- ISIN
- US25434V8569
- Issuer
- Dimensional
- Inception Date
- Nov 15, 2021
- Region
- North America (U.S.)
- Category
- Inflation-Protected Bonds
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Bond
- Assets Under Management
- $1B
Highlights
- Avg. Volume (1M)
- 135K
- Avg. Volume Value (1M)
- $5.52M
Share Price Chart
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Performance
DFIP Performance Chart
Dimensional Inflation-Protected Securities ETF (DFIP) is up 0.5% since the beginning of the year. DFIP is currently trading at $40 per share.
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Compare this symbol against anything
Returns By Period
Dimensional Inflation-Protected Securities ETF (DFIP) has returned 0.49% so far this year and 1.63% over the past 12 months.
Dimensional Inflation-Protected Securities ETF
- 1D
- -0.11%
- 1M
- -0.72%
- 6M
- -0.13%
- YTD
- 0.49%
- 1Y
- 1.63%
- 3Y*
- 4.00%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -0.03%
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%
DFIP Monthly Returns History
Based on dividend-adjusted daily data since Nov 16, 2021, DFIP's average daily return is 0.00%, while the average monthly return is +0.02%. At this rate, an investment would double in approximately 288.8 years.
Historically, 58% of months were positive and 42% were negative. The best month was Jul 2022 with a return of +5.4%, while the worst month was Sep 2022 at -7.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DFIP closed higher 50% of trading days. The best single day was Sep 28, 2022 with a return of +1.9%, while the worst single day was Apr 10, 2024 at -1.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.61% | 1.24% | -1.44% | 1.20% | 0.13% | -0.50% | -0.72% | 0.49% | |||||
| 2025 | 1.40% | 2.18% | 0.83% | 0.26% | -0.43% | 1.04% | 0.20% | 1.82% | 0.18% | 0.25% | 0.31% | -0.71% | 7.54% |
| 2024 | 0.46% | -1.30% | 0.78% | -1.72% | 1.80% | 0.81% | 2.07% | 0.73% | 1.52% | -2.17% | 0.49% | -1.64% | 1.72% |
| 2023 | 2.21% | -1.78% | 3.65% | 0.08% | -1.52% | -0.63% | 0.43% | -0.96% | -2.10% | -0.70% | 2.83% | 2.69% | 4.07% |
| 2022 | -2.22% | 1.01% | -2.07% | -2.56% | -0.74% | -3.29% | 5.37% | -2.85% | -7.44% | 1.28% | 1.96% | -1.03% | -12.39% |
| 2021 | -0.83% | 0.47% | -0.37% |
Benchmark Metrics
Dimensional Inflation-Protected Securities ETF has an annualized alpha of -0.63%, beta of 0.07, and R2 of 0.03 versus S&P 500 Index. Calculated based on daily prices since November 16, 2021.
- This ETF participated in 40.46% of S&P 500 Index downside but only 18.72% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.07 may look defensive, but with R2 of 0.03 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.03 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -0.63%
- Beta
- 0.07
- R²
- 0.03
- Upside Capture
- 18.72%
- Downside Capture
- 40.46%
Expense Ratio
DFIP has an expense ratio of 0.11%, which is considered low.
Return for Risk
Risk / Return Rank
DFIP ranks 29 for risk / return — above 29% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) 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.
| DFIP | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 2.00 | -0.86 |
| Martin ratioReturn relative to average drawdown | 3.00 | 8.49 | -5.49 |
Dividends
Dividend History
Dimensional Inflation-Protected Securities ETF provided a 5.45% dividend yield over the last twelve months, with an annual payout of $2.21 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $2.21 | $1.95 | $1.49 | $1.52 | $2.46 | $0.28 |
Dividend yield | 5.45% | 4.70% | 3.69% | 3.68% | 5.97% | 0.56% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional Inflation-Protected Securities 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 | $0.00 | $0.10 | $0.24 | $0.46 | $0.46 | $1.27 | |||||
| 2025 | $0.01 | $0.03 | $0.14 | $0.22 | $0.26 | $0.17 | $0.17 | $0.16 | $0.17 | $0.14 | $0.18 | $0.29 | $1.95 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.16 | $0.32 | $0.29 | $0.19 | $0.08 | $0.07 | $0.11 | $0.10 | $0.19 | $1.49 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.23 | $0.25 | $0.16 | $0.18 | $0.16 | $0.13 | $0.17 | $0.15 | $0.08 | $1.52 |
| 2022 | $0.04 | $0.11 | $0.13 | $0.18 | $0.26 | $0.26 | $0.29 | $0.34 | $0.47 | $0.08 | $0.10 | $0.20 | $2.46 |
| 2021 | $0.00 | $0.28 | $0.28 |
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 Inflation-Protected Securities 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 Inflation-Protected Securities ETF was 14.96%, occurring on Nov 3, 2022. Recovery took 742 trading sessions.
The current Dimensional Inflation-Protected Securities ETF drawdown is 1.45%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-14.96%Nov 2022 | 7mo 29d | 2y 11mo | 3y 7moMar 2022 - Oct 2025 | Bear market2022 |
-4.98%Feb 2022 | 2mo 26d | 25d | 3mo 21dNov 2021 - Mar 2022 | Bear market2022 |
-2.06%Mar 2026 | 25d | 1mo 5d | 2moMar 2026 - May 2026 | — |
-1.73%Jul 2026 | 2mo 17d | — | 2mo 23dMay 2026 - now | — |
-1.36%Jan 2026 | 2mo 29d | 23d | 3mo 22dOct 2025 - Feb 2026 | — |
Drawdown Indicators
| DFIP | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.96% | -56.78% | +41.82% |
Max Drawdown (1Y)Largest decline over 1 year | -2.06% | -9.10% | +7.04% |
Max Drawdown (3Y)Largest decline over 3 years | -4.22% | -18.90% | +14.68% |
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 | -1.45% | -1.58% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -6.74% | -10.70% | +3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 2.14% | -1.36% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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