DFGR vs. ITOT
DFGR (Dimensional Global Real Estate ETF) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both exchange-traded funds - DFGR is a REIT fund actively managed by Dimensional, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. DFGR is actively managed, while ITOT is passively managed. Over the past 3 years, DFGR returned 10.99%/yr vs 21.20%/yr for ITOT. A 0.55 correlation means they provide meaningful diversification when combined. DFGR charges 0.22%/yr vs 0.03%/yr for ITOT.
Performance
DFGR vs. ITOT - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DFGR having a 9.95% return and ITOT slightly higher at 10.37%.
DFGR
- 1D
- 0.94%
- 1M
- 0.00%
- YTD
- 9.95%
- 6M
- 10.79%
- 1Y
- 12.29%
- 3Y*
- 10.99%
- 5Y*
- —
- 10Y*
- —
ITOT
- 1D
- -0.32%
- 1M
- 0.50%
- YTD
- 10.37%
- 6M
- 9.62%
- 1Y
- 27.18%
- 3Y*
- 21.20%
- 5Y*
- 12.36%
- 10Y*
- 15.26%
DFGR vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFGR Dimensional Global Real Estate ETF | 9.95% | 7.65% | 1.89% | 9.64% | -1.20% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 10.37% | 17.00% | 23.80% | 26.12% | -2.42% |
Correlation
The correlation between DFGR and ITOT is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2022 | 0.55 |
The correlation between DFGR and ITOT shifts across timeframes, from 0.36 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DFGR vs. ITOT — Risk / Return Rank
DFGR
ITOT
DFGR vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Real Estate ETF (DFGR) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFGR | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.38 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.35 | 3.07 | -1.72 |
| Martin ratioReturn relative to average drawdown | 4.75 | 13.65 | -8.90 |
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Drawdowns
DFGR vs. ITOT - Drawdown Comparison
The maximum DFGR drawdown since its inception was -21.28%, smaller than the maximum ITOT drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for DFGR and ITOT.
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Drawdown Indicators
| DFGR | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.28% | -55.20% | +33.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -8.90% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -19.44% | +1.87% |
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 | -1.83% | -1.51% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -6.96% | +0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.00% | +0.59% |
Volatility
DFGR vs. ITOT - Volatility Comparison
The current volatility for Dimensional Global Real Estate ETF (DFGR) is 4.21%, while iShares Core S&P Total U.S. Stock Market ETF (ITOT) has a volatility of 4.78%. This indicates that DFGR experiences smaller price fluctuations and is considered to be less risky than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFGR | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 4.78% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 9.98% | -0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.31% | 12.80% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.43% | 17.45% | -2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.43% | 18.31% | -2.88% |
DFGR vs. ITOT - Expense Ratio Comparison
DFGR has a 0.22% expense ratio, which is higher than ITOT'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%.
Dividends
DFGR vs. ITOT - Dividend Comparison
DFGR's dividend yield for the trailing twelve months is around 3.87%, more than ITOT's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGR Dimensional Global Real Estate ETF | 3.87% | 4.05% | 3.73% | 2.77% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.01% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Frequently Asked Questions
DFGR and ITOT have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITOT has higher volatility (4.78%) compared to DFGR (4.21%). In terms of maximum drawdown, DFGR dropped -21.28% vs ITOT's -55.20%.
On 3-year performance, ITOT leads with 21.20% vs 10.99% for DFGR. On fees, ITOT is cheaper at 0.03% per year. On volatility, DFGR has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ITOT has performed better with a 21.20% return vs 10.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITOT is cheaper with a 0.03% expense ratio, compared with 0.22% for DFGR.
DFGR has the higher dividend yield at 3.87%, compared with 1.01% for ITOT.
DFGR is categorized as REIT, while ITOT is Large Cap Blend Equities. They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.22% for DFGR and 0.03% for ITOT.
ITOT currently has the higher Sharpe Ratio (2.14 vs 1.00), 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.
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