DFSU vs. GXLC

Last updated Aug 2, 2026

DFSU (Dimensional US Sustainability Core 1 ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. DFSU is actively managed, while GXLC is passively managed. Their correlation of 0.94 means they have usually moved in the same direction. DFSU charges 0.18%/yr vs 0.02%/yr for GXLC.

Performance

DFSU vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Sustainability Core 1 ETF (DFSU) and Global X U.S. 500 ETF (GXLC). 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 GXLC's 10.06% 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%

GXLC

• 1D: 0.86%
• 1M: 0.20%
• 6M: 8.81%
• YTD: 10.06%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*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
GXLC Global X U.S. 500 ETF	$27.98K	$20.23K	$17.31K

DFSU vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
DFSU Dimensional US Sustainability Core 1 ETF	9.05%	2.74%
GXLC Global X U.S. 500 ETF	10.06%	3.22%

Correlation

The correlation between DFSU and GXLC is 0.94, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.94

Return for Risk

DFSU vs. GXLC — 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

GXLC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Sustainability Core 1 ETF (DFSU) and Global X U.S. 500 ETF (GXLC). 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	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.38	—	—
Sortino ratio: Return per unit of downside risk	1.96	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	1.83	—	—
Martin ratio: Return relative to average drawdown	7.85	—	—

Drawdowns

DFSU vs. GXLC - Drawdown Comparison

The maximum DFSU drawdown since its inception was -19.88%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for DFSU and GXLC.

Drawdown Indicators

	DFSU	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-19.88%	-9.08%	-10.80%
Max Drawdown (1Y) Largest decline over 1 year	-10.12%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.88%	—	—
Current Drawdown Current decline from peak	-0.90%	-1.48%	+0.58%
Average Drawdown Average peak-to-trough decline	-2.59%	-1.58%	-1.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.36%	—	—

Volatility

Volatility by Period

	DFSU	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.28%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.25%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.45%	13.60%	-0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.12%	13.60%	+2.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.12%	13.60%	+2.52%

DFSU vs. GXLC - Expense Ratio Comparison

DFSU has a 0.18% expense ratio, which is higher than GXLC's 0.02% 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

DFSU vs. GXLC - Dividend Comparison

DFSU's dividend yield for the trailing twelve months is around 0.83%, more than GXLC's 0.64% yield.

Position	TTM	2025	2024	2023	2022
DFSU Dimensional US Sustainability Core 1 ETF	0.83%	0.85%	0.96%	1.03%	0.21%
GXLC Global X U.S. 500 ETF	0.64%	0.30%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFSU and GXLC in my portfolio?

With a correlation of 0.94, DFSU and GXLC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, DFSU or GXLC?

On fees, GXLC is cheaper at 0.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DFSU or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.18% for DFSU.

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

DFSU has the higher dividend yield at 0.83%, compared with 0.64% for GXLC.

What is the main difference between DFSU and GXLC?

They also come from different issuers: Dimensional and Global X. Their fees differ too: 0.18% for DFSU and 0.02% for GXLC.