DFSU vs. SPTM
Compare and contrast key facts about Dimensional US Sustainability Core 1 ETF (DFSU) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM).
DFSU and SPTM 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. SPTM is a passively managed fund by State Street that tracks the performance of the S&P Composite 1500 Index. It was launched on Oct 4, 2000.
Performance
DFSU vs. SPTM - Performance Comparison
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DFSU vs. SPTM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFSU Dimensional US Sustainability Core 1 ETF | -5.17% | 15.65% | 22.96% | 26.27% | 0.65% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | -3.88% | 16.93% | 23.87% | 25.55% | 2.43% |
Returns By Period
In the year-to-date period, DFSU achieves a -5.17% return, which is significantly lower than SPTM's -3.88% return.
DFSU
- 1D
- 2.98%
- 1M
- -5.69%
- YTD
- -5.17%
- 6M
- -2.83%
- 1Y
- 15.82%
- 3Y*
- 16.77%
- 5Y*
- —
- 10Y*
- —
SPTM
- 1D
- 2.86%
- 1M
- -5.00%
- YTD
- -3.88%
- 6M
- -1.39%
- 1Y
- 17.66%
- 3Y*
- 17.75%
- 5Y*
- 11.28%
- 10Y*
- 13.82%
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DFSU vs. SPTM - Expense Ratio Comparison
DFSU has a 0.18% expense ratio, which is higher than SPTM's 0.03% 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%.
Return for Risk
DFSU vs. SPTM — Risk / Return Rank
DFSU
SPTM
DFSU vs. SPTM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Sustainability Core 1 ETF (DFSU) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM). 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 | SPTM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.97 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.48 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.51 | -0.22 |
Martin ratioReturn relative to average drawdown | 5.58 | 7.28 | -1.70 |
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 | SPTM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.97 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.67 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.43 | +0.62 |
Correlation
The correlation between DFSU and SPTM is 0.98, 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. SPTM - Dividend Comparison
DFSU's dividend yield for the trailing twelve months is around 0.94%, less than SPTM's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSU Dimensional US Sustainability Core 1 ETF | 0.94% | 0.85% | 0.96% | 1.03% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 1.20% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.56% | 1.72% | 1.90% | 1.66% | 1.91% | 1.92% |
Drawdowns
DFSU vs. SPTM - Drawdown Comparison
The maximum DFSU drawdown since its inception was -19.88%, smaller than the maximum SPTM drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for DFSU and SPTM.
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Drawdown Indicators
| DFSU | SPTM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.88% | -54.80% | +34.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -12.21% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.14% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.66% | — |
Current DrawdownCurrent decline from peak | -7.44% | -6.07% | -1.37% |
Average DrawdownAverage peak-to-trough decline | -2.74% | -9.10% | +6.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.53% | +0.37% |
Volatility
DFSU vs. SPTM - Volatility Comparison
Dimensional US Sustainability Core 1 ETF (DFSU) has a higher volatility of 5.63% compared to SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) at 5.32%. This indicates that DFSU's price experiences larger fluctuations and is considered to be riskier than SPTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSU | SPTM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 5.32% | +0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.07% | 9.52% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.07% | 18.32% | +0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 16.88% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 18.03% | -1.61% |