	-2.95% Oct 18, 2024 - Nov 6, 2024	-7.36% Jan 26, 2018 - Mar 12, 2018
#12	-2.81% Jan 13, 2023 - Jan 26, 2023	-6.76% Jan 28, 2026 - Apr 8, 2026
#13	-2.64% Jul 17, 2024 - Jul 31, 2024	-6.66% Jun 2, 2026 - Jun 10, 2026
#14	-2.54% Jan 2, 2024 - Jan 25, 2024	-6.52% May 21, 2013 - Jul 22, 2013
#15	-2.24% Jun 4, 2026 - Jun 12, 2026	-6.24% May 3, 2019 - Jul 12, 2019

Correlation

Correlation between DFLV and CWB is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (2009 - 2026)

DFLV vs CWB dividend yield comparison.

Year	DFLV	CWB
2026	0.33%	0.58%
2025	1.61%	1.69%
2024	1.65%	1.85%
2023	1.72%	1.97%
2022	0.11%	2.21%
2021	0.00%	1.97%
2020	0.00%	2.34%
2019	0.00%	3.03%
2018	0.00%	6.17%
2017	0.00%	4.25%
2016	0.00%	4.60%
2015	0.00%	7.52%
2014	0.00%	7.37%
2013	0.00%	3.66%
2012	0.00%	3.84%
2011	0.00%	4.97%
2010	0.00%	4.59%
2009	0.00%	3.88%