Dimensional Short-Duration Fixed Income ETF (DFSD) Sharpe Ratio: 2.02

DFSD's Sharpe Ratio of 2.02 indicates that for each unit of volatility, it generates 2.02 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

DFSD Sharpe Ratio Rank

Above Average

DFSD ranks above 63.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Above-average risk-adjusted returns with room for improvement
Compare against category peers to gauge relative positioning
Monitor for movement toward top tier or decline toward median
Consider pairing with top-tier holdings to improve portfolio efficiency

DFSD Sharpe Ratio Market Positioning

The chart shows DFSD's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.87 or lower
Yellow zone (middle 50%): 0.87 to 2.32
Green zone (top 25%): 2.32 or higher
Top 1%: 7.39+
Median: 1.67 — half of all investments score higher

How it compares to other similar ETFs

The table compares Dimensional Short-Duration Fixed Income ETF's Sharpe Ratio with other ETFs in the Short-Term Bond category across multiple time periods, showing how DFSD's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

Symbol	Name	1Y Sharpe Ratio
MYCF	State Street My2026 Corporate Bond ETF	7.00
FLDR	Fidelity Low Duration Bond Factor ETF	5.75
MYCG	State Street My2027 Corporate Bond ETF	4.66
FLDB	Fidelity Low Duration Bond ETF	4.47
DCRE	DoubleLine Commercial Real Estate ETF	3.89
USTB	VictoryShares Short-Term Bond ETF	3.61
STOT	State Street DoubleLine Short Duration Total Return Tactical ETF	3.54
GTOS	Invesco Short Duration Total Return Bond ETF	3.32
SDCP	Virtus Newfleet Short Duration Core Plus Bond ETF	3.16
SDSI	American Century Short Duration Strategic Income ETF	3.05
DFSD	Dimensional Short-Duration Fixed Income ETF	2.02

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

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Historical Sharpe Ratio

The chart shows DFSD's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DFSD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does DFSD fit in your portfolio?

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