DFUV vs. VTV

Last updated Aug 2, 2026

DFUV (Dimensional US Marketwide Value ETF) and VTV (Vanguard Value ETF) are both Large Cap Value Equities funds. DFUV is actively managed, while VTV is passively managed. Over the past 3 years, DFUV returned 17.41%/yr vs 17.12%/yr for VTV. Their correlation of 0.95 means they have usually moved in the same direction. DFUV charges 0.21%/yr vs 0.04%/yr for VTV.

Performance

DFUV vs. VTV - Performance Comparison

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

Returns By Period

In the year-to-date period, DFUV achieves a 20.16% return, which is significantly higher than VTV's 16.37% return.

DFUV

• 1D: 0.22%
• 1M: 1.35%
• 6M: 14.55%
• YTD: 20.16%
• 1Y: 34.64%
• 3Y*: 17.41%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.13%

VTV

• 1D: -0.27%
• 1M: 0.36%
• 6M: 11.27%
• YTD: 16.37%
• 1Y: 27.94%
• 3Y*: 17.12%
• 5Y*: 12.29%
• 10Y*: 12.57%
• ALL TIME*: 9.67%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFUV Dimensional US Marketwide Value ETF	$24.58M	$21.37M	$22.37M
VTV Vanguard Value ETF	$688.19M	$688.42M	$619.05M

DFUV vs. VTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFUV Dimensional US Marketwide Value ETF	20.16%	15.77%	11.79%	13.25%	-0.71%
VTV Vanguard Value ETF	16.37%	15.27%	15.95%	9.32%	0.54%

Correlation

The correlation between DFUV and VTV is 0.93, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.93
Correlation (3Y) Balances recent behavior with more history.	0.95
Correlation (All Time) Calculated using the full available price history since May 9, 2022	0.95

The correlation between DFUV and VTV has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

DFUV vs. VTV - Sectors Allocation Comparison

Sectors	DFUV	VTV
Financial Services	22.8%	22.4%
Healthcare	15.1%	15.2%
Technology	13.6%	15.3%
Industrials	12.8%	14.3%
Energy	12.1%	6.9%
Consumer Cyclical	7.5%	3.9%
Basic Materials	6.4%	3.0%
Communication Services	5.3%	2.9%
Consumer Defensive	3.6%	8.7%
Real Estate	0.3%	2.5%
Utilities	0.1%	4.8%

Return for Risk

DFUV vs. VTV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DFUV

DFUV Risk / Return Rank: 95
DFUV Sharpe Ratio Rank: 95
DFUV Sortino Ratio Rank: 94
DFUV Omega Ratio Rank: 93
DFUV Calmar Ratio Rank: 95
DFUV Martin Ratio Rank: 95

VTV

VTV Risk / Return Rank: 93
VTV Sharpe Ratio Rank: 94
VTV Sortino Ratio Rank: 94
VTV Omega Ratio Rank: 93
VTV Calmar Ratio Rank: 92
VTV Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DFUV vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Marketwide Value ETF (DFUV) and Vanguard Value ETF (VTV). 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	VTV	Difference
Sharpe ratio: Return per unit of total volatility	2.74	2.62	+0.13
Sortino ratio: Return per unit of downside risk	3.82	3.74	+0.08
Omega ratio: Gain probability vs. loss probability	1.49	1.47	+0.02
Calmar ratio: Return relative to maximum drawdown	5.47	4.24	+1.23
Martin ratio: Return relative to average drawdown	20.64	16.42	+4.21

DFUV vs. VTV - Sharpe Ratio Comparison

The current DFUV Sharpe Ratio is 2.74, which is comparable to the VTV Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of DFUV and VTV, 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. VTV - Drawdown Comparison

The maximum DFUV drawdown since its inception was -17.60%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for DFUV and VTV.

Drawdown Indicators

	DFUV	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-17.60%	-59.27%	+41.67%
Max Drawdown (1Y) Largest decline over 1 year	-6.01%	-6.35%	+0.34%
Max Drawdown (3Y) Largest decline over 3 years	-17.60%	-14.52%	-3.08%
Max Drawdown (5Y) Largest decline over 5 years	—	-17.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.78%	—
Current Drawdown Current decline from peak	-0.38%	-1.36%	+0.98%
Average Drawdown Average peak-to-trough decline	-3.54%	-7.82%	+4.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.59%	1.64%	-0.05%

Volatility

DFUV vs. VTV - Volatility Comparison

Dimensional US Marketwide Value ETF (DFUV) and Vanguard Value ETF (VTV) have volatilities of 2.63% and 2.62%, 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.

Volatility by Period

	DFUV	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	2.62%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	8.65%	7.72%	+0.93%
Volatility (1Y) Calculated over the trailing 1-year period	12.02%	10.36%	+1.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.12%	13.82%	+2.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.12%	16.61%	-0.49%

DFUV vs. VTV - Expense Ratio Comparison

DFUV has a 0.21% expense ratio, which is higher than VTV's 0.04% 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. VTV - Dividend Comparison

DFUV's dividend yield for the trailing twelve months is around 1.30%, less than VTV's 1.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFUV Dimensional US Marketwide Value ETF	1.30%	1.55%	1.64%	1.72%	1.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTV Vanguard Value ETF	1.86%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both DFUV and VTV in my portfolio?

With a correlation of 0.93, DFUV and VTV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DFUV or VTV?

DFUV has higher volatility (2.63%) compared to VTV (2.62%). In terms of maximum drawdown, DFUV dropped -17.60% vs VTV's -59.27%.

Which ETF is better, DFUV or VTV?

On 3-year performance, DFUV leads with 17.41% vs 17.12% for VTV. On fees, VTV is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFUV or VTV?

Over the 3-year period, DFUV has performed better with a 17.41% return vs 17.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFUV or VTV?

VTV is cheaper with a 0.04% expense ratio, compared with 0.21% for DFUV.

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

VTV has the higher dividend yield at 1.86%, compared with 1.30% for DFUV.

What is the main difference between DFUV and VTV?

They also come from different issuers: Dimensional and Vanguard. Their fees differ too: 0.21% for DFUV and 0.04% for VTV.

Which has better risk-adjusted returns?

DFUV currently has the higher Sharpe Ratio (2.74 vs 2.62), 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.