DFAU vs. RSSY

Last updated Jun 4, 2026

DFAU (Dimensional US Core Equity Market ETF) and RSSY (Return Stacked US Stocks & Futures Yield ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, DFAU returned 28.49% vs 47.81% for RSSY. A 0.59 correlation means they provide meaningful diversification when combined. DFAU charges 0.12%/yr vs 1.04%/yr for RSSY.

Performance

DFAU vs. RSSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Core Equity Market ETF (DFAU) and Return Stacked US Stocks & Futures Yield ETF (RSSY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFAU achieves a 11.32% return, which is significantly lower than RSSY's 32.45% return.

DFAU

• 1D: -0.67%
• 1M: 4.93%
• YTD: 11.32%
• 6M: 11.27%
• 1Y: 28.49%
• 3Y*: 21.70%
• 5Y*: 13.05%
• 10Y*: —

RSSY

• 1D: -0.16%
• 1M: 1.78%
• YTD: 32.45%
• 6M: 27.13%
• 1Y: 47.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFAU vs. RSSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DFAU Dimensional US Core Equity Market ETF	11.32%	16.78%	12.06%
RSSY Return Stacked US Stocks & Futures Yield ETF	32.45%	-3.52%	1.10%

Correlation

The correlation between DFAU and RSSY is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (All Time) Calculated using the full available price history since May 30, 2024	0.59

The correlation between DFAU and RSSY has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.

Return for Risk

DFAU vs. RSSY — Risk / Return Rank

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

DFAU

DFAU Risk / Return Rank: 71
DFAU Sharpe Ratio Rank: 71
DFAU Sortino Ratio Rank: 70
DFAU Omega Ratio Rank: 70
DFAU Calmar Ratio Rank: 66
DFAU Martin Ratio Rank: 77

RSSY

RSSY Risk / Return Rank: 93
RSSY Sharpe Ratio Rank: 94
RSSY Sortino Ratio Rank: 93
RSSY Omega Ratio Rank: 93
RSSY Calmar Ratio Rank: 92
RSSY Martin Ratio Rank: 91

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFAU vs. RSSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity Market ETF (DFAU) and Return Stacked US Stocks & Futures Yield ETF (RSSY). 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.

	DFAU	RSSY	Difference
Sharpe ratio Return per unit of total volatility	2.38	3.63	-1.25
Sortino ratio Return per unit of downside risk	3.24	4.78	-1.53
Omega ratio Gain probability vs. loss probability	1.43	1.65	-0.22
Calmar ratio Return relative to maximum drawdown	3.30	6.53	-3.23
Martin ratio Return relative to average drawdown	15.10	22.39	-7.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFAU vs. RSSY - Sharpe Ratio Comparison

The current DFAU Sharpe Ratio is 2.38, which is lower than the RSSY Sharpe Ratio of 3.63. The chart below compares the historical Sharpe Ratios of DFAU and RSSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DFAU	RSSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.38	3.63	-1.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.77	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	0.75	+0.20

Drawdowns

DFAU vs. RSSY - Drawdown Comparison

The maximum DFAU drawdown since its inception was -23.61%, smaller than the maximum RSSY drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for DFAU and RSSY.

Drawdown Indicators

	DFAU	RSSY	Difference
Max Drawdown Largest peak-to-trough decline	-23.61%	-29.57%	+5.96%
Max Drawdown (1Y) Largest decline over 1 year	-8.67%	-7.36%	-1.31%
Max Drawdown (3Y) Largest decline over 3 years	-19.36%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.61%	—	—
Current Drawdown Current decline from peak	-0.67%	-0.16%	-0.51%
Average Drawdown Average peak-to-trough decline	-4.99%	-7.37%	+2.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	2.14%	-0.25%

Volatility

DFAU vs. RSSY - Volatility Comparison

Dimensional US Core Equity Market ETF (DFAU) has a higher volatility of 2.95% compared to Return Stacked US Stocks & Futures Yield ETF (RSSY) at 2.30%. This indicates that DFAU's price experiences larger fluctuations and is considered to be riskier than RSSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFAU	RSSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.95%	2.30%	+0.65%
Volatility (6M) Calculated over the trailing 6-month period	9.04%	9.92%	-0.88%
Volatility (1Y) Calculated over the trailing 1-year period	12.06%	13.28%	-1.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.02%	18.35%	-1.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.73%	18.35%	-1.62%

DFAU vs. RSSY - Expense Ratio Comparison

DFAU has a 0.12% expense ratio, which is lower than RSSY's 1.04% expense ratio.

Dividends

DFAU vs. RSSY - Dividend Comparison

DFAU's dividend yield for the trailing twelve months is around 0.90%, less than RSSY's 1.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
DFAU Dimensional US Core Equity Market ETF	0.90%	0.95%	1.10%	1.29%	1.40%	1.00%	0.13%
RSSY Return Stacked US Stocks & Futures Yield ETF	1.54%	2.04%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFAU and RSSY in my portfolio?

DFAU and RSSY have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFAU or RSSY?

DFAU has higher volatility (2.95%) compared to RSSY (2.30%). In terms of maximum drawdown, DFAU dropped -23.61% vs RSSY's -29.57%.

Which ETF is better, DFAU or RSSY?

On 1-year performance, RSSY leads with 47.81% vs 28.49% for DFAU. On fees, DFAU is cheaper at 0.12% per year. On volatility, RSSY has been the lower-risk option at 2.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFAU or RSSY?

Over the 1-year period, RSSY has performed better with a 47.81% return vs 28.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFAU or RSSY?

DFAU is cheaper with a 0.12% expense ratio, compared with 1.04% for RSSY.

Which ETF pays a higher dividend yield, DFAU or RSSY?

RSSY has the higher dividend yield at 1.54%, compared with 0.90% for DFAU.

What is the main difference between DFAU and RSSY?

They also come from different issuers: Dimensional and Return Stacked. Their fees differ too: 0.12% for DFAU and 1.04% for RSSY.

Which has better risk-adjusted returns?

RSSY currently has the higher Sharpe Ratio (3.63 vs 2.38), 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.