Dimensional US Core Equity Market ETF (DFAU)
DFAU is an actively managed ETF by Dimensional Fund Advisors LP. DFAU launched on Nov 17, 2020 and has a 0.12% expense ratio.
ETF Info
| ISIN | US25434V1044 |
|---|---|
| CUSIP | 25434V104 |
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Nov 17, 2020 |
| Region | North America (U.S.) |
| Category | All Cap Equities, Actively Managed |
| Leveraged | 1x |
| Index Tracked | No Index (Active) |
| Asset Class | Equity |
Asset Class Size | Small-Cap |
Expense Ratio
DFAU has an expense ratio of 0.12%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
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Popular comparisons: DFAU vs. VOO, DFAU vs. SNPE, DFAU vs. SPY, DFAU vs. VTI, DFAU vs. AVUS, DFAU vs. GLDM, DFAU vs. ARKK, DFAU vs. FBCG, DFAU vs. RSP, 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.
Returns By Period
Dimensional US Core Equity Market ETF had a return of 25.87% year-to-date (YTD) and 34.73% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 25.87% | 25.48% |
| 1 month | 2.70% | 2.14% |
| 6 months | 13.14% | 12.76% |
| 1 year | 34.73% | 33.14% |
| 5 years (annualized) | N/A | 13.96% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of DFAU, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.93% | 5.36% | 3.56% | -4.30% | 4.78% | 2.60% | 2.03% | 2.01% | 2.00% | -0.78% | 25.87% | ||
| 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% |
| 2020 | 1.78% | 4.62% | 6.48% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of DFAU is 86, placing it in the top 14% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Dimensional US Core Equity Market ETF (DFAU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Dimensional US Core Equity Market ETF provided a 1.02% dividend yield over the last twelve months, with an annual payout of $0.42 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | $0.42 | $0.43 | $0.38 | $0.33 | $0.03 |
Dividend yield | 1.02% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.29 | |
| 2023 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.11 | $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 |
| 2020 | $0.03 | $0.03 |
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.
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 0.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.61% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -8.53% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -5.5% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -4.98% | Nov 17, 2021 | 10 | Dec 1, 2021 | 17 | Dec 27, 2021 | 27 |
| -4.58% | Sep 3, 2021 | 19 | Sep 30, 2021 | 13 | Oct 19, 2021 | 32 |
Volatility
Volatility Chart
The current Dimensional US Core Equity Market ETF volatility is 4.02%, 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.