DFSU vs. SPY
Compare and contrast key facts about Dimensional US Sustainability Core 1 ETF (DFSU) and SPDR S&P 500 ETF (SPY).
DFSU and SPY 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSU or SPY.
Correlation
The correlation between DFSU and SPY is 0.97, 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.
Performance
DFSU vs. SPY - Performance Comparison
Key characteristics
DFSU:
1.72
SPY:
1.91
DFSU:
2.38
SPY:
2.57
DFSU:
1.31
SPY:
1.35
DFSU:
2.80
SPY:
2.88
DFSU:
9.66
SPY:
11.96
DFSU:
2.36%
SPY:
2.03%
DFSU:
13.27%
SPY:
12.68%
DFSU:
-11.40%
SPY:
-55.19%
DFSU:
-0.26%
SPY:
0.00%
Returns By Period
The year-to-date returns for both stocks are quite close, with DFSU having a 4.51% return and SPY slightly lower at 4.34%.
DFSU
4.51%
2.27%
10.62%
22.46%
N/A
N/A
SPY
4.34%
2.33%
10.15%
23.99%
14.44%
13.21%
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DFSU vs. SPY - Expense Ratio Comparison
DFSU has a 0.18% expense ratio, which is higher than SPY's 0.09% 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%.
Risk-Adjusted Performance
DFSU vs. SPY — Risk-Adjusted Performance Rank
DFSU
SPY
DFSU vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Sustainability Core 1 ETF (DFSU) and SPDR S&P 500 ETF (SPY). 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.
Dividends
DFSU vs. SPY - Dividend Comparison
DFSU's dividend yield for the trailing twelve months is around 0.91%, less than SPY's 1.16% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSU Dimensional US Sustainability Core 1 ETF | 0.91% | 0.96% | 1.03% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.16% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
DFSU vs. SPY - Drawdown Comparison
The maximum DFSU drawdown since its inception was -11.40%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DFSU and SPY. For additional features, visit the drawdowns tool.
Volatility
DFSU vs. SPY - Volatility Comparison
Dimensional US Sustainability Core 1 ETF (DFSU) and SPDR S&P 500 ETF (SPY) have volatilities of 3.09% and 3.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.