- ISIN
- US25434V1044
- CUSIP
- 25434V104
- Issuer
- Dimensional
- Inception Date
- Nov 17, 2020
- Region
- North America (U.S.)
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $12B
Highlights
- Avg. Volume (1M)
- 563K
- Avg. Volume Value (1M)
- $29.07M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
DFAU Performance Chart
Dimensional US Core Equity Market ETF (DFAU) is up 11.2% since the beginning of the year. DFAU is currently trading at $52 per share. Investors who bought $1,000 worth of DFAU shares 5 years ago would now be looking at an investment worth $1,791.
Loading charts...
Compare this symbol against anything
Returns By Period
Dimensional US Core Equity Market ETF (DFAU) has returned 11.17% so far this year and 22.71% over the past 12 months.
Dimensional US Core Equity Market ETF
- 1D
- 0.54%
- 1M
- 0.47%
- 6M
- 9.09%
- YTD
- 11.17%
- 1Y
- 22.71%
- 3Y*
- 18.70%
- 5Y*
- 12.36%
- 10Y*
- —
- ALL TIME*
- 14.88%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DFAU Monthly Returns History
Based on dividend-adjusted daily data since Nov 18, 2020, DFAU's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +9.9%, while the worst month was Sep 2022 at -9.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DFAU closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Apr 4, 2025 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.90% | -0.27% | -4.90% | 9.93% | 4.86% | -0.38% | 0.17% | 11.17% | |||||
| 2025 | 2.94% | -1.90% | -5.78% | -1.27% | 6.43% | 5.17% | 2.31% | 2.51% | 3.26% | 1.90% | 0.51% | 0.11% | 16.78% |
| 2024 | 0.93% | 5.36% | 3.56% | -4.30% | 4.78% | 2.60% | 2.03% | 2.01% | 2.00% | -0.78% | 6.78% | -3.35% | 23.17% |
| 2023 | 6.96% | -2.32% | 2.24% | 0.87% | 0.10% | 7.04% | 3.68% | -1.87% | -4.69% | -2.87% | 8.97% | 5.32% | 24.79% |
| 2022 | -5.24% | -2.11% | 3.21% | -8.53% | 0.59% | -8.55% | 9.12% | -3.71% | -9.09% | 8.75% | 5.41% | -5.88% | -16.99% |
| 2021 | -0.34% | 3.59% | 4.02% | 4.86% | 0.68% | 1.81% | 1.69% | 2.73% | -4.25% | 6.50% | -1.12% | 4.36% | 26.89% |
Benchmark Metrics
Dimensional US Core Equity Market ETF has an annualized alpha of 1.07%, beta of 1.00, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since November 18, 2020.
- This ETF captured 102.43% of S&P 500 Index gains but only 97.37% of its losses - a favorable profile for investors.
- With beta of 1.00 and R2 of 0.99, 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
- 1.07%
- Beta
- 1.00
- R²
- 0.99
- Upside Capture
- 102.43%
- Downside Capture
- 97.37%
Expense Ratio
DFAU has an expense ratio of 0.12%, which is considered low.
Return for Risk
Risk / Return Rank
DFAU ranks 70 for risk / return — above 70% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Dimensional US Core Equity Market ETF (DFAU) 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.
| DFAU | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 2.00 | +0.39 |
| Martin ratioReturn relative to average drawdown | 10.37 | 8.49 | +1.87 |
Dividends
Dividend History
Dimensional US Core Equity Market ETF provided a 0.91% dividend yield over the last twelve months, with an annual payout of $0.47 per share. The fund has been increasing its distributions for 5 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.47 | $0.45 | $0.44 | $0.43 | $0.38 | $0.33 | $0.03 |
Dividend yield | 0.91% | 0.95% | 1.10% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.23 | |||||
| 2025 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.45 |
| 2024 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.16 | $0.44 |
| 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 | $0.43 |
| 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 | $0.38 |
| 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 | $0.33 |
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.
Loading charts...
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.
The current Dimensional US Core Equity Market ETF drawdown is 0.80%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-23.61%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 | Bear market2022 |
-19.36%Apr 2025 | 1mo 17d | 2mo 20d | 4mo 7dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-8.67%Mar 2026 | 1mo 18d | 15d | 2mo 3dFeb 2026 - Apr 2026 | — |
-8.53%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 | — |
-5.50%Apr 2024 | 18d | 26d | 1mo 14dApr 2024 - May 2024 | — |
Drawdown Indicators
| DFAU | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.61% | -56.78% | +33.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -9.10% | +0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -18.90% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -23.61% | -25.43% | +1.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.80% | -1.58% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -4.89% | -10.70% | +5.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 2.14% | -0.14% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with DFAU
Add Dimensional US Core Equity Market ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with DFAU