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ISIN
US25434V7249
Inception Date
Dec 16, 1998
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value
Assets Under Management
$15B

Share Price Chart


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Performance

DFUV Performance Chart

Dimensional US Marketwide Value ETF (DFUV) is up 18.7% since the beginning of the year. DFUV is currently trading at $55 per share.


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S&P 500 Index

Returns By Period

Dimensional US Marketwide Value ETF (DFUV) has returned 18.70% so far this year and 35.18% over the past 12 months.


Dimensional US Marketwide Value ETF

1D
0.88%
1M
3.73%
YTD
18.70%
6M
17.89%
1Y
35.18%
3Y*
19.98%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFUV Monthly Returns History

Based on dividend-adjusted daily data since May 9, 2022, DFUV's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.

Historically, 64% of months were positive and 36% were negative. The best month was Oct 2022 with a return of +12.9%, while the worst month was Jun 2022 at -9.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DFUV closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +7.6%, while the worst single day was Apr 4, 2025 at -6.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.89%3.36%-3.71%7.02%3.47%2.68%18.70%
20254.45%-0.26%-2.94%-4.51%3.13%4.68%0.57%4.52%1.01%0.07%2.66%1.84%15.77%
20240.11%3.95%5.99%-4.77%2.75%-1.43%5.19%0.82%0.53%-0.77%7.08%-7.25%11.79%
20236.09%-3.35%-2.03%0.72%-4.15%7.28%4.90%-2.79%-2.81%-4.64%7.64%7.01%13.25%
20222.57%-9.46%5.76%-2.27%-8.89%12.93%5.74%-4.93%-0.71%

Benchmark Metrics

Dimensional US Marketwide Value ETF has an annualized alpha of 1.32%, beta of 0.84, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since May 09, 2022.

  • This ETF participated in 91.54% of S&P 500 Index downside but only 88.69% of its upside - more exposed to losses than it benefited from rallies.

Alpha
1.32%
Beta
0.84
0.76
Upside Capture
88.69%
Downside Capture
91.54%

Expense Ratio

DFUV has an expense ratio of 0.21%, which is considered low.


Return for Risk

Risk / Return Rank

DFUV 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.


DFUV Risk / Return Rank: 9090
Overall Rank
DFUV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DFUV Sortino Ratio Rank: 9090
Sortino Ratio Rank
DFUV Omega Ratio Rank: 8787
Omega Ratio Rank
DFUV Calmar Ratio Rank: 9292
Calmar Ratio Rank
DFUV Martin Ratio Rank: 9191
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 Marketwide Value ETF (DFUV) 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.


DFUVBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.51

1.37

+0.14

Calmar ratioReturn relative to maximum drawdown

5.88

2.78

+3.10

Martin ratioReturn relative to average drawdown

21.16

12.44

+8.72

Dividends

Dividend History

Dimensional US Marketwide Value ETF provided a 1.33% dividend yield over the last twelve months, with an annual payout of $0.73 per share. The fund has been increasing its distributions for 3 consecutive years.


1.30%1.40%1.50%1.60%1.70%$0.00$0.20$0.40$0.60$0.802022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.73$0.72$0.67$0.64$0.45

Dividend yield

1.33%1.55%1.64%1.72%1.34%

Monthly Dividends

The table displays the monthly dividend distributions for Dimensional US Marketwide 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$0.18$0.00$0.00$0.00$0.18
2025$0.00$0.00$0.17$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.16$0.72
2024$0.00$0.00$0.14$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.18$0.67
2023$0.00$0.00$0.15$0.00$0.00$0.17$0.00$0.00$0.18$0.00$0.00$0.14$0.64
2022$0.15$0.00$0.00$0.16$0.00$0.00$0.13$0.45

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 Marketwide 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 Marketwide Value ETF was 17.60%, occurring on Apr 8, 2025. Recovery took 94 trading sessions.

The current Dimensional US Marketwide Value ETF drawdown is 0.07%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-17.60%Apr 2025
4mo 13d4mo 16d
8mo 29dNov 2024 - Aug 2025
Bear market2022
-15.35%Sep 2022
3mo 21d1mo 27d
5mo 18dJun 2022 - Nov 2022
2023 correction2023
-11.55%Oct 2023
2mo 27d1mo 17d
4mo 14dAug 2023 - Dec 2023
2023 correction2023
-10.97%Mar 2023
1mo 12d4mo 4d
5mo 16dFeb 2023 - Jul 2023
2024 pullback2024
-6.78%Aug 2024
4d25d
29dAug 2024 - Aug 2024

Drawdown Indicators


DFUVBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-17.60%

-56.78%

+39.18%

Max Drawdown (1Y)

Largest decline over 1 year

-6.01%

-9.10%

+3.09%

Max Drawdown (3Y)

Largest decline over 3 years

-17.60%

-18.90%

+1.30%

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

-0.07%

-1.80%

+1.73%

Average Drawdown

Average peak-to-trough decline

-3.62%

-10.71%

+7.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.03%

-0.36%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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