DFUV vs. DFUS
Compare and contrast key facts about Dimensional US Marketwide Value ETF (DFUV) and Dimensional U.S. Equity ETF (DFUS).
DFUV and DFUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFUV is an actively managed fund by Dimensional. It was launched on Dec 16, 1998. DFUS is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Jun 14, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFUV or DFUS.
Key characteristics
| DFUV | DFUS | |
|---|---|---|
| YTD Return | 11.51% | 18.22% |
| 1Y Return | 19.55% | 27.70% |
| Sharpe Ratio | 1.52 | 2.13 |
| Daily Std Dev | 12.98% | 13.05% |
| Max Drawdown | -15.35% | -24.62% |
| Current Drawdown | -1.16% | -0.61% |
Correlation
The correlation between DFUV and DFUS is 0.85, 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
DFUV vs. DFUS - Performance Comparison
In the year-to-date period, DFUV achieves a 11.51% return, which is significantly lower than DFUS's 18.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFUV vs. DFUS - Expense Ratio Comparison
DFUV has a 0.21% expense ratio, which is higher than DFUS's 0.11% 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
DFUV vs. DFUS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Marketwide Value ETF (DFUV) and Dimensional U.S. Equity ETF (DFUS). 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
DFUV vs. DFUS - Dividend Comparison
DFUV's dividend yield for the trailing twelve months is around 1.99%, more than DFUS's 1.36% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
DFUV Dimensional US Marketwide Value ETF | 1.57% | 1.72% | 1.34% | 0.00% |
DFUS Dimensional U.S. Equity ETF | 1.10% | 1.33% | 1.48% | 0.85% |
Drawdowns
DFUV vs. DFUS - Drawdown Comparison
The maximum DFUV drawdown since its inception was -15.35%, smaller than the maximum DFUS drawdown of -24.62%. Use the drawdown chart below to compare losses from any high point for DFUV and DFUS. For additional features, visit the drawdowns tool.
Volatility
DFUV vs. DFUS - Volatility Comparison
The current volatility for Dimensional US Marketwide Value ETF (DFUV) is 3.86%, while Dimensional U.S. Equity ETF (DFUS) has a volatility of 4.25%. This indicates that DFUV experiences smaller price fluctuations and is considered to be less risky than DFUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.