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ISIN
US25434V8155
Inception Date
Feb 23, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value
Assets Under Management
$8B

Share Price Chart


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Performance

DFSV Performance Chart

Dimensional US Small Cap Value ETF (DFSV) is up 15.0% since the beginning of the year. DFSV is currently trading at $38 per share.


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S&P 500 Index

Returns By Period

Dimensional US Small Cap Value ETF (DFSV) has returned 15.01% so far this year and 33.99% over the past 12 months.


Dimensional US Small Cap Value ETF

1D
-0.84%
1M
1.32%
YTD
15.01%
6M
14.63%
1Y
33.99%
3Y*
16.87%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFSV Monthly Returns History

Based on dividend-adjusted daily data since Feb 24, 2022, DFSV's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, an investment would double in approximately 5.4 years.

Historically, 53% of months were positive and 47% were negative. The best month was Oct 2022 with a return of +15.0%, while the worst month was Jun 2022 at -10.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DFSV closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +9.1%, while the worst single day was Apr 3, 2025 at -8.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.81%3.19%-3.01%7.45%0.13%-0.00%15.01%
20253.05%-5.30%-6.03%-5.68%6.18%4.89%1.33%8.52%-1.17%-1.48%3.91%1.33%8.59%
2024-3.47%1.71%5.48%-5.98%5.05%-2.81%10.15%-2.68%0.17%-1.36%10.47%-7.89%7.13%
202310.42%-1.10%-7.61%-1.76%-4.53%10.36%7.74%-3.86%-4.43%-5.52%9.02%12.02%19.26%
20223.01%0.70%-6.00%4.21%-10.48%10.06%-2.62%-9.62%14.96%5.23%-5.63%0.60%

Benchmark Metrics

Dimensional US Small Cap Value ETF has an annualized alpha of -1.47%, beta of 1.02, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since February 25, 2022.

  • This ETF participated in 111.30% of S&P 500 Index downside but only 101.38% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.02 and R2 of 0.63, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-1.47%
Beta
1.02
0.63
Upside Capture
101.38%
Downside Capture
111.30%

Expense Ratio

DFSV has an expense ratio of 0.31%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DFSV ranks 63 for risk / return — better than 63% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DFSV Risk / Return Rank: 6363
Overall Rank
DFSV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
DFSV Sortino Ratio Rank: 6262
Sortino Ratio Rank
DFSV Omega Ratio Rank: 5757
Omega Ratio Rank
DFSV Calmar Ratio Rank: 7474
Calmar Ratio Rank
DFSV Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Dimensional US Small Cap Value ETF (DFSV) and compare them to S&P 500 Index.


DFSVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.34

1.41

-0.06

Calmar ratioReturn relative to maximum drawdown

3.64

2.93

+0.71

Martin ratioReturn relative to average drawdown

11.57

13.52

-1.95

Dividends

Dividend History

Dimensional US Small Cap Value ETF provided a 1.42% dividend yield over the last twelve months, with an annual payout of $0.54 per share. The fund has been increasing its distributions for 3 consecutive years.


0.90%1.00%1.10%1.20%1.30%1.40%1.50%$0.00$0.10$0.20$0.30$0.40$0.502022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.54$0.50$0.40$0.37$0.22

Dividend yield

1.42%1.53%1.31%1.29%0.90%

Monthly Dividends

The table displays the monthly dividend distributions for Dimensional US Small Cap Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.12$0.00$0.00$0.00$0.12
2025$0.00$0.00$0.08$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.50
2024$0.00$0.00$0.05$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.14$0.40
2023$0.00$0.00$0.06$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.11$0.37
2022$0.00$0.00$0.00$0.04$0.00$0.00$0.07$0.00$0.00$0.10$0.22

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 Small 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 Small Cap Value ETF was 28.02%, occurring on Apr 8, 2025. Recovery took 170 trading sessions.

The current Dimensional US Small Cap Value ETF drawdown is 0.84%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-28.02%Apr 2025
4mo 13d8mo 6d
1y 14dNov 2024 - Dec 2025
2023 correction2023
-17.96%May 2023
3mo7mo 14d
10mo 14dFeb 2023 - Dec 2023
Bear market2022
-17.62%Sep 2022
6mo 1d2mo 6d
8mo 7dMar 2022 - Dec 2022
2024 pullback2024
-9.94%Aug 2024
6d3mo 1d
3mo 7dAug 2024 - Nov 2024
2026 pullback2026
-9.39%Mar 2026
1mo 6d1mo 1d
2mo 7dFeb 2026 - Apr 2026

Drawdown Indicators


DFSVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-28.02%

-56.78%

+28.76%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-9.10%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-28.02%

-18.90%

-9.12%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.84%

-0.74%

-0.10%

Average Drawdown

Average peak-to-trough decline

-6.71%

-10.72%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

1.97%

+0.98%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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