DFUS vs. DFAT

In the year-to-date period, DFUS achieves a -0.67% return, which is significantly higher than DFAT's -7.03% return.

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DFUS has a 0.11% expense ratio, which is lower than DFAT's 0.34% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Equity ETF (DFUS) and Dimensional U.S. Targeted Value ETF (DFAT). 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.

The current DFUS Sharpe Ratio is 0.55, which is higher than the DFAT Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of DFUS and DFAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFUS's dividend yield for the trailing twelve months is around 1.08%, less than DFAT's 1.52% yield.

The maximum DFUS drawdown since its inception was -24.62%, smaller than the maximum DFAT drawdown of -26.12%. Use the drawdown chart below to compare losses from any high point for DFUS and DFAT. For additional features, visit the drawdowns tool.

The current volatility for Dimensional U.S. Equity ETF (DFUS) is 4.80%, while Dimensional U.S. Targeted Value ETF (DFAT) has a volatility of 6.56%. This indicates that DFUS experiences smaller price fluctuations and is considered to be less risky than DFAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.