(DFSI) Dimensional International - Overview

The Dimensional International Sustainability Core 1 ETF (NYSE ARCA: DFSI) seeks to hold a wide, diversified set of non-U.S. equities from developed markets, tilting toward smaller-cap, lower-price-to-book, and higher-profitability firms relative to the broader international universe while integrating sustainability impact screens.

As of 30 Dec 2025, DFSI carries a net expense ratio of 0.28 % and manages roughly $3.1 billion in assets. Its top five holdings (≈ 9 % of net assets) are: Roche (Pharma, 2.1 %), Novo Nordisk (Healthcare, 1.9 %), LVMH (Luxury, 1.8 %), Siemens (Industrial, 1.7 %), and ASML (Semiconductor, 1.6 %). The sector breakdown is 24 % Healthcare, 22 % Consumer Staples, 18 % Industrials, 15 % Technology, and 11 % Financials. Recent research (Dimensional, 2025) shows that in developed markets, companies with a price-to-book below the median and ROE above 12 % have historically delivered a 1.4-percentage-point annual alpha over the MSCI World index, but this premium has narrowed to 0.6 pp in the past 12 months as global growth expectations have softened (IMF 2024-25 GDP forecast: 2.1 % YoY). Sustainability screens further reduce exposure to firms with low ESG scores, which, according to MSCI research, correlates with a 0.3 % lower volatility but does not guarantee outperformance.

Given the modest expense ratio and the fund’s tilt toward profitable, lower-valuation firms, DFSI may serve investors seeking diversified international exposure with an ESG lens, though the recent compression of the value premium and the fund’s concentration in a handful of large caps warrant caution.

For a deeper quantitative assessment, you might explore ValueRay’s analyst dashboards, which can help you test the fund’s factor exposures against your own risk-return expectations.