(DFIV) Dimensional International - Ratings and Ratios
Large-Cap, Non-US, Developed Markets, Value Stocks
| Risk via 10d forecast | |
|---|---|
| Volatility | 14.2% |
| Value at Risk 5%th | 24.3% |
| Relative Tail Risk | 4.22% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 1.53 |
| Alpha | 22.25 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.265 |
| Beta | 0.630 |
| Beta Downside | 0.683 |
| Drawdowns 3y | |
|---|---|
| Max DD | 14.72% |
| Mean DD | 2.19% |
| Median DD | 1.59% |
Description: DFIV Dimensional International October 31, 2025
The Dimensional International Value ETF (DFIV) is managed with two tax-efficiency objectives: (i) to defer and reduce net capital-gain distributions by harvesting losses when possible, and (ii) to tilt realized gains toward long-term status, which is taxed at lower rates. The portfolio primarily targets large-cap non-U.S. equities in developed markets that the manager judges to be “lower-relative-price” (i.e., value-oriented) stocks.
Key quantitative metrics (as of the latest filing) include an expense ratio of 0.30%, total assets under management of roughly $150 million, and an average dividend yield of about 2.8%. The fund’s top holdings are concentrated in European financials, consumer staples, and industrials, reflecting the broader “foreign large value” tilt.
Macro-level drivers that can materially affect DFIV’s performance are (a) the relative strength of the U.S. dollar versus other developed-market currencies, (b) the global interest-rate environment-higher rates tend to compress equity valuations and can benefit value-style stocks, and (c) the health of the European and Japanese economies, which together account for over 70 % of the fund’s exposure.
For a deeper dive into how DFIV’s value methodology compares with other international value ETFs, you might explore the analytical tools on ValueRay to see the fund’s factor exposures and historical tax-efficiency performance.
DFIV ETF Overview
| Market Cap in USD | 14,791m |
| Category | Foreign Large Value |
| TER | 0.27% |
| IPO / Inception | 1999-04-16 |
| Return 12m vs S&P 500 | 16.5% |
| Analyst Rating | - |
DFIV Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 3.07% |
| Yield on Cost 5y | 5.05% |
| Yield CAGR 5y | 22.07% |
| Payout Consistency | 100.0% |
| Payout Ratio | - |
DFIV Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 19.64% |
| CAGR/Max DD Calmar Ratio | 1.33 |
| CAGR/Mean DD Pain Ratio | 8.98 |
| Current Volume | 1284.4k |
| Average Volume | 1109k |
What is the price of DFIV shares?
Over the past week, the price has changed by -2.30%, over one month by +1.24%, over three months by +3.49% and over the past year by +32.32%.
Is DFIV a buy, sell or hold?
What are the forecasts/targets for the DFIV price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 57.2 | 22.8% |
DFIV Fundamental Data Overview November 15, 2025
Beta = 0.93
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 14.79b USD (14.79b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 14.79b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 14.79b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 8.33% (E(14.79b)/V(14.79b) * Re(8.33%) + (debt-free company))
Discount Rate = 8.33% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for DFIV ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle