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SPIP vs DFSI

Comparison between STATE STREET(R) SPDR(R) PORTFOLIO TIPS ETF (SPIP, ETF) and DIMENSIONAL INTERNATIONAL SUSTAINABILITY CORE 1 ETF (DFSI, ETF).

SPIP vs DFSI - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SPIP
$1B
DFSI
$1B
Expense Ratio
Winner
SPIP
0.12%
DFSI
0.24%
Max Drawdown
SPIP
23.50%
Winner
DFSI
13.30%
Sharpe Ratio
SPIP
0.15
Winner
DFSI
0.85
5Y Beta
Winner
SPIP
0.04
DFSI
0.70
5Y Dividends CAGR
SPIP
9.28%
DFSI
N/A

SPIP vs DFSI - Historical Returns

Returns include dividend reinvestment.

1M
SPIP
-0.37%
Winner
DFSI
-0.27%
3M
SPIP
-0.10%
Winner
DFSI
+1.40%
6M
SPIP
+0.90%
Winner
DFSI
+6.39%
1Y
SPIP
+4.40%
Winner
DFSI
+16.65%
5Y(CAGR)
SPIP
+0.78%
DFSI
N/A
10Y(CAGR)
SPIP
+2.58%
DFSI
N/A
Max(CAGR)
SPIP
+3.53%
Winner
DFSI
+20.02%

SPIP vs DFSI - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearSPIPDFSI
2026+1.13%+3.27%
2025+6.66%+33.93%
2024+1.79%+6.26%
2023+2.70%+17.21%
2022-12.15%+11.99%
2021+5.76%N/A
2020+10.90%N/A
2019+8.96%N/A
2018-1.33%N/A
2017+2.91%N/A
2016+4.36%N/A
2015-3.17%N/A
2014+4.19%N/A
2013-9.14%N/A
2012+7.43%N/A
2011+14.09%N/A
2010+5.99%N/A
2009+11.54%N/A
2008-2.88%N/A
2007+9.82%N/A

SPIP vs DFSI Drawdown Comparison

The maximum drawdown for SPIP was -15.36%, occurring on Oct 6, 2023. This drawdown has not yet recovered.

The maximum drawdown for DFSI was -12.82%, occurring on Oct 27, 2023. Recovery took 104 trading sessions.

The current SPIP drawdown is -1.42%. The current DFSI drawdown is -4.57%.

RankSPIPDFSI
#1-15.36%
Nov 9, 2021 - Oct 6, 2023
-12.82%
Jul 19, 2023 - Dec 14, 2023
#2-14.38%
Mar 12, 2008 - Oct 1, 2009
-12.63%
Mar 19, 2025 - Apr 25, 2025
#3-11.92%
Dec 6, 2012 - Mar 20, 2019
-12.26%
Feb 26, 2026 - Mar 27, 2026
#4-10.66%
Mar 6, 2020 - Apr 28, 2020
-9.65%
Sep 26, 2024 - Mar 5, 2025
#5-5.74%
Oct 25, 2010 - Apr 19, 2011
-8.12%
Feb 2, 2023 - Apr 13, 2023
#6-3.64%
Aug 10, 2011 - Nov 2, 2011
-7.02%
Jul 16, 2024 - Aug 19, 2024
#7-3.33%
Nov 26, 2007 - Jan 9, 2008
-5.15%
Mar 27, 2024 - May 14, 2024
#8-3.27%
Jan 25, 2021 - May 5, 2021
-4.91%
Nov 12, 2025 - Dec 4, 2025
#9-2.70%
Nov 30, 2009 - Apr 29, 2010
-4.59%
May 8, 2023 - Jun 15, 2023
#10-2.64%
Feb 11, 2008 - Feb 29, 2008
-4.01%
Jun 15, 2023 - Jul 12, 2023
#11-2.57%
Aug 29, 2019 - Jan 24, 2020
-3.97%
Jul 23, 2025 - Aug 13, 2025
#12-2.49%
Aug 1, 2012 - Sep 13, 2012
-3.79%
Dec 13, 2022 - Jan 6, 2023
#13-1.93%
Jan 31, 2012 - Apr 17, 2012
-3.71%
Dec 27, 2023 - Feb 16, 2024
#14-1.75%
May 30, 2007 - Jul 10, 2007
-3.45%
Jun 6, 2024 - Jul 11, 2024
#15-1.69%
Aug 1, 2007 - Aug 30, 2007
-3.36%
Aug 30, 2024 - Sep 19, 2024

Correlation

Correlation between SPIP and DFSI is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.

0.96
-101

Dividend Comparison (2007 - 2026)

SPIP vs DFSI dividend yield comparison.

YearSPIPDFSI
20262.29%0.22%
20254.09%2.23%
20243.36%2.39%
20233.70%2.10%
20227.05%0.18%
20214.53%0.00%
20201.97%0.00%
20192.91%0.00%
20182.81%0.00%
20173.02%0.00%
20161.88%0.00%
20150.14%0.00%
20141.66%0.00%
20131.11%0.00%
20122.35%0.00%
20113.95%0.00%
20102.32%0.00%
20091.87%0.00%
20085.92%0.00%
20073.43%0.00%

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