DFSU vs. DFAI
Compare and contrast key facts about Dimensional US Sustainability Core 1 ETF (DFSU) and Dimensional International Core Equity Market ETF (DFAI).
DFSU and DFAI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFSU is an actively managed fund by Dimensional. It was launched on Nov 1, 2022. DFAI is an actively managed fund by Dimensional. It was launched on Nov 17, 2020.
Performance
DFSU vs. DFAI - Performance Comparison
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DFSU vs. DFAI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFSU Dimensional US Sustainability Core 1 ETF | -4.41% | 15.65% | 22.96% | 26.27% | 0.65% |
DFAI Dimensional International Core Equity Market ETF | 4.03% | 34.04% | 4.68% | 17.60% | 10.95% |
Returns By Period
In the year-to-date period, DFSU achieves a -4.41% return, which is significantly lower than DFAI's 4.03% return.
DFSU
- 1D
- 0.80%
- 1M
- -4.91%
- YTD
- -4.41%
- 6M
- -2.20%
- 1Y
- 16.21%
- 3Y*
- 17.08%
- 5Y*
- —
- 10Y*
- —
DFAI
- 1D
- 1.49%
- 1M
- -4.63%
- YTD
- 4.03%
- 6M
- 9.10%
- 1Y
- 29.81%
- 3Y*
- 16.70%
- 5Y*
- 9.76%
- 10Y*
- —
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DFSU vs. DFAI - Expense Ratio Comparison
Both DFSU and DFAI have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
DFSU vs. DFAI — Risk / Return Rank
DFSU
DFAI
DFSU vs. DFAI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Sustainability Core 1 ETF (DFSU) and Dimensional International Core Equity Market ETF (DFAI). 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.
| DFSU | DFAI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 1.79 | -0.94 |
Sortino ratioReturn per unit of downside risk | 1.33 | 2.44 | -1.11 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.37 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 2.74 | -1.41 |
Martin ratioReturn relative to average drawdown | 5.71 | 10.73 | -5.02 |
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
| DFSU | DFAI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 1.79 | -0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 0.75 | +0.32 |
Correlation
The correlation between DFSU and DFAI is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFSU vs. DFAI - Dividend Comparison
DFSU's dividend yield for the trailing twelve months is around 0.93%, less than DFAI's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DFSU Dimensional US Sustainability Core 1 ETF | 0.93% | 0.85% | 0.96% | 1.03% | 0.21% | 0.00% | 0.00% |
DFAI Dimensional International Core Equity Market ETF | 2.37% | 2.45% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% |
Drawdowns
DFSU vs. DFAI - Drawdown Comparison
The maximum DFSU drawdown since its inception was -19.88%, smaller than the maximum DFAI drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for DFSU and DFAI.
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Drawdown Indicators
| DFSU | DFAI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.88% | -27.44% | +7.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -10.95% | -1.63% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.44% | — |
Current DrawdownCurrent decline from peak | -6.70% | -6.23% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -2.74% | -5.21% | +2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.79% | +0.14% |
Volatility
DFSU vs. DFAI - Volatility Comparison
The current volatility for Dimensional US Sustainability Core 1 ETF (DFSU) is 5.68%, while Dimensional International Core Equity Market ETF (DFAI) has a volatility of 6.97%. This indicates that DFSU experiences smaller price fluctuations and is considered to be less risky than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSU | DFAI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 6.97% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 10.10% | 10.65% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.09% | 16.73% | +2.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.41% | 15.81% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 15.66% | +0.75% |