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DFAR vs. IXUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFAR and IXUS is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

DFAR vs. IXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Real Estate ETF (DFAR) and iShares Core MSCI Total International Stock ETF (IXUS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

DFAR:

9.80%

IXUS:

17.02%

Max Drawdown

DFAR:

-1.06%

IXUS:

-36.22%

Current Drawdown

DFAR:

-0.30%

IXUS:

-0.34%

Returns By Period


DFAR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IXUS

YTD

10.75%

1M

8.57%

6M

7.11%

1Y

10.14%

5Y*

10.99%

10Y*

5.04%

*Annualized

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DFAR vs. IXUS - Expense Ratio Comparison

DFAR has a 0.19% expense ratio, which is higher than IXUS's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

DFAR vs. IXUS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFAR
The Risk-Adjusted Performance Rank of DFAR is 7171
Overall Rank
The Sharpe Ratio Rank of DFAR is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DFAR is 7373
Sortino Ratio Rank
The Omega Ratio Rank of DFAR is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DFAR is 7171
Calmar Ratio Rank
The Martin Ratio Rank of DFAR is 6868
Martin Ratio Rank

IXUS
The Risk-Adjusted Performance Rank of IXUS is 7474
Overall Rank
The Sharpe Ratio Rank of IXUS is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of IXUS is 7272
Sortino Ratio Rank
The Omega Ratio Rank of IXUS is 7272
Omega Ratio Rank
The Calmar Ratio Rank of IXUS is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IXUS is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DFAR vs. IXUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Real Estate ETF (DFAR) and iShares Core MSCI Total International Stock ETF (IXUS). 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.



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Dividends

DFAR vs. IXUS - Dividend Comparison

DFAR has not paid dividends to shareholders, while IXUS's dividend yield for the trailing twelve months is around 3.00%.


TTM20242023202220212020201920182017201620152014
DFAR
Dimensional US Real Estate ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXUS
iShares Core MSCI Total International Stock ETF
3.00%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.40%2.58%2.81%2.95%

Drawdowns

DFAR vs. IXUS - Drawdown Comparison

The maximum DFAR drawdown since its inception was -1.06%, smaller than the maximum IXUS drawdown of -36.22%. Use the drawdown chart below to compare losses from any high point for DFAR and IXUS. For additional features, visit the drawdowns tool.


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Volatility

DFAR vs. IXUS - Volatility Comparison


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