DFUV vs. IWD

In the year-to-date period, DFUV achieves a -3.35% return, which is significantly lower than IWD's -1.21% return.

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DFUV has a 0.21% expense ratio, which is higher than IWD's 0.19% 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%.

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Marketwide Value ETF (DFUV) and iShares Russell 1000 Value ETF (IWD). 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 DFUV Sharpe Ratio is 0.06, which is lower than the IWD Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of DFUV and IWD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFUV's dividend yield for the trailing twelve months is around 1.76%, less than IWD's 1.92% yield.

The maximum DFUV drawdown since its inception was -17.60%, smaller than the maximum IWD drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for DFUV and IWD. For additional features, visit the drawdowns tool.

Dimensional US Marketwide Value ETF (DFUV) has a higher volatility of 12.75% compared to iShares Russell 1000 Value ETF (IWD) at 11.82%. This indicates that DFUV's price experiences larger fluctuations and is considered to be riskier than IWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.