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Inception Date
Sep 12, 2023
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$3B

Share Price Chart


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Performance

DCOR Performance Chart

Dimensional US Core Equity 1 ETF (DCOR) is up 11.4% since the beginning of the year. DCOR is currently trading at $82 per share.


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S&P 500 Index

Returns By Period

Dimensional US Core Equity 1 ETF (DCOR) has returned 11.35% so far this year and 27.70% over the past 12 months.


Dimensional US Core Equity 1 ETF

1D
-0.23%
1M
1.10%
YTD
11.35%
6M
10.48%
1Y
27.70%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DCOR Monthly Returns History

Based on dividend-adjusted daily data since Sep 13, 2023, DCOR's average daily return is +0.08%, while the average monthly return is +1.62%. At this rate, an investment would double in approximately 3.6 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2026 with a return of +9.3%, while the worst month was Mar 2025 at -5.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DCOR closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Apr 4, 2025 at -5.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.44%0.47%-4.65%9.30%4.02%-0.21%11.35%
20253.13%-1.83%-5.37%-1.71%6.10%4.82%2.26%2.87%2.57%1.32%0.92%0.35%15.96%
20240.61%5.13%3.84%-4.50%4.53%1.91%2.96%1.71%1.88%-0.73%6.89%-4.19%21.19%
2023-3.13%-3.34%8.78%6.00%7.96%

Benchmark Metrics

Dimensional US Core Equity 1 ETF has an annualized alpha of 0.86%, beta of 0.97, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since September 13, 2023.

  • With beta of 0.97 and R2 of 0.96, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.86%
Beta
0.97
0.96
Upside Capture
100.97%
Downside Capture
99.33%

Expense Ratio

DCOR has an expense ratio of 0.14%, which is considered low.


Return for Risk

Risk / Return Rank

DCOR ranks 73 for risk / return — better than 73% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DCOR Risk / Return Rank: 7373
Overall Rank
DCOR Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DCOR Sortino Ratio Rank: 7171
Sortino Ratio Rank
DCOR Omega Ratio Rank: 7171
Omega Ratio Rank
DCOR Calmar Ratio Rank: 7070
Calmar Ratio Rank
DCOR Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Dimensional US Core Equity 1 ETF (DCOR) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DCORBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.04

Calmar ratioReturn relative to maximum drawdown

3.37

2.78

+0.58

Martin ratioReturn relative to average drawdown

14.76

12.44

+2.32

Dividends

Dividend History

Dimensional US Core Equity 1 ETF provided a 0.91% dividend yield over the last twelve months, with an annual payout of $0.75 per share. The fund has been increasing its distributions for 2 consecutive years.


0.40%0.50%0.60%0.70%0.80%0.90%1.00%$0.00$0.20$0.40$0.60$0.80202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.75$0.71$0.63$0.21

Dividend yield

0.91%0.97%0.98%0.40%

Monthly Dividends

The table displays the monthly dividend distributions for Dimensional US Core Equity 1 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.18$0.00$0.00$0.00$0.18
2025$0.00$0.00$0.14$0.00$0.00$0.18$0.00$0.00$0.20$0.00$0.00$0.19$0.71
2024$0.00$0.00$0.08$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.00$0.24$0.63
2023$0.21$0.21

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Dimensional US Core Equity 1 ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Dimensional US Core Equity 1 ETF was 19.10%, occurring on Apr 8, 2025. Recovery took 57 trading sessions.

The current Dimensional US Core Equity 1 ETF drawdown is 0.87%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-19.10%Apr 2025
4mo 4d2mo 24d
6mo 28dDec 2024 - Jul 2025
2023 pullback2023
-8.98%Oct 2023
1mo 12d24d
2mo 6dSep 2023 - Nov 2023
2026 pullback2026
-8.26%Mar 2026
1mo 18d16d
2mo 4dFeb 2026 - Apr 2026
2024 pullback2024
-8.06%Aug 2024
19d25d
1mo 14dJul 2024 - Aug 2024
2024 pullback2024
-5.59%Apr 2024
18d26d
1mo 14dApr 2024 - May 2024

Drawdown Indicators


DCORBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-19.10%

-56.78%

+37.68%

Max Drawdown (1Y)

Largest decline over 1 year

-8.26%

-9.10%

+0.84%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.87%

-1.80%

+0.93%

Average Drawdown

Average peak-to-trough decline

-2.18%

-10.71%

+8.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

2.03%

-0.15%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DCOR

Add Dimensional US Core Equity 1 ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with DCOR