DFAW vs. VTI
Compare and contrast key facts about Dimensional World Equity ETF (DFAW) and Vanguard Total Stock Market ETF (VTI).
DFAW and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFAW is an actively managed fund by Dimensional. It was launched on Sep 26, 2023. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
DFAW vs. VTI - Performance Comparison
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DFAW vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DFAW Dimensional World Equity ETF | 0.66% | 20.62% | 15.49% | 11.57% |
VTI Vanguard Total Stock Market ETF | -3.29% | 17.10% | 23.81% | 12.57% |
Returns By Period
In the year-to-date period, DFAW achieves a 0.66% return, which is significantly higher than VTI's -3.29% return.
DFAW
- 1D
- 0.70%
- 1M
- -4.68%
- YTD
- 0.66%
- 6M
- 4.05%
- 1Y
- 23.11%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VTI
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.29%
- 6M
- -1.26%
- 1Y
- 18.60%
- 3Y*
- 18.14%
- 5Y*
- 10.63%
- 10Y*
- 13.69%
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DFAW vs. VTI - Expense Ratio Comparison
DFAW has a 0.25% expense ratio, which is higher than VTI'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%.
Return for Risk
DFAW vs. VTI — Risk / Return Rank
DFAW
VTI
DFAW vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional World Equity ETF (DFAW) and Vanguard Total Stock Market ETF (VTI). 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.
| DFAW | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.35 | 0.98 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.52 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.23 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 1.54 | +0.37 |
Martin ratioReturn relative to average drawdown | 9.17 | 7.30 | +1.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFAW | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.35 | 0.98 | +0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.61 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.35 | 0.48 | +0.87 |
Correlation
The correlation between DFAW and VTI is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFAW vs. VTI - Dividend Comparison
DFAW's dividend yield for the trailing twelve months is around 1.73%, more than VTI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAW Dimensional World Equity ETF | 1.73% | 1.71% | 1.47% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
DFAW vs. VTI - Drawdown Comparison
The maximum DFAW drawdown since its inception was -16.93%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DFAW and VTI.
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Drawdown Indicators
| DFAW | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.93% | -55.45% | +38.52% |
Max Drawdown (1Y)Largest decline over 1 year | -12.24% | -12.30% | +0.06% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -5.51% | -5.54% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -1.76% | -8.08% | +6.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.60% | -0.04% |
Volatility
DFAW vs. VTI - Volatility Comparison
Dimensional World Equity ETF (DFAW) and Vanguard Total Stock Market ETF (VTI) have volatilities of 5.67% and 5.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFAW | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.67% | 5.48% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 9.47% | 9.75% | -0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.15% | 19.02% | -1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 17.41% | -2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 18.29% | -3.72% |