DFSI

Dimensional International Sustainability Core 1 ETF

DFSI is an actively managed ETF that aims to invest in a portfolio of non-US developed market equities across all market-caps with perceived high profitability and positive sustainability characteristics.


Active, Diverse

MANAGEMENT MATRIX

DFIC

CLOSEST COMP

FACTOR SCORECARD

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Fund Basics
Fund sponsorDimensional
CategoryInternational Equities
Asset classEquity
Websitelink...
Inception dateNov 01, 2022
Assets (mns)$428
Expense ratio24 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsQuarterly
Taxation1099
Stock selectionProprietary
WeightingProprietary
Holdings TransparencyFull
Derivatives-basedNo
Options availableNo
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings Complete list  + 
NOVO NORDISK A/S-B 2.3 %
ASML HOLDING NV-NY REG SHS 1.9 %
LVMH MOET HENNESSY LOUIS VUI 1.4 %
ASTRAZENECA PLC-SPONS ADR 1.1 %
TOYOTA MOTOR CORP 1.1 %
UNILEVER PLC-SPONSORED ADR 1.0 %
ROCHE HOLDING LTD 0.9 %
NOVARTIS AG-ADR 0.8 %
L'OREAL 0.8 %
RELX PLC SPONSORED ADR 0.7 %
Constituent Breakdown
Number of holdings2974
Herfindahl-Hirschman Index 29
Wgt avg mkt cap (mns)$67,819
Large cap (>$10bn)64.0%
Mid cap ($2-10bn)26.2%
Small cap (<$2bn)9.0%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
JAPAN 20.0 %
BRITAIN 11.5 %
CANADA 9.0 %
FRANCE 8.4 %
SWITZERLAND 7.8 %
GERMANY 7.1 %
NETHERLANDS 6.1 %
AUSTRALIA 4.8 %
DENMARK 4.2 %
SWEDEN 3.3 %
Historical Performance


Standardized Annual Returns (as of 04/30/2024)
YTD1 YR2 YR3 YR5 YR10 YRIncep.
1.4% -- -- -- -- -- 8.2%
Market Correlations
versus...BetaR-squared
S&P 5000.9885%
MSCI EAFE1.0098%
MSCI Emg Mkts0.8974%
Liquidity Measures
Avg. volume (000)38
Turnover0.3%
Avg. Bid/Ask (% of price)0.28%
ADV of underlying (mns)$54,029
Technical Indicators
Recent close$34.10
30d moving avg.$30.00
Annualized volatility16.1%
Relative strength (RSI)75
Short interest (ETF)0.4%
Short interest (underlying)0.0%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Risk and Returns: DFSI vs. Comps (1 YR)

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Dividends per share -- -- -- -- -- -- --
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Book value per share -- -- -- -- -- -- --
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Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2023 2024E Fwd Est 2025E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
0.8 14.4 1.8 3.1% --
Based on closing prices from 5/16/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
DFSI



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Fund Rating

Our measure of an ETF's overall investment merit

ALTAR Score™

DFSI

5.9%

Cat. Avg

7.0%

Fund Category: International Equities

Avg. Return on Equity--%
Divided by: Fwd. P/BV--x
Less: Expenses-- bp
Equals: ALTAR Score™5.9%
Recommendation

UNDERWEIGHT

Below average appreciation potential. A rating of UNDERWEIGHT is assigned to ETFs with ALTAR Scores in the 2nd quintile (ranking higher than only 20%-40%) of their category. Typically, funds in this category consist of stocks trading at relatively expensive valuations and/or having below-average fundamentals.

Category Overview
There are 256 funds in the International Equities category, with an average ALTAR Score™ of 7.0% and a standard deviation of 2.3%. DFSI's ALTAR Score™ is approximately 0.5 standard deviations below the category average. This places DFSI in the 32nd percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

Composite
DFSI
Peer Average
SELL
U/W
HOLD
O/W
BUY



Recent Trends


Breakdown

 

Market Activity
Latest price
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Volume
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Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
DFSI 24.0 28.2 52.2
Peer Avg. -- -- --
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .