DFSB vs EWI

Comparison between DIMENSIONAL GLOBAL SUSTAINABILITY FIXED INCOME ETF (DFSB, ETF) and ISHARES MSCI ITALY ETF (EWI, ETF).

DFSB vs EWI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DFSB(ETF)	EWI(ETF)
Net Assets	$663M	$664M
Expense Ratio	0.24%	0.50%
Max Drawdown	7.77%	75.12%
Sharpe Ratio	0.07	1.14
5Y Beta	0.05	0.76
5Y Dividends CAGR	N/A	24.69%

Net Assets

DFSB

$663M

Winner

EWI

$664M

Expense Ratio

Winner

DFSB

0.24%

EWI

0.50%

Max Drawdown

Winner

DFSB

7.77%

EWI

75.12%

Sharpe Ratio

DFSB

0.07

Winner

EWI

1.14

5Y Beta

Winner

DFSB

0.05

EWI

0.76

5Y Dividends CAGR

DFSB

N/A

EWI

24.69%

DFSB vs EWI - Historical Returns

Returns include dividend reinvestment.

Period	DFSB	EWI
1 month	+0.43%	+0.38%
3 months	-0.28%	+8.63%
6 months	+0.74%	+10.99%
1 year	+4.04%	+24.68%
5 years(CAGR)	N/A	+15.24%
10 years(CAGR)	N/A	+12.88%
Max(CAGR)	+4.72%	+4.47%

Winner

DFSB

+0.43%

EWI

+0.38%

DFSB

-0.28%

Winner

EWI

+8.63%

DFSB

+0.74%

Winner

EWI

+10.99%

DFSB

+4.04%

Winner

EWI

+24.68%

5Y(CAGR)

DFSB

N/A

EWI

+15.24%

10Y(CAGR)

DFSB

N/A

EWI

+12.88%

Max(CAGR)

Winner

DFSB

+4.72%

EWI

+4.47%

DFSB vs EWI - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	DFSB	EWI
2026	+0.84%	+5.22%
2025	+5.19%	+57.52%
2024	+2.90%	+11.09%
2023	+8.70%	+28.42%
2022	-0.77%	-15.46%
2021	N/A	+13.53%
2020	N/A	+0.31%
2019	N/A	+27.28%
2018	N/A	-17.71%
2017	N/A	+27.26%
2016	N/A	-7.20%
2015	N/A	+2.89%
2014	N/A	-9.42%
2013	N/A	+17.40%
2012	N/A	+10.72%
2011	N/A	-24.38%
2010	N/A	-15.95%
2009	N/A	+20.91%
2008	N/A	-47.20%
2007	N/A	+3.09%
2006	N/A	+27.63%
2005	N/A	+2.44%
2004	N/A	+30.72%
2003	N/A	+34.68%
2002	N/A	-8.68%
2001	N/A	-26.82%
2000	N/A	+0.01%
1999	N/A	+16.28%

DFSB vs EWI Drawdown Comparison

The maximum drawdown for DFSB was -5.15%, occurring on Oct 19, 2023. Recovery took 207 trading sessions.

The maximum drawdown for EWI was -70.40%, occurring on Mar 9, 2009. Recovery took 4472 trading sessions.

The current DFSB drawdown is -1.25%. The current EWI drawdown is -2.63%.

Rank	DFSB	EWI
#1	-5.15% Feb 2, 2023 - Nov 29, 2023	-70.40% May 7, 2007 - Feb 12, 2025
#2	-3.65% Sep 16, 2024 - Jun 12, 2025	-49.06% Feb 23, 2000 - Nov 4, 2004
#3	-3.29% Dec 7, 2022 - Jan 12, 2023	-16.80% Mar 19, 2025 - Apr 25, 2025
#4	-3.04% Feb 27, 2026 - Mar 27, 2026	-12.48% Feb 26, 2026 - Apr 14, 2026
#5	-2.94% Dec 27, 2023 - Jun 14, 2024	-11.33% May 10, 2006 - Aug 29, 2006
#6	-1.67% Jun 18, 2024 - Jul 16, 2024	-9.60% Sep 9, 2005 - Jan 3, 2006
#7	-1.22% Jul 1, 2025 - Aug 1, 2025	-7.97% Feb 16, 2007 - Apr 3, 2007
#8	-1.15% Oct 27, 2025 - Feb 10, 2026	-7.86% Apr 11, 2005 - Aug 3, 2005
#9	-1.14% Jan 18, 2023 - Feb 2, 2023	-6.70% Jan 14, 2000 - Feb 3, 2000
#10	-0.99% Aug 2, 2024 - Aug 14, 2024	-6.48% Dec 31, 1999 - Jan 14, 2000
#11	-0.80% Jul 17, 2024 - Jul 30, 2024	-6.12% Nov 12, 2025 - Dec 15, 2025
#12	-0.61% Dec 2, 2022 - Dec 7, 2022	-4.75% Dec 28, 2004 - Feb 14, 2005
#13	-0.60% Aug 13, 2025 - Sep 4, 2025	-4.39% Mar 17, 2006 - Apr 5, 2006
#14	-0.55% Aug 23, 2024 - Sep 4, 2024	-4.37% Oct 3, 2025 - Nov 10, 2025
#15	-0.54% Sep 11, 2025 - Oct 13, 2025	-4.35% Aug 11, 2005 - Sep 2, 2005

Correlation

Correlation between DFSB and EWI is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93

-101

Dividend Comparison (2000 - 2026)

DFSB vs EWI dividend yield comparison.

Year	DFSB	EWI
2026	0.33%	0.00%
2025	3.46%	2.80%
2024	4.35%	4.07%
2023	5.27%	3.40%
2022	0.41%	4.57%
2021	0.00%	2.63%
2020	0.00%	1.66%
2019	0.00%	3.80%
2018	0.00%	4.71%
2017	0.00%	2.19%
2016	0.00%	3.64%
2015	0.00%	2.31%
2014	0.00%	2.51%
2013	0.00%	2.19%
2012	0.00%	2.35%
2011	0.00%	4.65%
2010	0.00%	2.02%
2009	0.00%	2.22%
2008	0.00%	9.37%
2007	0.00%	4.52%
2006	0.00%	2.01%
2005	0.00%	1.98%
2004	0.00%	2.51%
2003	0.00%	3.10%
2002	0.00%	2.58%
2001	0.00%	1.95%
2000	0.00%	9.84%