DCOR vs. EQL

Last updated Aug 6, 2026

DCOR (Dimensional US Core Equity 1 ETF) and EQL (ALPS Equal Sector Weight ETF) are both Large Cap Blend Equities funds. DCOR is actively managed, while EQL is passively managed. Over the past year, DCOR returned 25.99% vs 19.04% for EQL. Their correlation of 0.89 means they have usually moved in the same direction. DCOR charges 0.14%/yr vs 0.27%/yr for EQL.

Performance

DCOR vs. EQL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Core Equity 1 ETF (DCOR) and ALPS Equal Sector Weight ETF (EQL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DCOR achieves a 15.75% return, which is significantly higher than EQL's 12.36% return.

DCOR

• 1D: -0.24%
• 1M: 2.81%
• 6M: 12.64%
• YTD: 15.75%
• 1Y: 25.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.48%

EQL

• 1D: -0.25%
• 1M: 1.57%
• 6M: 7.31%
• YTD: 12.36%
• 1Y: 19.04%
• 3Y*: 15.88%
• 5Y*: 10.78%
• 10Y*: 12.45%
• ALL TIME*: 13.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DCOR Dimensional US Core Equity 1 ETF	$10.29M	$9.74M	$9.50M
EQL ALPS Equal Sector Weight ETF	$3.29M	$2.86M	$2.72M

DCOR vs. EQL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DCOR Dimensional US Core Equity 1 ETF	15.75%	15.96%	21.19%	7.96%
EQL ALPS Equal Sector Weight ETF	12.36%	13.09%	16.44%	5.36%

Correlation

The correlation between DCOR and EQL is 0.83, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.83
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023	0.89

The correlation between DCOR and EQL has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.

DCOR vs. EQL - Sectors Allocation Comparison

Sectors	DCOR	EQL
Technology	30.0%	10.2%
Financial Services	14.6%	9.1%
Industrials	12.0%	9.3%
Consumer Cyclical	10.3%	9.6%
Healthcare	9.7%	9.4%
Communication Services	8.4%	8.9%
Consumer Defensive	4.8%	8.8%
Energy	4.8%	8.7%
Basic Materials	2.8%	8.0%
Utilities	2.4%	9.4%
Real Estate	0.2%	8.7%

Return for Risk

DCOR vs. EQL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DCOR

DCOR Risk / Return Rank: 82
DCOR Sharpe Ratio Rank: 82
DCOR Sortino Ratio Rank: 80
DCOR Omega Ratio Rank: 81
DCOR Calmar Ratio Rank: 78
DCOR Martin Ratio Rank: 86

EQL

EQL Risk / Return Rank: 79
EQL Sharpe Ratio Rank: 79
EQL Sortino Ratio Rank: 78
EQL Omega Ratio Rank: 78
EQL Calmar Ratio Rank: 77
EQL Martin Ratio Rank: 81

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DCOR vs. EQL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity 1 ETF (DCOR) and ALPS Equal Sector Weight ETF (EQL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	DCOR	EQL	Difference
Sharpe ratio: Return per unit of total volatility	2.11	2.03	+0.08
Sortino ratio: Return per unit of downside risk	2.91	2.83	+0.08
Omega ratio: Gain probability vs. loss probability	1.38	1.37	+0.01
Calmar ratio: Return relative to maximum drawdown	3.16	3.09	+0.07
Martin ratio: Return relative to average drawdown	13.79	12.10	+1.69

DCOR vs. EQL - Sharpe Ratio Comparison

The current DCOR Sharpe Ratio is 2.11, which is comparable to the EQL Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of DCOR and EQL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DCOR vs. EQL - Drawdown Comparison

The maximum DCOR drawdown since its inception was -19.10%, smaller than the maximum EQL drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for DCOR and EQL.

Drawdown Indicators

	DCOR	EQL	Difference
Max Drawdown Largest peak-to-trough decline	-19.10%	-35.65%	+16.55%
Max Drawdown (1Y) Largest decline over 1 year	-8.26%	-6.19%	-2.07%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.07%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.24%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.65%	—
Current Drawdown Current decline from peak	-0.24%	-0.25%	+0.01%
Average Drawdown Average peak-to-trough decline	-2.12%	-3.23%	+1.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	1.58%	+0.31%

Volatility

DCOR vs. EQL - Volatility Comparison

Dimensional US Core Equity 1 ETF (DCOR) has a higher volatility of 3.56% compared to ALPS Equal Sector Weight ETF (EQL) at 2.41%. This indicates that DCOR's price experiences larger fluctuations and is considered to be riskier than EQL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DCOR	EQL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.56%	2.41%	+1.15%
Volatility (6M) Calculated over the trailing 6-month period	9.68%	7.12%	+2.56%
Volatility (1Y) Calculated over the trailing 1-year period	12.38%	9.43%	+2.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.05%	14.52%	+0.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.05%	16.49%	-1.44%

DCOR vs. EQL - Expense Ratio Comparison

DCOR has a 0.14% expense ratio, which is lower than EQL's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DCOR vs. EQL - Dividend Comparison

DCOR's dividend yield for the trailing twelve months is around 0.90%, less than EQL's 1.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DCOR Dimensional US Core Equity 1 ETF	0.90%	0.97%	0.98%	0.40%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EQL ALPS Equal Sector Weight ETF	1.33%	1.73%	1.78%	1.96%	2.14%	1.69%	2.29%	1.95%	2.39%	1.97%	2.89%	2.07%

Frequently Asked Questions

Can I hold both DCOR and EQL in my portfolio?

DCOR and EQL have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DCOR or EQL?

DCOR has higher volatility (3.56%) compared to EQL (2.41%). In terms of maximum drawdown, DCOR dropped -19.10% vs EQL's -35.65%.

Which ETF is better, DCOR or EQL?

On 1-year performance, DCOR leads with 25.99% vs 19.04% for EQL. On fees, DCOR is cheaper at 0.14% per year. On volatility, EQL has been the lower-risk option at 2.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DCOR or EQL?

Over the 1-year period, DCOR has performed better with a 25.99% return vs 19.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DCOR or EQL?

DCOR is cheaper with a 0.14% expense ratio, compared with 0.27% for EQL.

Which ETF pays a higher dividend yield, DCOR or EQL?

EQL has the higher dividend yield at 1.33%, compared with 0.90% for DCOR.

What is the main difference between DCOR and EQL?

They also come from different issuers: Dimensional and SS&C. Their fees differ too: 0.14% for DCOR and 0.27% for EQL.

Which has better risk-adjusted returns?

DCOR currently has the higher Sharpe Ratio (2.11 vs 2.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.