DFSU vs. EQL

Last updated Aug 2, 2026

DFSU (Dimensional US Sustainability Core 1 ETF) and EQL (ALPS Equal Sector Weight ETF) are both Large Cap Blend Equities funds. DFSU is actively managed, while EQL is passively managed. Over the past 3 years, DFSU returned 17.72%/yr vs 14.59%/yr for EQL. Their correlation of 0.89 means they have usually moved in the same direction. DFSU charges 0.18%/yr vs 0.27%/yr for EQL.

Performance

DFSU vs. EQL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Sustainability Core 1 ETF (DFSU) and ALPS Equal Sector Weight ETF (EQL). 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 EQL's 10.71% 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%

EQL

• 1D: 0.57%
• 1M: 0.31%
• 6M: 6.82%
• YTD: 10.71%
• 1Y: 18.34%
• 3Y*: 14.59%
• 5Y*: 10.63%
• 10Y*: 12.39%
• ALL TIME*: 13.49%

*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)
DFSU Dimensional US Sustainability Core 1 ETF	$4.41M	$4.49M	$4.28M
EQL ALPS Equal Sector Weight ETF	$3.33M	$2.84M	$2.70M

DFSU vs. EQL - 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%
EQL ALPS Equal Sector Weight ETF	10.71%	13.09%	16.44%	16.87%	0.91%

Correlation

The correlation between DFSU and EQL is 0.80, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.80
Correlation (3Y) Balances recent behavior with more history.	0.87
Correlation (All Time) Calculated using the full available price history since Nov 2, 2022	0.89

The correlation between DFSU and EQL has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.

DFSU vs. EQL - Sectors Allocation Comparison

Sectors	DFSU	EQL
Technology	29.7%	10.2%
Financial Services	16.5%	9.1%
Industrials	12.3%	9.3%
Consumer Cyclical	11.3%	9.6%
Healthcare	11.2%	9.4%
Communication Services	9.9%	8.9%
Consumer Defensive	4.2%	8.8%
Basic Materials	2.2%	8.0%
Energy	1.7%	8.7%
Utilities	1.0%	9.4%
Real Estate	0.2%	8.7%

Return for Risk

DFSU vs. EQL — 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

EQL

EQL Risk / Return Rank: 79
EQL Sharpe Ratio Rank: 80
EQL Sortino Ratio Rank: 79
EQL Omega Ratio Rank: 78
EQL Calmar Ratio Rank: 78
EQL Martin Ratio Rank: 82

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. EQL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Sustainability Core 1 ETF (DFSU) and ALPS Equal Sector Weight ETF (EQL). 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	EQL	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	2.54	-0.58
Omega ratio: Gain probability vs. loss probability	1.25	1.33	-0.08
Calmar ratio: Return relative to maximum drawdown	1.83	2.78	-0.95
Martin ratio: Return relative to average drawdown	7.85	10.89	-3.05

DFSU vs. EQL - Sharpe Ratio Comparison

The current DFSU Sharpe Ratio is 1.38, which is comparable to the EQL Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of DFSU and EQL, 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. EQL - Drawdown Comparison

The maximum DFSU drawdown since its inception was -19.88%, smaller than the maximum EQL drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for DFSU and EQL.

Drawdown Indicators

	DFSU	EQL	Difference
Max Drawdown Largest peak-to-trough decline	-19.88%	-35.65%	+15.77%
Max Drawdown (1Y) Largest decline over 1 year	-10.12%	-6.19%	-3.93%
Max Drawdown (3Y) Largest decline over 3 years	-19.88%	-15.07%	-4.81%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.24%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.65%	—
Current Drawdown Current decline from peak	-0.90%	-0.27%	-0.63%
Average Drawdown Average peak-to-trough decline	-2.59%	-3.23%	+0.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.36%	1.58%	+0.78%

Volatility

DFSU vs. EQL - Volatility Comparison

Dimensional US Sustainability Core 1 ETF (DFSU) has a higher volatility of 3.28% compared to ALPS Equal Sector Weight ETF (EQL) at 2.23%. This indicates that DFSU's price experiences larger fluctuations and is considered to be riskier than EQL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFSU	EQL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.28%	2.23%	+1.05%
Volatility (6M) Calculated over the trailing 6-month period	10.25%	7.03%	+3.22%
Volatility (1Y) Calculated over the trailing 1-year period	13.45%	9.50%	+3.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.12%	14.51%	+1.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.12%	16.49%	-0.37%

DFSU vs. EQL - Expense Ratio Comparison

DFSU has a 0.18% expense ratio, which is lower than EQL's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DFSU vs. EQL - Dividend Comparison

DFSU's dividend yield for the trailing twelve months is around 0.83%, less than EQL's 1.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFSU Dimensional US Sustainability Core 1 ETF	0.83%	0.85%	0.96%	1.03%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EQL ALPS Equal Sector Weight ETF	1.35%	1.73%	1.78%	1.96%	2.14%	1.69%	2.29%	1.95%	2.39%	1.97%	2.89%	2.07%

Frequently Asked Questions

Can I hold both DFSU and EQL in my portfolio?

DFSU and EQL have a correlation of 0.80, 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 EQL?

DFSU has higher volatility (3.28%) compared to EQL (2.23%). In terms of maximum drawdown, DFSU dropped -19.88% vs EQL's -35.65%.

Which ETF is better, DFSU or EQL?

On 3-year performance, DFSU leads with 17.72% vs 14.59% for EQL. On fees, DFSU is cheaper at 0.18% per year. On volatility, EQL has been the lower-risk option at 2.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFSU or EQL?

Over the 3-year period, DFSU has performed better with a 17.72% return vs 14.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFSU or EQL?

DFSU is cheaper with a 0.18% expense ratio, compared with 0.27% for EQL.

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

EQL has the higher dividend yield at 1.35%, compared with 0.83% for DFSU.

What is the main difference between DFSU and EQL?

They also come from different issuers: Dimensional and SS&C. Their fees differ too: 0.18% for DFSU and 0.27% for EQL.

Which has better risk-adjusted returns?

EQL 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.