- ISIN
- US25434V6092
- CUSIP
- 25434V609
- Issuer
- Dimensional
- Inception Date
- Jun 14, 2021
- Region
- North America (U.S.)
- Category
- Small Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
- Assets Under Management
- $14B
Share Price Chart
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Performance
DFAT Performance Chart
Dimensional U.S. Targeted Value ETF (DFAT) is up 15.5% since the beginning of the year. DFAT is currently trading at $69 per share. Investors who bought $1,000 worth of DFAT shares 5 years ago would now be looking at an investment worth $1,650.
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Returns By Period
Dimensional U.S. Targeted Value ETF (DFAT) has returned 15.54% so far this year and 32.06% over the past 12 months.
Dimensional U.S. Targeted Value ETF
- 1D
- 0.12%
- 1M
- 2.40%
- YTD
- 15.54%
- 6M
- 13.44%
- 1Y
- 32.06%
- 3Y*
- 17.14%
- 5Y*
- 10.54%
- 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%
DFAT Monthly Returns History
Based on dividend-adjusted daily data since Jun 14, 2021, DFAT's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.
Historically, 51% of months were positive and 49% were negative. The best month was Oct 2022 with a return of +13.9%, while the worst month was Jun 2022 at -10.8%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DFAT closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +8.5%, while the worst single day was Apr 3, 2025 at -7.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.52% | 2.63% | -3.73% | 7.54% | 0.04% | 2.04% | 15.54% | ||||||
| 2025 | 3.02% | -4.48% | -5.70% | -4.70% | 5.62% | 4.59% | 0.83% | 8.18% | -0.64% | -2.16% | 3.69% | 1.23% | 8.73% |
| 2024 | -3.36% | 2.39% | 5.33% | -6.08% | 5.30% | -3.25% | 10.03% | -2.21% | 0.05% | -1.65% | 10.86% | -7.90% | 7.80% |
| 2023 | 9.78% | -0.97% | -6.59% | -2.13% | -3.10% | 10.41% | 7.16% | -3.44% | -4.45% | -5.38% | 8.67% | 11.83% | 20.86% |
| 2022 | -4.15% | 2.59% | -0.13% | -6.12% | 3.52% | -10.78% | 9.70% | -2.13% | -9.42% | 13.86% | 5.72% | -5.93% | -6.23% |
| 2021 | -3.17% | -1.41% | 2.67% | -1.85% | 4.80% | -2.28% | 5.21% | 3.66% |
Benchmark Metrics
Dimensional U.S. Targeted Value ETF has an annualized alpha of -1.18%, beta of 1.00, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since June 14, 2021.
- This ETF participated in 98.26% of S&P 500 Index downside but only 89.84% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.00 and R2 of 0.63, 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
- -1.18%
- Beta
- 1.00
- R²
- 0.63
- Upside Capture
- 89.84%
- Downside Capture
- 98.26%
Expense Ratio
DFAT has an expense ratio of 0.28%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DFAT ranks 62 for risk / return — better than 62% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dimensional U.S. Targeted Value ETF (DFAT) 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.
| DFAT | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | 2.78 | +0.59 |
| Martin ratioReturn relative to average drawdown | 10.82 | 12.44 | -1.62 |
Dividends
Dividend History
Dimensional U.S. Targeted Value ETF provided a 1.42% dividend yield over the last twelve months, with an annual payout of $0.97 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.97 | $0.92 | $0.73 | $0.70 | $0.59 | $0.54 |
Dividend yield | 1.42% | 1.55% | 1.31% | 1.34% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.00 | $0.21 | ||||||
| 2025 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.24 | $0.92 |
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.21 | $0.73 |
| 2023 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.20 | $0.70 |
| 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 | $0.59 |
| 2021 | $0.12 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.31 | $0.54 |
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 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 26.12%, occurring on Apr 8, 2025. Recovery took 170 trading sessions.
The current Dimensional U.S. Targeted Value ETF drawdown is 1.47%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -26.12%Apr 2025 | 4mo 13d | 8mo 6d | 1y 14dNov 2024 - Dec 2025 |
Bear market2022 | -20.01%Sep 2022 | 10mo 13d | 4mo 8d | 1y 2moNov 2021 - Feb 2023 |
2023 correction2023 | -16.46%May 2023 | 3mo | 2mo 28d | 5mo 28dFeb 2023 - Jul 2023 |
2023 correction2023 | -13.76%Oct 2023 | 2mo 27d | 1mo 17d | 4mo 14dAug 2023 - Dec 2023 |
2021 pullback2021 | -9.96%Jul 2021 | 1mo 5d | 3mo 1d | 4mo 6dJun 2021 - Oct 2021 |
Drawdown Indicators
| DFAT | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.12% | -56.78% | +30.66% |
Max Drawdown (1Y)Largest decline over 1 year | -9.55% | -9.10% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -26.12% | -18.90% | -7.22% |
Max Drawdown (5Y)Largest decline over 5 years | -26.12% | -25.43% | -0.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.47% | -1.80% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -10.71% | +4.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 2.03% | +0.94% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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