DFUS vs. AVUS

Last updated Jun 23, 2026

DFUS (Dimensional U.S. Equity Market ETF) and AVUS (Avantis U.S. Equity ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 5 years, DFUS returned 13.25%/yr vs 13.28%/yr for AVUS. With a 0.97 correlation, they move nearly in lockstep. DFUS charges 0.09%/yr vs 0.15%/yr for AVUS.

Performance

DFUS vs. AVUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Equity Market ETF (DFUS) and Avantis U.S. Equity ETF (AVUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFUS achieves a 10.45% return, which is significantly lower than AVUS's 14.87% return.

DFUS

• 1D: -0.30%
• 1M: 0.75%
• YTD: 10.45%
• 6M: 9.76%
• 1Y: 27.69%
• 3Y*: 21.49%
• 5Y*: 13.25%
• 10Y*: —

AVUS

• 1D: 0.11%
• 1M: 1.87%
• YTD: 14.87%
• 6M: 14.04%
• 1Y: 32.84%
• 3Y*: 22.02%
• 5Y*: 13.28%
• 10Y*: —

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

DFUS vs. AVUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DFUS Dimensional U.S. Equity Market ETF	10.45%	17.46%	24.34%	26.36%	-18.34%	12.07%
AVUS Avantis U.S. Equity ETF	14.87%	16.68%	20.43%	21.77%	-13.82%	9.03%

Correlation

The correlation between DFUS and AVUS is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (All Time) Calculated using the full available price history since Jun 14, 2021	0.97

The correlation between DFUS and AVUS has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

DFUS vs. AVUS - Sectors Allocation Comparison

Sectors	DFUS	AVUS
Technology	37.7%	30.5%
Financial Services	11.7%	14.5%
Consumer Cyclical	10.2%	11.4%
Communication Services	10.1%	9.3%
Industrials	9.4%	11.2%
Healthcare	8.6%	7.0%
Consumer Defensive	4.4%	4.2%
Energy	3.5%	6.8%
Utilities	2.2%	2.3%
Basic Materials	2.0%	2.6%
Real Estate	0.1%	0.1%

Return for Risk

DFUS vs. AVUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFUS

DFUS Risk / Return Rank: 69
DFUS Sharpe Ratio Rank: 69
DFUS Sortino Ratio Rank: 67
DFUS Omega Ratio Rank: 68
DFUS Calmar Ratio Rank: 64
DFUS Martin Ratio Rank: 75

AVUS

AVUS Risk / Return Rank: 84
AVUS Sharpe Ratio Rank: 84
AVUS Sortino Ratio Rank: 83
AVUS Omega Ratio Rank: 82
AVUS Calmar Ratio Rank: 83
AVUS Martin Ratio Rank: 89

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFUS vs. AVUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Equity Market ETF (DFUS) and Avantis U.S. Equity ETF (AVUS). 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.

	DFUS	AVUS	Difference
Sharpe ratio: Return per unit of total volatility	2.16	2.61	-0.45
Sortino ratio: Return per unit of downside risk	2.93	3.51	-0.59
Omega ratio: Gain probability vs. loss probability	1.39	1.47	-0.08
Calmar ratio: Return relative to maximum drawdown	3.10	4.20	-1.10
Martin ratio: Return relative to average drawdown	13.79	18.77	-4.97

DFUS vs. AVUS - Sharpe Ratio Comparison

The current DFUS Sharpe Ratio is 2.16, which is comparable to the AVUS Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of DFUS and AVUS, 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

DFUS vs. AVUS - Drawdown Comparison

The maximum DFUS drawdown since its inception was -24.62%, smaller than the maximum AVUS drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for DFUS and AVUS.

Drawdown Indicators

	DFUS	AVUS	Difference
Max Drawdown Largest peak-to-trough decline	-24.62%	-37.04%	+12.42%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-7.85%	-1.11%
Max Drawdown (3Y) Largest decline over 3 years	-19.44%	-19.74%	+0.30%
Max Drawdown (5Y) Largest decline over 5 years	-24.62%	-22.19%	-2.43%
Current Drawdown Current decline from peak	-1.38%	-0.51%	-0.87%
Average Drawdown Average peak-to-trough decline	-5.78%	-5.06%	-0.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	1.75%	+0.26%

Volatility

DFUS vs. AVUS - Volatility Comparison

Dimensional U.S. Equity Market ETF (DFUS) has a higher volatility of 4.87% compared to Avantis U.S. Equity ETF (AVUS) at 4.50%. This indicates that DFUS's price experiences larger fluctuations and is considered to be riskier than AVUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFUS	AVUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.87%	4.50%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	10.07%	9.72%	+0.35%
Volatility (1Y) Calculated over the trailing 1-year period	12.88%	12.66%	+0.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.27%	17.35%	-0.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.24%	20.83%	-3.59%

DFUS vs. AVUS - Expense Ratio Comparison

DFUS has a 0.09% expense ratio, which is lower than AVUS's 0.15% 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

DFUS vs. AVUS - Dividend Comparison

DFUS's dividend yield for the trailing twelve months is around 0.84%, less than AVUS's 1.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVUS Avantis U.S. Equity ETF	1.17%	1.08%	1.27%	1.41%	1.59%	1.08%	1.19%	0.35%
DFUS Dimensional U.S. Equity Market ETF	0.84%	0.88%	1.04%	1.33%	1.48%	0.85%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFUS and AVUS in my portfolio?

With a correlation of 0.97, DFUS and AVUS 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 is riskier, DFUS or AVUS?

DFUS has higher volatility (4.87%) compared to AVUS (4.50%). In terms of maximum drawdown, DFUS dropped -24.62% vs AVUS's -37.04%.

Which ETF is better, DFUS or AVUS?

On 5-year performance, AVUS leads with 13.28% vs 13.25% for DFUS. On fees, DFUS is cheaper at 0.09% per year. On volatility, AVUS has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFUS or AVUS?

Over the 5-year period, AVUS has performed better with a 13.28% return vs 13.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFUS or AVUS?

DFUS is cheaper with a 0.09% expense ratio, compared with 0.15% for AVUS.

Which ETF pays a higher dividend yield, DFUS or AVUS?

AVUS has the higher dividend yield at 1.17%, compared with 0.84% for DFUS.

What is the main difference between DFUS and AVUS?

They also come from different issuers: Dimensional and Avantis. Their fees differ too: 0.09% for DFUS and 0.15% for AVUS.

Which has better risk-adjusted returns?

AVUS currently has the higher Sharpe Ratio (2.61 vs 2.16), 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.