DFAR vs. SPLG
Compare and contrast key facts about Dimensional US Real Estate ETF (DFAR) and SPDR Portfolio S&P 500 ETF (SPLG).
DFAR and SPLG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFAR is an actively managed fund by Dimensional Fund Advisors. It was launched on Feb 23, 2022. SPLG is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Nov 15, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAR or SPLG.
Key characteristics
| DFAR | SPLG | |
|---|---|---|
| YTD Return | 14.96% | 19.06% |
| 1Y Return | 26.16% | 26.60% |
| Sharpe Ratio | 1.55 | 2.19 |
| Daily Std Dev | 18.43% | 12.66% |
| Max Drawdown | -32.27% | -54.50% |
| Current Drawdown | -2.82% | -0.51% |
Correlation
The correlation between DFAR and SPLG is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DFAR vs. SPLG - Performance Comparison
In the year-to-date period, DFAR achieves a 14.96% return, which is significantly lower than SPLG's 19.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFAR vs. SPLG - Expense Ratio Comparison
DFAR has a 0.19% expense ratio, which is higher than SPLG's 0.03% 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. SPLG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Real Estate ETF (DFAR) and SPDR Portfolio S&P 500 ETF (SPLG). 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.
Dividends
DFAR vs. SPLG - Dividend Comparison
DFAR's dividend yield for the trailing twelve months is around 2.57%, more than SPLG's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAR Dimensional US Real Estate ETF | 2.57% | 3.06% | 1.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLG SPDR Portfolio S&P 500 ETF | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
Drawdowns
DFAR vs. SPLG - Drawdown Comparison
The maximum DFAR drawdown since its inception was -32.27%, smaller than the maximum SPLG drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for DFAR and SPLG. For additional features, visit the drawdowns tool.
Volatility
DFAR vs. SPLG - Volatility Comparison
The current volatility for Dimensional US Real Estate ETF (DFAR) is 2.84%, while SPDR Portfolio S&P 500 ETF (SPLG) has a volatility of 4.23%. This indicates that DFAR experiences smaller price fluctuations and is considered to be less risky than SPLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.