- ISIN
- US25434V6662
- Issuer
- Dimensional
- Inception Date
- Dec 6, 2022
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $6B
Share Price Chart
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Performance
DFLV Performance Chart
Dimensional US Large Cap Value ETF (DFLV) is up 16.8% since the beginning of the year. DFLV is currently trading at $40 per share.
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Returns By Period
Dimensional US Large Cap Value ETF (DFLV) has returned 16.77% so far this year and 32.57% over the past 12 months.
Dimensional US Large Cap Value ETF
- 1D
- 0.91%
- 1M
- 2.68%
- YTD
- 16.77%
- 6M
- 16.02%
- 1Y
- 32.57%
- 3Y*
- 19.27%
- 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%
DFLV Monthly Returns History
Based on dividend-adjusted daily data since Dec 7, 2022, DFLV's average daily return is +0.06%, while the average monthly return is +1.31%. At this rate, an investment would double in approximately 4.4 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +7.7%, while the worst month was Dec 2024 at -7.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DFLV closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.3%, 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 | 4.91% | 3.65% | -3.65% | 6.30% | 3.03% | 1.76% | 16.77% | ||||||
| 2025 | 4.33% | 0.26% | -2.27% | -4.87% | 2.68% | 4.38% | 0.87% | 4.28% | 1.28% | -0.24% | 2.62% | 1.97% | 15.90% |
| 2024 | 0.78% | 3.74% | 6.39% | -4.33% | 2.51% | -1.28% | 4.91% | 1.32% | 0.70% | -0.49% | 6.36% | -7.47% | 12.88% |
| 2023 | 6.44% | -3.26% | -2.39% | 1.06% | -4.55% | 7.59% | 4.13% | -2.82% | -3.01% | -4.07% | 7.65% | 6.22% | 12.31% |
| 2022 | -0.94% | -0.94% |
Benchmark Metrics
Dimensional US Large Cap Value ETF has an annualized alpha of 1.10%, beta of 0.78, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since December 07, 2022.
- This ETF participated in 83.03% of S&P 500 Index downside but only 78.77% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 1.10%
- Beta
- 0.78
- R²
- 0.67
- Upside Capture
- 78.77%
- Downside Capture
- 83.03%
Expense Ratio
DFLV has an expense ratio of 0.22%, which is considered low.
Return for Risk
Risk / Return Rank
DFLV ranks 90 for risk / return — in the top 90% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dimensional US Large Cap Value ETF (DFLV) 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.
| DFLV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.37 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 5.97 | 2.78 | +3.18 |
| Martin ratioReturn relative to average drawdown | 20.75 | 12.44 | +8.31 |
Dividends
Dividend History
Dimensional US Large Cap Value ETF provided a 1.39% dividend yield over the last twelve months, with an annual payout of $0.55 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.55 | $0.55 | $0.50 | $0.47 | $0.03 |
Dividend yield | 1.39% | 1.61% | 1.65% | 1.72% | 0.11% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional US Large Cap Value 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 | $0.13 | $0.00 | $0.00 | $0.00 | $0.13 | ||||||
| 2025 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.13 | $0.55 |
| 2024 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.15 | $0.50 |
| 2023 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.16 | $0.47 |
| 2022 | $0.03 | $0.03 |
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 US Large Cap Value 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 US Large Cap Value ETF was 16.80%, occurring on Apr 8, 2025. Recovery took 94 trading sessions.
The current Dimensional US Large Cap Value ETF drawdown is 0.45%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -16.80%Apr 2025 | 4mo 13d | 4mo 16d | 8mo 29dNov 2024 - Aug 2025 |
2023 correction2023 | -11.29%Oct 2023 | 2mo 27d | 1mo 17d | 4mo 14dAug 2023 - Dec 2023 |
2023 correction2023 | -11.21%Mar 2023 | 1mo 12d | 4mo 6d | 5mo 18dFeb 2023 - Jul 2023 |
2024 pullback2024 | -6.10%Aug 2024 | 4d | 18d | 22dAug 2024 - Aug 2024 |
2026 pullback2026 | -5.48%Mar 2026 | 1mo 16d | 18d | 2mo 4dFeb 2026 - Apr 2026 |
Drawdown Indicators
| DFLV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.80% | -56.78% | +39.98% |
Max Drawdown (1Y)Largest decline over 1 year | -5.48% | -9.10% | +3.62% |
Max Drawdown (3Y)Largest decline over 3 years | -16.80% | -18.90% | +2.10% |
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 | -0.45% | -1.80% | +1.35% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -10.71% | +7.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.57% | 2.03% | -0.46% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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