DFEM vs. XAR
Compare and contrast key facts about Dimensional Emerging Markets Core Equity 2 ETF (DFEM) and SPDR S&P Aerospace & Defense ETF (XAR).
DFEM and XAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFEM is an actively managed fund by Dimensional. It was launched on Apr 26, 2022. XAR is a passively managed fund by State Street that tracks the performance of the S&P Aerospace & Defense Select Industry. It was launched on Sep 28, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEM or XAR.
Key characteristics
| DFEM | XAR | |
|---|---|---|
| YTD Return | 8.14% | 12.82% |
| 1Y Return | 14.22% | 32.65% |
| Sharpe Ratio | 1.02 | 1.86 |
| Daily Std Dev | 13.38% | 16.96% |
| Max Drawdown | -20.82% | -46.37% |
| Current Drawdown | -3.24% | -1.98% |
Correlation
The correlation between DFEM and XAR is 0.53, 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
DFEM vs. XAR - Performance Comparison
In the year-to-date period, DFEM achieves a 8.14% return, which is significantly lower than XAR's 12.82% 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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DFEM vs. XAR - Expense Ratio Comparison
DFEM has a 0.39% expense ratio, which is higher than XAR's 0.35% expense ratio.
Risk-Adjusted Performance
DFEM vs. XAR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets Core Equity 2 ETF (DFEM) and SPDR S&P Aerospace & Defense ETF (XAR). 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
DFEM vs. XAR - Dividend Comparison
DFEM's dividend yield for the trailing twelve months is around 2.27%, more than XAR's 0.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEM Dimensional Emerging Markets Core Equity 2 ETF | 2.27% | 2.38% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XAR SPDR S&P Aerospace & Defense ETF | 0.44% | 0.54% | 0.50% | 0.83% | 0.63% | 0.74% | 1.19% | 0.76% | 1.09% | 2.31% | 1.07% | 1.96% |
Drawdowns
DFEM vs. XAR - Drawdown Comparison
The maximum DFEM drawdown since its inception was -20.82%, smaller than the maximum XAR drawdown of -46.37%. Use the drawdown chart below to compare losses from any high point for DFEM and XAR. For additional features, visit the drawdowns tool.
Volatility
DFEM vs. XAR - Volatility Comparison
The current volatility for Dimensional Emerging Markets Core Equity 2 ETF (DFEM) is 3.86%, while SPDR S&P Aerospace & Defense ETF (XAR) has a volatility of 5.14%. This indicates that DFEM experiences smaller price fluctuations and is considered to be less risky than XAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.