- Issuer
- Dimensional
- Inception Date
- Sep 26, 2023
- Category
- Global 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
- $1B
Share Price Chart
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Performance
DFAW Performance Chart
Dimensional World Equity ETF (DFAW) is up 12.9% since the beginning of the year. DFAW is currently trading at $83 per share.
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Returns By Period
Dimensional World Equity ETF (DFAW) has returned 12.92% so far this year and 30.46% over the past 12 months.
Dimensional World Equity ETF
- 1D
- 0.06%
- 1M
- 1.62%
- YTD
- 12.92%
- 6M
- 12.38%
- 1Y
- 30.46%
- 3Y*
- —
- 5Y*
- —
- 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%
DFAW Monthly Returns History
Based on dividend-adjusted daily data since Sep 27, 2023, DFAW's average daily return is +0.09%, while the average monthly return is +1.72%. At this rate, an investment would double in approximately 3.4 years.
Historically, 74% of months were positive and 26% were negative. The best month was Apr 2026 with a return of +8.6%, while the worst month was Mar 2026 at -6.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DFAW closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Apr 4, 2025 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.46% | 2.73% | -5.96% | 8.55% | 4.06% | 0.01% | 12.92% | ||||||
| 2025 | 3.43% | -1.49% | -3.49% | -0.93% | 6.14% | 4.68% | 1.40% | 3.35% | 2.56% | 1.13% | 1.16% | 1.36% | 20.62% |
| 2024 | -0.45% | 4.34% | 3.85% | -4.03% | 4.53% | 0.88% | 3.26% | 1.59% | 1.96% | -1.81% | 5.10% | -4.17% | 15.49% |
| 2023 | 0.21% | -3.33% | 8.55% | 5.98% | 11.44% |
Benchmark Metrics
Dimensional World Equity ETF has an annualized alpha of 2.10%, beta of 0.90, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since September 27, 2023.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.35%) than losses (86.06%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.10% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.90 and R2 of 0.90, 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
- 2.10%
- Beta
- 0.90
- R²
- 0.90
- Upside Capture
- 94.35%
- Downside Capture
- 86.06%
Expense Ratio
DFAW has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
DFAW ranks 77 for risk / return — better than 77% 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 World Equity ETF (DFAW) 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.
| DFAW | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.37 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.44 | 2.78 | +0.66 |
| Martin ratioReturn relative to average drawdown | 15.01 | 12.44 | +2.57 |
Dividends
Dividend History
Dimensional World Equity ETF provided a 1.54% dividend yield over the last twelve months, with an annual payout of $1.29 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
| Dividend | $1.29 | $1.27 | $0.92 | $0.23 |
Dividend yield | 1.54% | 1.71% | 1.47% | 0.42% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional World Equity 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 | $0.16 | $0.00 | $0.00 | $0.00 | $0.16 | ||||||
| 2025 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.52 | $1.27 |
| 2024 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.30 | $0.92 |
| 2023 | $0.23 | $0.23 |
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 World Equity 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 World Equity ETF was 16.93%, occurring on Apr 8, 2025. Recovery took 41 trading sessions.
The current Dimensional World Equity ETF drawdown is 0.55%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -16.93%Apr 2025 | 4mo 4d | 1mo 29d | 6mo 3dDec 2024 - Jun 2025 |
2026 pullback2026 | -8.88%Mar 2026 | 1mo 2d | 17d | 1mo 19dFeb 2026 - Apr 2026 |
2024 pullback2024 | -7.94%Aug 2024 | 19d | 18d | 1mo 7dJul 2024 - Aug 2024 |
2023 pullback2023 | -5.95%Oct 2023 | 15d | 18d | 1mo 3dOct 2023 - Nov 2023 |
2024 pullback2024 | -5.21%Apr 2024 | 18d | 25d | 1mo 13dApr 2024 - May 2024 |
Drawdown Indicators
| DFAW | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.93% | -56.78% | +39.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -9.10% | +0.22% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.55% | -1.80% | +1.25% |
Average DrawdownAverage peak-to-trough decline | -1.70% | -10.71% | +9.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.03% | 2.03% | 0.00% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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