Dimensional World ex US Core Equity 2 ETF (DFAX)
DFAX is a passive ETF by Dimensional Fund Advisors LP tracking the investment results of the MSCI All Country World ex USA Index. DFAX launched on Mar 6, 2008 and has a 0.30% expense ratio.
ETF Info
| ISIN | US25434V8809 |
|---|---|
| CUSIP | 25434V880 |
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Mar 6, 2008 |
| Category | Foreign Large Cap Equities |
| Index Tracked | MSCI All Country World ex USA Index |
| Home Page | www.dimensional.com |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
DFAX has a high expense ratio of 0.30%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dimensional World ex US Core Equity 2 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 World ex US Core Equity 2 ETF had a return of 2.33% year-to-date (YTD) and 11.07% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 2.33% | 5.21% |
| 1 month | -1.81% | -4.30% |
| 6 months | 15.00% | 18.42% |
| 1 year | 11.07% | 21.82% |
| 5 years (annualized) | N/A | 11.27% |
| 10 years (annualized) | N/A | 10.33% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.01% | 2.84% | 3.49% | -1.85% | ||||||||
| 2023 | -3.64% | 7.83% | 5.14% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFAX is 47, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Dimensional World ex US Core Equity 2 ETF(DFAX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Dimensional World ex US Core Equity 2 ETF (DFAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Dimensional World ex US Core Equity 2 ETF granted a 2.89% dividend yield in the last twelve months. The annual payout for that period amounted to $0.72 per share.
| Period | TTM | 2023 | 2022 | 2021 |
|---|---|---|---|---|
| Dividend | $0.72 | $0.73 | $0.71 | $0.36 |
Dividend yield | 2.89% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | ||||||||
| 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 |
| 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 |
| 2021 | $0.12 | $0.00 | $0.00 | $0.24 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
The current Dimensional World ex US Core Equity 2 ETF drawdown is 2.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.15% | Sep 14, 2021 | 273 | Oct 12, 2022 | 351 | Mar 7, 2024 | 624 |
| -4.21% | Apr 10, 2024 | 5 | Apr 16, 2024 | — | — | — |
| -0.67% | Apr 4, 2024 | 1 | Apr 4, 2024 | 2 | Apr 8, 2024 | 3 |
| -0.63% | Mar 8, 2024 | 2 | Mar 11, 2024 | 1 | Mar 12, 2024 | 3 |
| -0.59% | Mar 13, 2024 | 2 | Mar 14, 2024 | 4 | Mar 20, 2024 | 6 |
Volatility
Volatility Chart
The current Dimensional World ex US Core Equity 2 ETF volatility is 3.64%, 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.