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Dimensional U.S. Targeted Value ETF (DFAT)

ETF · Currency in USD
ISIN
US25434V6092
CUSIP
25434V609
Issuer
Dimensional Fund Advisors LP
Inception Date
Jun 14, 2021
Region
North America (U.S.)
Category
Large Cap Blend Equities
Expense Ratio
0.34%
Index Tracked
No Index (Active)
ETF Home Page
us.dimensional.com
Asset Class
Equity

DFATPrice Chart


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DFATPerformance

The chart shows the growth of $10,000 invested in Dimensional U.S. Targeted Value ETF on Jun 15, 2021 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,539 for a total return of roughly 5.39%. All prices are adjusted for splits and dividends.


DFAT (Dimensional U.S. Targeted Value ETF)
Benchmark (S&P 500)

DFATReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD0.97%-1.87%
1M1.57%-0.21%
6M11.09%8.24%
1Y5.39%9.91%
5YN/AN/A
10YN/AN/A

DFATMonthly Returns Heatmap


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DFATSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The chart below displays rolling 12-month Sharpe Ratio.


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DFATDividends

Dimensional U.S. Targeted Value ETF granted a 1.12% dividend yield in the last twelve months, as of Jan 8, 2022. The annual payout for that period amounted to $0.54 per share.


PeriodTTM2021
Dividend$0.54$0.54

Dividend yield

1.12%1.13%

DFATDrawdowns Chart

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


DFAT (Dimensional U.S. Targeted Value ETF)
Benchmark (S&P 500)

DFATWorst Drawdowns

The table below shows the maximum drawdowns of the Dimensional U.S. Targeted Value ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Dimensional U.S. Targeted Value ETF is 9.89%, recorded on Dec 20, 2021. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.89%Nov 17, 202123Dec 20, 2021
-9.26%Jun 16, 202123Jul 19, 202157Oct 7, 202180
-3.33%Oct 26, 20212Oct 27, 20213Nov 1, 20215
-0.98%Nov 9, 20212Nov 10, 20211Nov 11, 20213
-0.96%Oct 8, 20212Oct 11, 20213Oct 14, 20215
-0.5%Nov 4, 20211Nov 4, 20211Nov 5, 20212
-0.27%Nov 2, 20211Nov 2, 20211Nov 3, 20212
-0.2%Oct 15, 20211Oct 15, 20211Oct 18, 20212

DFATVolatility Chart

Current Dimensional U.S. Targeted Value ETF volatility is 15.57%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


DFAT (Dimensional U.S. Targeted Value ETF)
Benchmark (S&P 500)

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