- 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
Highlights
- Avg. Volume (1M)
- 821K
- Avg. Volume Value (1M)
- $29.87M
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
DFAX Performance Chart
Dimensional World ex US Core Equity 2 ETF (DFAX) is up 12.9% since the beginning of the year. DFAX is currently trading at $37 per share.
Loading charts...
Compare this symbol against anything
Returns By Period
Dimensional World ex US Core Equity 2 ETF (DFAX) has returned 12.88% so far this year and 27.88% over the past 12 months.
Dimensional World ex US Core Equity 2 ETF
- 1D
- -0.22%
- 1M
- -0.49%
- 6M
- 6.47%
- YTD
- 12.88%
- 1Y
- 27.88%
- 3Y*
- 18.25%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.61%
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%
DFAX Monthly Returns History
Based on dividend-adjusted daily data since Sep 13, 2021, DFAX's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.
Historically, 59% of months were positive and 41% 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% | -1.33% | -0.90% | 12.88% | |||||
| 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 1.51%, 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 78.47% of S&P 500 Index downside but only 74.87% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 1.51%
- Beta
- 0.74
- R²
- 0.62
- Upside Capture
- 74.87%
- Downside Capture
- 78.47%
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 — above 72% 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 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 | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.25 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.51 | 2.00 | +0.51 |
| Martin ratioReturn relative to average drawdown | 9.24 | 8.49 | +0.74 |
Dividends
Dividend History
Dimensional World ex US Core Equity 2 ETF provided a 2.35% dividend yield over the last twelve months, with an annual payout of $0.86 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.86 | $0.85 | $0.74 | $0.73 | $0.71 | $0.36 |
Dividend yield | 2.35% | 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 | $0.39 | $0.00 | $0.44 | |||||
| 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.
Loading charts...
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 3.02%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-28.15%Oct 2022 | 1y 28d | 1y 4mo | 2y 5moSep 2021 - Mar 2024 | Bear market2022 |
-13.89%Apr 2025 | 19d | 24d | 1mo 13dMar 2025 - May 2025 | 2025 selloff2025 |
-11.11%Mar 2026 | 22d | 1mo 17d | 2mo 9dFeb 2026 - May 2026 | — |
-9.42%Jan 2025 | 3mo 18d | 2mo 3d | 5mo 21dSep 2024 - Mar 2025 | — |
-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 | -3.02% | -1.58% | -1.44% |
Average DrawdownAverage peak-to-trough decline | -6.54% | -10.70% | +4.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.14% | +0.88% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with DFAX
Add Dimensional World ex US Core Equity 2 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 DFAX