DFAI vs. GLTR
DFAI (Dimensional International Core Equity Market ETF) and GLTR (abrdn Physical Precious Metals Basket Shares ETF) are both exchange-traded funds - DFAI is a Foreign Large Cap Equities fund actively managed by Dimensional, while GLTR is a Precious Metals fund tracking the ETFS Physical Precious Metals Basket Index. DFAI is actively managed, while GLTR is passively managed. Over the past 5 years, DFAI returned 9.46%/yr vs 14.04%/yr for GLTR. At a 0.43 correlation, their price movements are largely independent. DFAI charges 0.18%/yr vs 0.60%/yr for GLTR.
Performance
DFAI vs. GLTR - Performance Comparison
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Returns By Period
In the year-to-date period, DFAI achieves a 10.05% return, which is significantly higher than GLTR's -4.66% return.
DFAI
- 1D
- 0.43%
- 1M
- 2.45%
- YTD
- 10.05%
- 6M
- 11.52%
- 1Y
- 25.01%
- 3Y*
- 17.84%
- 5Y*
- 9.46%
- 10Y*
- —
GLTR
- 1D
- 0.30%
- 1M
- -9.08%
- YTD
- -4.66%
- 6M
- 0.76%
- 1Y
- 38.86%
- 3Y*
- 29.97%
- 5Y*
- 14.04%
- 10Y*
- 12.08%
DFAI vs. GLTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 10.05% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 5.34% |
GLTR abrdn Physical Precious Metals Basket Shares ETF | -4.66% | 87.25% | 20.63% | 2.01% | -0.25% | -9.60% | 4.15% |
Correlation
The correlation between DFAI and GLTR is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2020 | 0.43 |
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Return for Risk
DFAI vs. GLTR — Risk / Return Rank
DFAI
GLTR
DFAI vs. GLTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International Core Equity Market ETF (DFAI) and abrdn Physical Precious Metals Basket Shares ETF (GLTR). 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.
| DFAI | GLTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | 1.17 | +1.00 |
| Martin ratioReturn relative to average drawdown | 8.47 | 2.88 | +5.59 |
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Drawdowns
DFAI vs. GLTR - Drawdown Comparison
The maximum DFAI drawdown since its inception was -27.44%, smaller than the maximum GLTR drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for DFAI and GLTR.
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Drawdown Indicators
| DFAI | GLTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.44% | -55.70% | +28.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.95% | -34.09% | +23.14% |
Max Drawdown (3Y)Largest decline over 3 years | -13.25% | -34.09% | +20.84% |
Max Drawdown (5Y)Largest decline over 5 years | -27.44% | -34.09% | +6.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.09% | — |
Current DrawdownCurrent decline from peak | -0.80% | -31.27% | +30.47% |
Average DrawdownAverage peak-to-trough decline | -5.11% | -28.82% | +23.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 13.86% | -11.04% |
Volatility
DFAI vs. GLTR - Volatility Comparison
The current volatility for Dimensional International Core Equity Market ETF (DFAI) is 5.12%, while abrdn Physical Precious Metals Basket Shares ETF (GLTR) has a volatility of 10.43%. This indicates that DFAI experiences smaller price fluctuations and is considered to be less risky than GLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFAI | GLTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 10.43% | -5.31% |
Volatility (6M)Calculated over the trailing 6-month period | 12.29% | 36.24% | -23.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.60% | 38.40% | -23.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.01% | 23.87% | -7.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 20.64% | -4.89% |
DFAI vs. GLTR - Expense Ratio Comparison
DFAI has a 0.18% expense ratio, which is lower than GLTR's 0.60% expense ratio.
Dividends
DFAI vs. GLTR - Dividend Comparison
DFAI's dividend yield for the trailing twelve months is around 2.24%, while GLTR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 2.24% | 2.45% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% |
GLTR abrdn Physical Precious Metals Basket Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DFAI and GLTR have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLTR has higher volatility (10.43%) compared to DFAI (5.12%). In terms of maximum drawdown, DFAI dropped -27.44% vs GLTR's -55.70%.
On 5-year performance, GLTR leads with 14.04% vs 9.46% for DFAI. On fees, DFAI is cheaper at 0.18% per year. On volatility, DFAI has been the lower-risk option at 5.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, GLTR has performed better with a 14.04% return vs 9.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFAI is cheaper with a 0.18% expense ratio, compared with 0.60% for GLTR.
DFAI has the higher dividend yield at 2.24%, compared with 0.00% for GLTR.
DFAI is categorized as Foreign Large Cap Equities, while GLTR is Precious Metals. They also come from different issuers: Dimensional and abrdn. Their fees differ too: 0.18% for DFAI and 0.60% for GLTR.
DFAI currently has the higher Sharpe Ratio (1.63 vs 1.04), 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.
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