- ISIN
- US25434V8809
- CUSIP
- 25434V880
- Issuer
- Dimensional
- Inception Date
- Mar 6, 2008
- Region
- Global (ex-U.S.)
- 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
Share Price Chart
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Performance
DFAX Performance Chart
Dimensional World ex US Core Equity 2 ETF (DFAX) is up 16.4% since the beginning of the year. DFAX is currently trading at $38 per share.
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Returns By Period
Dimensional World ex US Core Equity 2 ETF (DFAX) has returned 16.39% so far this year and 36.37% over the past 12 months.
Dimensional World ex US Core Equity 2 ETF
- 1D
- 0.24%
- 1M
- 2.45%
- YTD
- 16.39%
- 6M
- 16.89%
- 1Y
- 36.37%
- 3Y*
- 21.52%
- 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%
DFAX Monthly Returns History
Based on dividend-adjusted daily data since Sep 13, 2021, DFAX's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +13.0%, while the worst month was Sep 2022 at -10.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DFAX closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +6.9%, while the worst single day was Apr 4, 2025 at -6.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.02% | 6.60% | -8.01% | 7.86% | 2.95% | 0.82% | 16.39% | ||||||
| 2025 | 2.65% | 1.72% | 1.18% | 2.75% | 5.65% | 4.58% | -0.27% | 4.51% | 3.12% | 1.18% | 1.26% | 2.53% | 35.42% |
| 2024 | -2.01% | 2.84% | 3.49% | -1.85% | 4.21% | -1.16% | 2.28% | 2.04% | 2.52% | -4.59% | 0.04% | -2.68% | 4.78% |
| 2023 | 8.70% | -3.75% | 2.23% | 1.73% | -3.84% | 4.66% | 4.46% | -3.86% | -2.91% | -3.64% | 7.83% | 5.14% | 16.66% |
| 2022 | -2.07% | -1.96% | -0.41% | -6.09% | 1.62% | -8.78% | 3.36% | -4.02% | -10.21% | 4.08% | 12.97% | -1.90% | -14.48% |
| 2021 | -3.88% | 1.70% | -3.91% | 4.23% | -2.10% |
Benchmark Metrics
Dimensional World ex US Core Equity 2 ETF has an annualized alpha of 2.29%, beta of 0.74, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since September 13, 2021.
- This ETF participated in 75.29% of S&P 500 Index downside but only 74.87% of its upside - more exposed to losses than it benefited from rallies.
- This ETF generated an annualized alpha of 2.29% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.29%
- Beta
- 0.74
- R²
- 0.62
- Upside Capture
- 74.87%
- Downside Capture
- 75.29%
Expense Ratio
DFAX has an expense ratio of 0.28%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DFAX ranks 72 for risk / return — better than 72% 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 ex US Core Equity 2 ETF (DFAX) 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.
| DFAX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.29 | 2.78 | +0.51 |
| Martin ratioReturn relative to average drawdown | 12.79 | 12.44 | +0.35 |
Dividends
Dividend History
Dimensional World ex US Core Equity 2 ETF provided a 2.20% dividend yield over the last twelve months, with an annual payout of $0.84 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.84 | $0.85 | $0.74 | $0.73 | $0.71 | $0.36 |
Dividend yield | 2.20% | 2.58% | 2.98% | 3.01% | 3.30% | 1.40% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional World ex US Core Equity 2 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 | $0.06 | $0.00 | $0.00 | $0.00 | $0.06 | ||||||
| 2025 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.36 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.23 | $0.85 |
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.23 | $0.74 |
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.18 | $0.73 |
| 2022 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.19 | $0.71 |
| 2021 | $0.12 | $0.00 | $0.00 | $0.24 | $0.36 |
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 ex US Core Equity 2 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 ex US Core Equity 2 ETF was 28.15%, occurring on Oct 12, 2022. Recovery took 351 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -28.15%Oct 2022 | 1y 28d | 1y 4mo | 2y 5moSep 2021 - Mar 2024 |
2025 selloff2025 | -13.89%Apr 2025 | 19d | 24d | 1mo 13dMar 2025 - May 2025 |
2026 correction2026 | -11.11%Mar 2026 | 22d | 1mo 17d | 2mo 9dFeb 2026 - May 2026 |
2025 pullback2025 | -9.42%Jan 2025 | 3mo 18d | 2mo 3d | 5mo 21dSep 2024 - Mar 2025 |
2024 pullback2024 | -7.96%Aug 2024 | 21d | 18d | 1mo 9dJul 2024 - Aug 2024 |
Drawdown Indicators
| DFAX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.15% | -56.78% | +28.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.11% | -9.10% | -2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -13.89% | -18.90% | +5.01% |
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 | -0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -6.62% | -10.71% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.03% | +0.82% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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