EWI vs DFSB

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

EWI vs DFSB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

EWI

$664M

DFSB

$663M

Expense Ratio

EWI

0.50%

Winner

DFSB

0.24%

Max Drawdown

EWI

75.12%

Winner

DFSB

7.77%

Sharpe Ratio

Winner

EWI

1.14

DFSB

0.07

5Y Beta

EWI

0.76

Winner

DFSB

0.05

5Y Dividends CAGR

EWI

24.69%

DFSB

N/A

EWI vs DFSB - Historical Returns

Returns include dividend reinvestment.

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

EWI

+0.38%

Winner

DFSB

+0.43%

Winner

EWI

+8.63%

DFSB

-0.28%

Winner

EWI

+10.99%

DFSB

+0.74%

Winner

EWI

+24.68%

DFSB

+4.04%

5Y(CAGR)

EWI

+15.24%

DFSB

N/A

10Y(CAGR)

EWI

+12.88%

DFSB

N/A

Max(CAGR)

EWI

+4.47%

Winner

DFSB

+4.72%

EWI vs DFSB - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

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

EWI vs DFSB Drawdown Comparison

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

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

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

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

Correlation

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

0.93

-101

Dividend Comparison (2000 - 2026)

EWI vs DFSB dividend yield comparison.

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