DFSB vs. DEGT.DE
DFSB (Dimensional Global Sustainability Fixed Income ETF) and DEGT.DE (Dimensional Global Targeted Value UCITS ETF USD Acc) are both exchange-traded funds - DFSB is a Global Bonds fund actively managed by Dimensional, while DEGT.DE is a Small Cap Value Equities fund actively managed by Dimensional. Both are actively managed. At a 0.40 correlation, their price movements are largely independent. DFSB charges 0.24%/yr vs 0.44%/yr for DEGT.DE.
Performance
DFSB vs. DEGT.DE - Performance Comparison
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Different Trading Currencies
DFSB is traded in USD, while DEGT.DE is traded in EUR. To make them comparable, the DEGT.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DFSB achieves a 0.84% return, which is significantly lower than DEGT.DE's 7.48% return.
DFSB
- 1D
- -0.28%
- 1M
- 0.75%
- YTD
- 0.84%
- 6M
- 0.49%
- 1Y
- 4.36%
- 3Y*
- 4.79%
- 5Y*
- —
- 10Y*
- —
DEGT.DE
- 1D
- -0.38%
- 1M
- 1.99%
- YTD
- 7.48%
- 6M
- 10.35%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DFSB vs. DEGT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DFSB Dimensional Global Sustainability Fixed Income ETF | 0.84% | 0.13% |
DEGT.DE Dimensional Global Targeted Value UCITS ETF USD Acc | 7.48% | 7.81% |
Correlation
The correlation between DFSB and DEGT.DE is 0.40, 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 18, 2025 | 0.40 |
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Return for Risk
DFSB vs. DEGT.DE — Risk / Return Rank
DFSB
DEGT.DE
DFSB vs. DEGT.DE - 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 Targeted Value UCITS ETF USD Acc (DEGT.DE). 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 | DEGT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.20 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | — | — |
| Martin ratioReturn 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. | |||
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Sharpe Ratios by Period
| DFSB | DEGT.DE | 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 | 2.66 | -1.78 |
Drawdowns
DFSB vs. DEGT.DE - Drawdown Comparison
The maximum DFSB drawdown since its inception was -5.16%, smaller than the maximum DEGT.DE drawdown of -9.35%. Use the drawdown chart below to compare losses from any high point for DFSB and DEGT.DE.
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Drawdown Indicators
| DFSB | DEGT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.16% | -9.35% | +4.19% |
Max Drawdown (1Y)Largest decline over 1 year | -3.04% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -4.37% | — | — |
Current DrawdownCurrent decline from peak | -1.12% | -0.62% | -0.50% |
Average DrawdownAverage peak-to-trough decline | -1.26% | -2.12% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | — | — |
Volatility
DFSB vs. DEGT.DE - Volatility Comparison
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Volatility by Period
| DFSB | DEGT.DE | 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% | 12.05% | -8.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.46% | 12.05% | -6.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.46% | 12.05% | -6.59% |
DFSB vs. DEGT.DE - Expense Ratio Comparison
DFSB has a 0.24% expense ratio, which is lower than DEGT.DE's 0.44% expense ratio.
Dividends
DFSB vs. DEGT.DE - Dividend Comparison
DFSB's dividend yield for the trailing twelve months is around 3.61%, while DEGT.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DEGT.DE Dimensional Global Targeted Value 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
DFSB and DEGT.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
DFSB is cheaper with a 0.24% expense ratio, compared with 0.44% for DEGT.DE.
DFSB is categorized as Global Bonds, while DEGT.DE is Small Cap Value Equities. Their fees differ too: 0.24% for DFSB and 0.44% for DEGT.DE.
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