Dimensional Inflation-Protected Securities ETF (DFIP)

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The chart shows the growth of an initial investment of $10,000 in Dimensional Inflation-Protected Securities ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Dimensional Inflation-Protected Securities ETF (DFIP) has returned 0.40% so far this year and 3.35% over the past 12 months.

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, your 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%.

Dimensional Inflation-Protected Securities ETF has an annualized alpha of -0.38%, beta of 0.07, and R² of 0.03 versus S&P 500 Index. Calculated based on daily prices since November 17, 2021.

• This ETF participated in 39.28% of S&P 500 Index downside but only 20.50% 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.

DFIP has an expense ratio of 0.11%, which is considered low.

DFIP ranks 40 for risk / return — below 40% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below present risk-adjusted performance metrics for Dimensional Inflation-Protected Securities ETF (DFIP) and compare them to a chosen benchmark (S&P 500 Index).

Dimensional Inflation-Protected Securities ETF provided a 4.24% dividend yield over the last twelve months, with an annual payout of $1.77 per share.

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.

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.

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 1.44%.

The chart below shows the rolling one-month volatility.