DFUV vs. SPTM
Compare and contrast key facts about Dimensional US Marketwide Value ETF (DFUV) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM).
DFUV and SPTM 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. SPTM is a passively managed fund by State Street that tracks the performance of the S&P Composite 1500 Index. It was launched on Oct 4, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFUV or SPTM.
Key characteristics
| DFUV | SPTM | |
|---|---|---|
| YTD Return | 11.51% | 18.50% |
| 1Y Return | 19.55% | 27.85% |
| Sharpe Ratio | 1.52 | 2.20 |
| Daily Std Dev | 12.98% | 12.65% |
| Max Drawdown | -15.35% | -54.80% |
| Current Drawdown | -1.16% | -0.38% |
Correlation
The correlation between DFUV and SPTM 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. SPTM - Performance Comparison
In the year-to-date period, DFUV achieves a 11.51% return, which is significantly lower than SPTM's 18.50% 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. SPTM - Expense Ratio Comparison
DFUV has a 0.21% expense ratio, which is higher than SPTM's 0.03% 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. SPTM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Marketwide Value ETF (DFUV) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM). 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. SPTM - Dividend Comparison
DFUV's dividend yield for the trailing twelve months is around 1.99%, more than SPTM's 0.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFUV Dimensional US Marketwide Value ETF | 1.57% | 1.72% | 1.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF | 0.98% | 1.44% | 1.69% | 1.25% | 1.56% | 1.72% | 1.90% | 1.66% | 1.91% | 1.92% | 2.08% | 1.63% |
Drawdowns
DFUV vs. SPTM - Drawdown Comparison
The maximum DFUV drawdown since its inception was -15.35%, smaller than the maximum SPTM drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for DFUV and SPTM. For additional features, visit the drawdowns tool.
Volatility
DFUV vs. SPTM - Volatility Comparison
Dimensional US Marketwide Value ETF (DFUV) and SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) have volatilities of 3.86% and 3.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.