DFSCX vs. XLRE
DFSCX (DFA U.S. Micro Cap Portfolio) and XLRE (Real Estate Select Sector SPDR Fund) are both funds - DFSCX is a Small Cap Blend Equities fund managed by Dimensional, while XLRE is a REIT fund tracking the Real Estate Select Sector Index. Over the past 10 years, DFSCX returned 11.53%/yr vs 7.15%/yr for XLRE. At a 0.49 correlation, their price movements are largely independent. DFSCX charges 0.41%/yr vs 0.13%/yr for XLRE.
Performance
DFSCX vs. XLRE - Performance Comparison
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Returns By Period
In the year-to-date period, DFSCX achieves a 19.26% return, which is significantly higher than XLRE's 13.17% return. Over the past 10 years, DFSCX has outperformed XLRE with an annualized return of 11.53%, while XLRE has yielded a comparatively lower 7.15% annualized return.
DFSCX
- 1D
- 2.35%
- 1M
- 6.42%
- YTD
- 19.26%
- 6M
- 16.19%
- 1Y
- 38.65%
- 3Y*
- 17.49%
- 5Y*
- 9.29%
- 10Y*
- 11.53%
XLRE
- 1D
- 0.98%
- 1M
- 3.30%
- YTD
- 13.17%
- 6M
- 13.29%
- 1Y
- 12.05%
- 3Y*
- 10.41%
- 5Y*
- 3.32%
- 10Y*
- 7.15%
DFSCX vs. XLRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 19.26% | 9.65% | 11.43% | 17.93% | -12.49% | 33.70% | 6.61% | 20.68% | -11.60% | 10.92% |
XLRE Real Estate Select Sector SPDR Fund | 13.17% | 2.63% | 5.09% | 12.36% | -26.25% | 46.10% | -2.18% | 28.68% | -2.39% | 10.69% |
Correlation
The correlation between DFSCX and XLRE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2015 | 0.49 |
The correlation between DFSCX and XLRE has been stable across timeframes, ranging from 0.49 to 0.59 - a consistent structural relationship.
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Return for Risk
DFSCX vs. XLRE — Risk / Return Rank
DFSCX
XLRE
DFSCX vs. XLRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Micro Cap Portfolio (DFSCX) and Real Estate Select Sector SPDR Fund (XLRE). 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.
| DFSCX | XLRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.15 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 4.37 | 1.34 | +3.03 |
| Martin ratioReturn relative to average drawdown | 14.12 | 3.69 | +10.43 |
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Drawdowns
DFSCX vs. XLRE - Drawdown Comparison
The maximum DFSCX drawdown since its inception was -63.07%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for DFSCX and XLRE.
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Drawdown Indicators
| DFSCX | XLRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.07% | -38.83% | -24.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.17% | -8.33% | +0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -27.01% | -16.74% | -10.27% |
Max Drawdown (5Y)Largest decline over 5 years | -27.01% | -34.12% | +7.11% |
Max Drawdown (10Y)Largest decline over 10 years | -46.88% | -38.83% | -8.05% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -9.58% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 3.03% | -0.50% |
Volatility
DFSCX vs. XLRE - Volatility Comparison
DFA U.S. Micro Cap Portfolio (DFSCX) and Real Estate Select Sector SPDR Fund (XLRE) have volatilities of 5.02% and 4.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSCX | XLRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.02% | 4.81% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 11.99% | 10.20% | +1.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.79% | 13.83% | +3.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.05% | 19.10% | +1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.65% | 20.42% | +2.23% |
DFSCX vs. XLRE - Expense Ratio Comparison
DFSCX has a 0.41% expense ratio, which is higher than XLRE's 0.13% expense ratio.
Dividends
DFSCX vs. XLRE - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 0.80%, less than XLRE's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 0.80% | 1.03% | 0.97% | 2.48% | 5.16% | 10.77% | 0.87% | 2.80% | 5.50% | 5.05% | 0.90% | 6.33% |
XLRE Real Estate Select Sector SPDR Fund | 3.08% | 3.45% | 3.43% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% |
Frequently Asked Questions
DFSCX and XLRE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFSCX has higher volatility (5.02%) compared to XLRE (4.81%). In terms of maximum drawdown, DFSCX dropped -63.07% vs XLRE's -38.83%.
DFSCX currently has the higher Sharpe Ratio (2.01 vs 0.81), 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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