DFSU vs. DFAI

Last updated Aug 2, 2026

DFSU (Dimensional US Sustainability Core 1 ETF) and DFAI (Dimensional International Core Equity Market ETF) are both exchange-traded funds - DFSU is a Large Cap Blend Equities fund actively managed by Dimensional, while DFAI is a Foreign Large Cap Equities fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, DFSU returned 17.72%/yr vs 17.83%/yr for DFAI. Their 0.75 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.18% expense ratio.

Performance

DFSU vs. DFAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Sustainability Core 1 ETF (DFSU) and Dimensional International Core Equity Market ETF (DFAI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFSU achieves a 9.05% return, which is significantly lower than DFAI's 12.02% return.

DFSU

• 1D: 0.67%
• 1M: 0.46%
• 6M: 7.52%
• YTD: 9.05%
• 1Y: 20.83%
• 3Y*: 17.72%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.95%

DFAI

• 1D: -0.64%
• 1M: 1.25%
• 6M: 6.62%
• YTD: 12.02%
• 1Y: 26.71%
• 3Y*: 17.83%
• 5Y*: 10.32%
• 10Y*: —
• ALL TIME*: 12.23%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFAI Dimensional International Core Equity Market ETF	$73.27M	$69.05M	$61.26M
DFSU Dimensional US Sustainability Core 1 ETF	$4.41M	$4.49M	$4.28M

DFSU vs. DFAI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFSU Dimensional US Sustainability Core 1 ETF	9.05%	15.65%	22.96%	26.27%	0.90%
DFAI Dimensional International Core Equity Market ETF	12.02%	34.04%	4.68%	17.60%	9.26%

Correlation

The correlation between DFSU and DFAI is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.75
Correlation (3Y) Balances recent behavior with more history.	0.73
Correlation (All Time) Calculated using the full available price history since Nov 2, 2022	0.75

The correlation between DFSU and DFAI has been stable across timeframes, ranging from 0.73 to 0.75 - a consistent structural relationship.

DFSU vs. DFAI - Sectors Allocation Comparison

Sectors	DFSU	DFAI
Technology	29.7%	11.1%
Financial Services	16.5%	23.1%
Industrials	12.3%	19.1%
Consumer Cyclical	11.3%	8.6%
Healthcare	11.2%	8.8%
Communication Services	9.9%	3.6%
Consumer Defensive	4.2%	6.4%
Basic Materials	2.2%	8.4%
Energy	1.7%	5.8%
Utilities	1.0%	3.8%
Real Estate	0.2%	1.4%

Return for Risk

DFSU vs. DFAI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DFSU

DFSU Risk / Return Rank: 57
DFSU Sharpe Ratio Rank: 58
DFSU Sortino Ratio Rank: 57
DFSU Omega Ratio Rank: 55
DFSU Calmar Ratio Rank: 51
DFSU Martin Ratio Rank: 65

DFAI

DFAI Risk / Return Rank: 77
DFAI Sharpe Ratio Rank: 80
DFAI Sortino Ratio Rank: 79
DFAI Omega Ratio Rank: 78
DFAI Calmar Ratio Rank: 71
DFAI Martin Ratio Rank: 77

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.

	DFSU	DFAI	Difference
Sharpe ratio: Return per unit of total volatility	1.38	1.82	-0.44
Sortino ratio: Return per unit of downside risk	1.96	2.56	-0.60
Omega ratio: Gain probability vs. loss probability	1.25	1.33	-0.08
Calmar ratio: Return relative to maximum drawdown	1.83	2.44	-0.60
Martin ratio: Return relative to average drawdown	7.85	9.59	-1.74

DFSU vs. DFAI - Sharpe Ratio Comparison

The current DFSU Sharpe Ratio is 1.38, which is comparable to the DFAI Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of DFSU and DFAI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	DFSU	DFAI	Difference
Max Drawdown Largest peak-to-trough decline	-19.88%	-27.44%	+7.56%
Max Drawdown (1Y) Largest decline over 1 year	-10.12%	-10.95%	+0.83%
Max Drawdown (3Y) Largest decline over 3 years	-19.88%	-13.25%	-6.63%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.44%	—
Current Drawdown Current decline from peak	-0.90%	-0.64%	-0.26%
Average Drawdown Average peak-to-trough decline	-2.59%	-5.01%	+2.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.36%	2.78%	-0.42%

Volatility

DFSU vs. DFAI - Volatility Comparison

The current volatility for Dimensional US Sustainability Core 1 ETF (DFSU) is 3.28%, while Dimensional International Core Equity Market ETF (DFAI) has a volatility of 4.24%. 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.

Volatility by Period

	DFSU	DFAI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.28%	4.24%	-0.96%
Volatility (6M) Calculated over the trailing 6-month period	10.25%	12.66%	-2.41%
Volatility (1Y) Calculated over the trailing 1-year period	13.45%	14.65%	-1.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.12%	16.00%	+0.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.12%	15.69%	+0.43%

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%.

Dividends

DFSU vs. DFAI - Dividend Comparison

DFSU's dividend yield for the trailing twelve months is around 0.83%, less than DFAI's 2.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
DFAI Dimensional International Core Equity Market ETF	2.30%	2.45%	2.72%	2.64%	2.72%	2.06%	0.09%
DFSU Dimensional US Sustainability Core 1 ETF	0.83%	0.85%	0.96%	1.03%	0.21%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFSU and DFAI in my portfolio?

DFSU and DFAI have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFSU or DFAI?

DFAI has higher volatility (4.24%) compared to DFSU (3.28%). In terms of maximum drawdown, DFSU dropped -19.88% vs DFAI's -27.44%.

Which ETF is better, DFSU or DFAI?

On 3-year performance, DFAI leads with 17.83% vs 17.72% for DFSU. Both ETFs have the same 0.18% expense ratio. On volatility, DFSU has been the lower-risk option at 3.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFSU or DFAI?

Over the 3-year period, DFAI has performed better with a 17.83% return vs 17.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFSU or DFAI?

DFSU and DFAI have the same expense ratio: 0.18% per year.

Which ETF pays a higher dividend yield, DFSU or DFAI?

DFAI has the higher dividend yield at 2.30%, compared with 0.83% for DFSU.

What is the main difference between DFSU and DFAI?

DFSU is categorized as Large Cap Blend Equities, while DFAI is Foreign Large Cap Equities.

Which has better risk-adjusted returns?

DFAI currently has the higher Sharpe Ratio (1.82 vs 1.38), 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.