DFGR vs. DFAR

In the year-to-date period, DFGR achieves a 4.00% return, which is significantly higher than DFAR's 1.28% return.

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DFGR has a 0.22% expense ratio, which is higher than DFAR's 0.19% 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%.

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Real Estate ETF (DFGR) and Dimensional US Real Estate ETF (DFAR). 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 DFGR Sharpe Ratio is 0.67, which is comparable to the DFAR Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of DFGR and DFAR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFGR's dividend yield for the trailing twelve months is around 3.59%, more than DFAR's 2.83% yield.

The maximum DFGR drawdown since its inception was -21.28%, smaller than the maximum DFAR drawdown of -32.27%. Use the drawdown chart below to compare losses from any high point for DFGR and DFAR. For additional features, visit the drawdowns tool.