DFAR vs. DFGR

In the year-to-date period, DFAR achieves a 1.37% return, which is significantly lower than DFGR's 4.15% return.

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DFAR has a 0.19% expense ratio, which is lower than DFGR's 0.22% 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%.

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Real Estate ETF (DFAR) and Dimensional Global Real Estate ETF (DFGR). 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.

The current DFAR Sharpe Ratio is 0.73, which is comparable to the DFGR Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of DFAR and DFGR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFAR's dividend yield for the trailing twelve months is around 2.83%, while DFGR has not paid dividends to shareholders.

The maximum DFAR drawdown since its inception was -32.27%, which is greater than DFGR's maximum drawdown of -21.28%. Use the drawdown chart below to compare losses from any high point for DFAR and DFGR. For additional features, visit the drawdowns tool.

Dimensional US Real Estate ETF (DFAR) has a higher volatility of 4.42% compared to Dimensional Global Real Estate ETF (DFGR) at 4.09%. This indicates that DFAR's price experiences larger fluctuations and is considered to be riskier than DFGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.