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Dimensional US Core Equity Market ETF (DFAU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS25434V1044
CUSIP25434V104
IssuerDimensional Fund Advisors LP
Inception DateNov 17, 2020
RegionNorth America (U.S.)
CategoryAll Cap Equities, Actively Managed
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Small-Cap

Expense Ratio

The Dimensional US Core Equity Market ETF features an expense ratio of 0.12%, falling within the medium range.


0.50%1.00%1.50%2.00%0.12%

Share Price Chart


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Compare to other instruments

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

Dimensional US Core Equity Market ETF

Popular comparisons: DFAU vs. VOO, DFAU vs. SNPE, DFAU vs. SPY, DFAU vs. GLDM, DFAU vs. VTI, DFAU vs. AVUS, DFAU vs. FBCG, DFAU vs. RSP, DFAU vs. ARKK, DFAU vs. MGC

Performance

Performance Chart

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


20.00%30.00%40.00%50.00%OctoberNovemberDecember2024FebruaryMarch
54.15%
47.27%
DFAU (Dimensional US Core Equity Market ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Dimensional US Core Equity Market ETF had a return of 10.13% year-to-date (YTD) and 31.22% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date10.13%10.16%
1 month3.85%3.47%
6 months22.40%22.20%
1 year31.22%30.45%
5 years (annualized)N/A13.16%
10 years (annualized)N/A10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.93%5.36%
2023-1.87%-4.69%-2.87%8.97%5.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Dimensional US Core Equity Market ETF (DFAU) and compares them with a selected benchmark (^GSPC). These performance indicators 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
DFAU
Dimensional US Core Equity Market ETF
2.78
^GSPC
S&P 500
2.79

Sharpe Ratio

The current Dimensional US Core Equity Market ETF Sharpe ratio is 2.78. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.78
2.79
DFAU (Dimensional US Core Equity Market ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Dimensional US Core Equity Market ETF granted a 1.15% dividend yield in the last twelve months. The annual payout for that period amounted to $0.42 per share.


PeriodTTM2023202220212020
Dividend$0.42$0.43$0.38$0.33$0.03

Dividend yield

1.15%1.29%1.40%1.00%0.13%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.13
2022$0.00$0.00$0.07$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.11
2021$0.00$0.00$0.05$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.12
2020$0.03

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
DFAU (Dimensional US Core Equity Market ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dimensional US Core Equity Market 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 Market ETF was 23.61%, occurring on Sep 30, 2022. Recovery took 302 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.61%Jan 5, 2022186Sep 30, 2022302Dec 13, 2023488
-4.98%Nov 17, 202110Dec 1, 202117Dec 27, 202127
-4.58%Sep 3, 202119Sep 30, 202113Oct 19, 202132
-4.14%May 10, 20213May 12, 202118Jun 8, 202121
-4.01%Feb 16, 202113Mar 4, 20215Mar 11, 202118

Volatility

Volatility Chart

The current Dimensional US Core Equity Market ETF volatility is 2.63%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.63%
2.80%
DFAU (Dimensional US Core Equity Market ETF)
Benchmark (^GSPC)