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Dimensional U.S. Targeted Value ETF (DFAT)

ETF · Currency in USD · Last updated Dec 8, 2023

DFAT is an actively managed ETF by Dimensional Fund Advisors LP. DFAT launched on Jun 14, 2021 and has a 0.34% expense ratio.

Summary

ETF Info

ISINUS25434V6092
CUSIP25434V609
IssuerDimensional Fund Advisors LP
Inception DateJun 14, 2021
RegionNorth America (U.S.)
CategoryLarge Cap Blend Equities, Actively Managed
Index TrackedNo Index (Active)
ETF Home Pageus.dimensional.com
Asset ClassEquity

Expense Ratio

The Dimensional U.S. Targeted Value ETF has a high expense ratio of 0.34%, indicating higher-than-average management fees.


0.34%
0.00%2.15%

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in Dimensional U.S. Targeted Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.11%
6.80%
DFAT (Dimensional U.S. Targeted Value ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with DFAT

Dimensional U.S. Targeted Value ETF

Popular comparisons: DFAT vs. AVUV, DFAT vs. DFUVX, DFAT vs. DFAC, DFAT vs. DFUS, DFAT vs. VBR, DFAT vs. DVY, DFAT vs. SLYV, DFAT vs. AVDV, DFAT vs. SPGP, DFAT vs. ITOT

Return

Dimensional U.S. Targeted Value ETF had a return of 11.21% year-to-date (YTD) and 9.20% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date11.21%19.43%
1 month7.59%4.73%
6 months6.10%6.79%
1 year9.20%16.57%
5 years (annualized)N/A11.75%
10 years (annualized)N/A9.77%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-3.10%10.41%7.16%-3.44%-4.45%-5.38%8.67%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Targeted Value ETF (DFAT) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
DFAT
Dimensional U.S. Targeted Value ETF
0.43
^GSPC
S&P 500
1.20

Sharpe Ratio

The current Dimensional U.S. Targeted Value ETF Sharpe ratio is 0.43. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.43
1.20
DFAT (Dimensional U.S. Targeted Value ETF)
Benchmark (^GSPC)

Dividend History

Dimensional U.S. Targeted Value ETF granted a 1.39% dividend yield in the last twelve months. The annual payout for that period amounted to $0.67 per share.


PeriodTTM20222021
Dividend$0.67$0.59$0.54

Dividend yield

1.39%1.34%1.13%

Monthly Dividends

The table displays the monthly dividend distributions for Dimensional U.S. Targeted Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.13$0.00$0.00$0.20$0.00$0.00$0.17$0.00$0.00
2022$0.00$0.00$0.09$0.00$0.00$0.17$0.00$0.00$0.15$0.00$0.00$0.18
2021$0.12$0.00$0.00$0.11$0.00$0.00$0.31

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.39%
-4.40%
DFAT (Dimensional U.S. Targeted Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dimensional U.S. Targeted Value 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 U.S. Targeted Value ETF was 20.01%, occurring on Sep 26, 2022. Recovery took 88 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.01%Nov 17, 2021215Sep 26, 202288Feb 1, 2023303
-16.46%Feb 3, 202363May 4, 202359Jul 31, 2023122
-13.76%Aug 1, 202363Oct 27, 2023
-9.26%Jun 16, 202123Jul 19, 202157Oct 7, 202180
-3.33%Oct 26, 20212Oct 27, 20213Nov 1, 20215

Volatility Chart

The current Dimensional U.S. Targeted Value ETF volatility is 6.69%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.69%
2.98%
DFAT (Dimensional U.S. Targeted Value ETF)
Benchmark (^GSPC)