DFAU vs. GLDM

In the year-to-date period, DFAU achieves a 1.09% return, which is significantly lower than GLDM's 21.64% return.

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DFAU has a 0.12% expense ratio, which is lower than GLDM's 0.18% 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 Core Equity Market ETF (DFAU) and SPDR Gold MiniShares Trust (GLDM). 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 DFAU Sharpe Ratio is 0.62, which is lower than the GLDM Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of DFAU and GLDM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFAU's dividend yield for the trailing twelve months is around 1.12%, while GLDM has not paid dividends to shareholders.

The maximum DFAU drawdown since its inception was -23.61%, which is greater than GLDM's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for DFAU and GLDM. For additional features, visit the drawdowns tool.

The current volatility for Dimensional US Core Equity Market ETF (DFAU) is 5.47%, while SPDR Gold MiniShares Trust (GLDM) has a volatility of 8.41%. This indicates that DFAU experiences smaller price fluctuations and is considered to be less risky than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.