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ISIN
US25434V8239
Inception Date
Feb 23, 2022
Region
North America (U.S.)
Category
REIT
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Mid-Cap
Asset Class Style
Blend
Assets Under Management
$2B

Share Price Chart


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Performance

DFAR Performance Chart

Dimensional US Real Estate ETF (DFAR) is up 14.3% since the beginning of the year. DFAR is currently trading at $26 per share.


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S&P 500 Index

Returns By Period

Dimensional US Real Estate ETF (DFAR) has returned 14.26% so far this year and 13.91% over the past 12 months.


Dimensional US Real Estate ETF

1D
1.28%
1M
-0.04%
YTD
14.26%
6M
14.64%
1Y
13.91%
3Y*
11.44%
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)

DFAR Monthly Returns History

Based on dividend-adjusted daily data since Feb 24, 2022, DFAR's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2023 with a return of +11.7%, while the worst month was Sep 2022 at -12.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DFAR closed higher 51% of trading days. The best single day was Nov 10, 2022 with a return of +7.1%, while the worst single day was Jun 13, 2022 at -4.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.70%7.48%-6.28%9.13%0.23%0.97%14.26%
20250.73%4.05%-2.47%-1.98%1.29%-0.01%-1.45%3.29%0.48%-2.39%2.28%-2.24%1.31%
2024-4.84%1.76%1.70%-7.69%5.23%2.38%6.97%5.92%2.98%-3.55%3.68%-7.90%5.25%
202310.07%-5.88%-1.74%0.37%-4.22%4.96%1.95%-3.28%-7.05%-2.87%11.71%8.71%11.04%
20223.19%7.36%-4.13%-4.50%-6.77%8.48%-5.86%-12.55%3.16%6.13%-4.98%-12.16%

Benchmark Metrics

Dimensional US Real Estate ETF has an annualized alpha of -4.49%, beta of 0.71, and R2 of 0.41 versus S&P 500 Index. Calculated based on daily prices since February 24, 2022.

  • This ETF participated in 103.23% of S&P 500 Index downside but only 67.03% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.41 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-4.49%
Beta
0.71
0.41
Upside Capture
67.03%
Downside Capture
103.23%

Expense Ratio

DFAR has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

DFAR ranks 30 for risk / return — below 30% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


DFAR Risk / Return Rank: 3030
Overall Rank
DFAR Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
DFAR Sortino Ratio Rank: 2727
Sortino Ratio Rank
DFAR Omega Ratio Rank: 2727
Omega Ratio Rank
DFAR Calmar Ratio Rank: 3434
Calmar Ratio Rank
DFAR Martin Ratio Rank: 3535
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 Real Estate ETF (DFAR) 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.


DFARBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.31

Omega ratioGain probability vs. loss probability

1.18

1.37

-0.18

Calmar ratioReturn relative to maximum drawdown

1.66

2.78

-1.13

Martin ratioReturn relative to average drawdown

5.18

12.44

-7.26

Dividends

Dividend History

Dimensional US Real Estate ETF provided a 2.70% dividend yield over the last twelve months, with an annual payout of $0.70 per share.


2.00%2.50%3.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.702022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.70$0.68$0.67$0.70$0.36

Dividend yield

2.70%2.97%2.89%3.06%1.69%

Monthly Dividends

The table displays the monthly dividend distributions for Dimensional US Real Estate 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$0.04$0.00$0.00$0.00$0.04
2025$0.00$0.00$0.02$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.38$0.68
2024$0.00$0.00$0.02$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.36$0.67
2023$0.00$0.00$0.04$0.00$0.00$0.16$0.00$0.00$0.22$0.00$0.00$0.28$0.70
2022$0.01$0.00$0.00$0.03$0.00$0.00$0.09$0.00$0.00$0.24$0.36

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 Real Estate 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 Real Estate ETF was 32.27%, occurring on Oct 25, 2023. Recovery took 619 trading sessions.

The current Dimensional US Real Estate ETF drawdown is 2.03%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-32.27%Oct 2023
1y 6mo2y 5mo
3y 12moApr 2022 - Apr 2026
2026 pullback2026
-3.26%Jun 2026
3d
8d 19hJun 2026 - now
2026 pullback2026
-3.24%Jun 2026
5d8d
13dMay 2026 - Jun 2026
2026 pullback2026
-2.71%Apr 2026
1d14d
15dApr 2026 - May 2026
2026 pullback2026
-2.69%May 2026
8d5d
13dMay 2026 - May 2026

Drawdown Indicators


DFARBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-32.27%

-56.78%

+24.51%

Max Drawdown (1Y)

Largest decline over 1 year

-8.43%

-9.10%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-17.64%

-18.90%

+1.26%

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

-2.03%

-1.80%

-0.23%

Average Drawdown

Average peak-to-trough decline

-14.06%

-10.71%

-3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.03%

+0.66%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DFAR

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

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