DFUV vs. DFAC

Last updated Jun 23, 2026

DFUV (Dimensional US Marketwide Value ETF) and DFAC (Dimensional U.S. Core Equity 2 ETF) are both exchange-traded funds - DFUV is a Large Cap Value Equities fund actively managed by Dimensional, while DFAC is a Large Cap Blend Equities fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, DFUV returned 19.98%/yr vs 19.52%/yr for DFAC. Their correlation of 0.91 suggests significant overlap in exposure. DFUV charges 0.21%/yr vs 0.17%/yr for DFAC.

Performance

DFUV vs. DFAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Marketwide Value ETF (DFUV) and Dimensional U.S. Core Equity 2 ETF (DFAC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFUV achieves a 18.70% return, which is significantly higher than DFAC's 10.46% return.

DFUV

• 1D: 0.88%
• 1M: 3.73%
• YTD: 18.70%
• 6M: 17.89%
• 1Y: 35.18%
• 3Y*: 19.98%
• 5Y*: —
• 10Y*: —

DFAC

• 1D: -1.29%
• 1M: 0.07%
• YTD: 10.46%
• 6M: 9.33%
• 1Y: 25.95%
• 3Y*: 19.52%
• 5Y*: 11.69%
• 10Y*: —

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

DFUV vs. DFAC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFUV Dimensional US Marketwide Value ETF	18.70%	15.77%	11.79%	13.25%	-0.71%
DFAC Dimensional U.S. Core Equity 2 ETF	10.46%	15.66%	19.61%	21.96%	-3.42%

Correlation

The correlation between DFUV and DFAC is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (All Time) Calculated using the full available price history since May 9, 2022	0.91

The correlation between DFUV and DFAC has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

DFUV vs. DFAC - Sectors Allocation Comparison

Sectors	DFUV	DFAC
Financial Services	21.6%	13.8%
Technology	16.5%	31.2%
Healthcare	14.0%	9.1%
Industrials	13.5%	12.4%
Energy	11.4%	5.3%
Consumer Cyclical	7.3%	10.6%
Basic Materials	5.9%	3.2%
Communication Services	5.1%	7.8%
Consumer Defensive	3.8%	4.7%
Real Estate	0.3%	0.2%
Utilities	0.1%	1.8%

Return for Risk

DFUV vs. DFAC — Risk / Return Rank

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

DFUV

DFUV Risk / Return Rank: 90
DFUV Sharpe Ratio Rank: 90
DFUV Sortino Ratio Rank: 90
DFUV Omega Ratio Rank: 87
DFUV Calmar Ratio Rank: 92
DFUV Martin Ratio Rank: 91

DFAC

DFAC Risk / Return Rank: 66
DFAC Sharpe Ratio Rank: 66
DFAC Sortino Ratio Rank: 64
DFAC Omega Ratio Rank: 63
DFAC Calmar Ratio Rank: 64
DFAC Martin Ratio Rank: 74

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.

DFUV vs. DFAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Marketwide Value ETF (DFUV) and Dimensional U.S. Core Equity 2 ETF (DFAC). 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.

	DFUV	DFAC	Difference
Sharpe ratio: Return per unit of total volatility	2.92	2.07	+0.85
Sortino ratio: Return per unit of downside risk	4.02	2.84	+1.18
Omega ratio: Gain probability vs. loss probability	1.51	1.37	+0.14
Calmar ratio: Return relative to maximum drawdown	5.88	3.07	+2.81
Martin ratio: Return relative to average drawdown	21.16	13.40	+7.76

DFUV vs. DFAC - Sharpe Ratio Comparison

The current DFUV Sharpe Ratio is 2.92, which is higher than the DFAC Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of DFUV and DFAC, 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

DFUV vs. DFAC - Drawdown Comparison

The maximum DFUV drawdown since its inception was -17.60%, smaller than the maximum DFAC drawdown of -23.12%. Use the drawdown chart below to compare losses from any high point for DFUV and DFAC.

Drawdown Indicators

	DFUV	DFAC	Difference
Max Drawdown Largest peak-to-trough decline	-17.60%	-23.12%	+5.52%
Max Drawdown (1Y) Largest decline over 1 year	-6.01%	-8.49%	+2.48%
Max Drawdown (3Y) Largest decline over 3 years	-17.60%	-20.02%	+2.42%
Max Drawdown (5Y) Largest decline over 5 years	—	-23.12%	—
Current Drawdown Current decline from peak	-0.07%	-2.07%	+2.00%
Average Drawdown Average peak-to-trough decline	-3.62%	-5.40%	+1.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.67%	1.94%	-0.27%

Volatility

DFUV vs. DFAC - Volatility Comparison

The current volatility for Dimensional US Marketwide Value ETF (DFUV) is 3.96%, while Dimensional U.S. Core Equity 2 ETF (DFAC) has a volatility of 4.56%. This indicates that DFUV experiences smaller price fluctuations and is considered to be less risky than DFAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFUV	DFAC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.96%	4.56%	-0.60%
Volatility (6M) Calculated over the trailing 6-month period	8.82%	9.73%	-0.91%
Volatility (1Y) Calculated over the trailing 1-year period	12.13%	12.64%	-0.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.26%	17.15%	-0.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.26%	17.14%	-0.88%

DFUV vs. DFAC - Expense Ratio Comparison

DFUV has a 0.21% expense ratio, which is higher than DFAC's 0.17% 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

DFUV vs. DFAC - Dividend Comparison

DFUV's dividend yield for the trailing twelve months is around 1.33%, more than DFAC's 0.92% yield.

Position	TTM	2025	2024	2023	2022	2021
DFAC Dimensional U.S. Core Equity 2 ETF	0.92%	0.97%	1.03%	1.20%	1.50%	0.88%
DFUV Dimensional US Marketwide Value ETF	1.33%	1.55%	1.64%	1.72%	1.34%	0.00%

Frequently Asked Questions

Can I hold both DFUV and DFAC in my portfolio?

DFUV and DFAC have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFUV or DFAC?

DFAC has higher volatility (4.56%) compared to DFUV (3.96%). In terms of maximum drawdown, DFUV dropped -17.60% vs DFAC's -23.12%.

Which ETF is better, DFUV or DFAC?

On 3-year performance, DFUV leads with 19.98% vs 19.52% for DFAC. On fees, DFAC is cheaper at 0.17% per year. On volatility, DFUV has been the lower-risk option at 3.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFUV or DFAC?

Over the 3-year period, DFUV has performed better with a 19.98% return vs 19.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFUV or DFAC?

DFAC is cheaper with a 0.17% expense ratio, compared with 0.21% for DFUV.

Which ETF pays a higher dividend yield, DFUV or DFAC?

DFUV has the higher dividend yield at 1.33%, compared with 0.92% for DFAC.

What is the main difference between DFUV and DFAC?

DFUV is categorized as Large Cap Value Equities, while DFAC is Large Cap Blend Equities. Their fees differ too: 0.21% for DFUV and 0.17% for DFAC.

Which has better risk-adjusted returns?

DFUV currently has the higher Sharpe Ratio (2.92 vs 2.07), 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.