DFSB vs. DFAU
DFSB (Dimensional Global Sustainability Fixed Income ETF) and DFAU (Dimensional US Core Equity Market ETF) are both exchange-traded funds - DFSB is a Global Bonds fund actively managed by Dimensional, while DFAU is a Large Cap Blend Equities fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, DFSB returned 4.79%/yr vs 21.70%/yr for DFAU. At a 0.24 correlation, their price movements are largely independent. DFSB charges 0.24%/yr vs 0.12%/yr for DFAU.
Performance
DFSB vs. DFAU - Performance Comparison
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Returns By Period
In the year-to-date period, DFSB achieves a 0.84% return, which is significantly lower than DFAU's 11.32% return.
DFSB
- 1D
- -0.28%
- 1M
- 0.75%
- YTD
- 0.84%
- 6M
- 0.49%
- 1Y
- 4.36%
- 3Y*
- 4.79%
- 5Y*
- —
- 10Y*
- —
DFAU
- 1D
- -0.67%
- 1M
- 4.93%
- YTD
- 11.32%
- 6M
- 11.27%
- 1Y
- 28.49%
- 3Y*
- 21.70%
- 5Y*
- 13.05%
- 10Y*
- —
DFSB vs. DFAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFSB Dimensional Global Sustainability Fixed Income ETF | 0.84% | 5.22% | 2.45% | 9.37% | -0.77% |
DFAU Dimensional US Core Equity Market ETF | 11.32% | 16.78% | 23.17% | 24.79% | -3.20% |
Correlation
The correlation between DFSB and DFAU 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 | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2022 | 0.24 |
The correlation between DFSB and DFAU shifts across timeframes, from 0.24 (all time) to 0.36 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DFSB vs. DFAU — Risk / Return Rank
DFSB
DFAU
DFSB vs. DFAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Sustainability Fixed Income ETF (DFSB) and Dimensional US Core Equity Market ETF (DFAU). 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 | DFAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.43 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 3.30 | -1.86 |
| Martin ratioReturn relative to average drawdown | 4.49 | 15.10 | -10.61 |
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 | DFAU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 2.38 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.94 | -0.06 |
Drawdowns
DFSB vs. DFAU - Drawdown Comparison
The maximum DFSB drawdown since its inception was -5.16%, smaller than the maximum DFAU drawdown of -23.61%. Use the drawdown chart below to compare losses from any high point for DFSB and DFAU.
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Drawdown Indicators
| DFSB | DFAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.16% | -23.61% | +18.45% |
Max Drawdown (1Y)Largest decline over 1 year | -3.04% | -8.67% | +5.63% |
Max Drawdown (3Y)Largest decline over 3 years | -4.37% | -19.36% | +14.99% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.61% | — |
Current DrawdownCurrent decline from peak | -1.12% | -0.67% | -0.45% |
Average DrawdownAverage peak-to-trough decline | -1.26% | -4.99% | +3.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 1.89% | -0.92% |
Volatility
DFSB vs. DFAU - Volatility Comparison
The current volatility for Dimensional Global Sustainability Fixed Income ETF (DFSB) is 1.62%, while Dimensional US Core Equity Market ETF (DFAU) has a volatility of 2.95%. This indicates that DFSB experiences smaller price fluctuations and is considered to be less risky than DFAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSB | DFAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 2.95% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 3.10% | 9.04% | -5.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.85% | 12.06% | -8.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.46% | 17.02% | -11.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.46% | 16.73% | -11.27% |
DFSB vs. DFAU - Expense Ratio Comparison
DFSB has a 0.24% expense ratio, which is higher than DFAU's 0.12% 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
DFSB vs. DFAU - Dividend Comparison
DFSB's dividend yield for the trailing twelve months is around 3.61%, more than DFAU's 0.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DFAU Dimensional US Core Equity Market ETF | 0.90% | 0.95% | 1.10% | 1.29% | 1.40% | 1.00% | 0.13% |
DFSB Dimensional Global Sustainability Fixed Income ETF | 3.61% | 3.46% | 4.35% | 5.27% | 0.41% | 0.00% | 0.00% |
Frequently Asked Questions
DFSB and DFAU 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.
DFAU has higher volatility (2.95%) compared to DFSB (1.62%). In terms of maximum drawdown, DFSB dropped -5.16% vs DFAU's -23.61%.
On 3-year performance, DFAU leads with 21.70% vs 4.79% for DFSB. On fees, DFAU is cheaper at 0.12% per year. On volatility, DFSB has been the lower-risk option at 1.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DFAU has performed better with a 21.70% return vs 4.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFAU is cheaper with a 0.12% expense ratio, compared with 0.24% for DFSB.
DFSB has the higher dividend yield at 3.61%, compared with 0.90% for DFAU.
DFSB is categorized as Global Bonds, while DFAU is Large Cap Blend Equities. Their fees differ too: 0.24% for DFSB and 0.12% for DFAU.
DFAU currently has the higher Sharpe Ratio (2.38 vs 1.14), 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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