DFSB vs. DDGC.L

Last updated Jun 4, 2026

DFSB (Dimensional Global Sustainability Fixed Income ETF) and DDGC.L (Dimensional Global Core Equity UCITS ETF USD Acc) are both exchange-traded funds - DFSB is a Global Bonds fund actively managed by Dimensional, while DDGC.L is a Global Equities fund actively managed by Dimensional. Both are actively managed. At a 0.42 correlation, their price movements are largely independent. DFSB charges 0.24%/yr vs 0.26%/yr for DDGC.L.

Performance

DFSB vs. DDGC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Global Sustainability Fixed Income ETF (DFSB) and Dimensional Global Core Equity UCITS ETF USD Acc (DDGC.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFSB achieves a 0.84% return, which is significantly lower than DDGC.L's 10.20% return.

DFSB

• 1D: -0.28%
• 1M: 0.75%
• YTD: 0.84%
• 6M: 0.49%
• 1Y: 4.36%
• 3Y*: 4.79%
• 5Y*: —
• 10Y*: —

DDGC.L

• 1D: -0.39%
• 1M: 3.20%
• YTD: 10.20%
• 6M: 11.91%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DFSB vs. DDGC.L - Yearly Performance Comparison

	2026 (YTD)	2025
DFSB Dimensional Global Sustainability Fixed Income ETF	0.84%	0.09%
DDGC.L Dimensional Global Core Equity UCITS ETF USD Acc	10.20%	2.89%

Correlation

The correlation between DFSB and DDGC.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025	0.42

Return for Risk

DFSB vs. DDGC.L — Risk / Return Rank

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

DFSB

DFSB Risk / Return Rank: 31
DFSB Sharpe Ratio Rank: 31
DFSB Sortino Ratio Rank: 31
DFSB Omega Ratio Rank: 30
DFSB Calmar Ratio Rank: 30
DFSB Martin Ratio Rank: 31

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.

DFSB vs. DDGC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Sustainability Fixed Income ETF (DFSB) and Dimensional Global Core Equity UCITS ETF USD Acc (DDGC.L). 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.

	DFSB	DDGC.L	Difference
Sharpe ratio: Return per unit of total volatility	1.14	—	—
Sortino ratio: Return per unit of downside risk	1.66	—	—
Omega ratio: Gain probability vs. loss probability	1.20	—	—
Calmar ratio: Return relative to maximum drawdown	1.44	—	—
Martin ratio: Return relative to average drawdown	4.49	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DFSB	DDGC.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.14	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	2.18	-1.30

Drawdowns

DFSB vs. DDGC.L - Drawdown Comparison

The maximum DFSB drawdown since its inception was -5.16%, smaller than the maximum DDGC.L drawdown of -7.79%. Use the drawdown chart below to compare losses from any high point for DFSB and DDGC.L.

Drawdown Indicators

	DFSB	DDGC.L	Difference
Max Drawdown Largest peak-to-trough decline	-5.16%	-7.79%	+2.63%
Max Drawdown (1Y) Largest decline over 1 year	-3.04%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-4.37%	—	—
Current Drawdown Current decline from peak	-1.12%	-0.39%	-0.73%
Average Drawdown Average peak-to-trough decline	-1.26%	-1.37%	+0.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.97%	—	—

Volatility

Volatility by Period

	DFSB	DDGC.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.62%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.10%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.85%	12.08%	-8.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.46%	12.08%	-6.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.46%	12.08%	-6.62%

DFSB vs. DDGC.L - Expense Ratio Comparison

DFSB has a 0.24% expense ratio, which is lower than DDGC.L's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DFSB vs. DDGC.L - Dividend Comparison

DFSB's dividend yield for the trailing twelve months is around 3.61%, while DDGC.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
DDGC.L Dimensional Global Core Equity UCITS ETF USD Acc	0.00%	0.00%	0.00%	0.00%	0.00%
DFSB Dimensional Global Sustainability Fixed Income ETF	3.61%	3.46%	4.35%	5.27%	0.41%

Frequently Asked Questions

Can I hold both DFSB and DDGC.L in my portfolio?

DFSB and DDGC.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DFSB or DDGC.L?

On fees, DFSB is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DFSB or DDGC.L?

DFSB is cheaper with a 0.24% expense ratio, compared with 0.26% for DDGC.L.

What is the main difference between DFSB and DDGC.L?

DFSB is categorized as Global Bonds, while DDGC.L is Global Equities. Their fees differ too: 0.24% for DFSB and 0.26% for DDGC.L.