DFVX vs. UDI

Last updated Aug 2, 2026

DFVX (Dimensional US Large Cap Vector ETF) and UDI (USCF ESG Dividend Income Fund) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, DFVX returned 23.19% vs 27.73% for UDI. Their 0.71 correlation means they have sometimes moved together and sometimes differently. DFVX charges 0.22%/yr vs 0.65%/yr for UDI.

Performance

DFVX vs. UDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Large Cap Vector ETF (DFVX) and USCF ESG Dividend Income Fund (UDI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFVX achieves a 13.39% return, which is significantly lower than UDI's 16.78% return.

DFVX

• 1D: 1.45%
• 1M: 1.68%
• 6M: 8.85%
• YTD: 13.39%
• 1Y: 23.19%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.51%

UDI

• 1D: 0.09%
• 1M: 2.84%
• 6M: 12.51%
• YTD: 16.78%
• 1Y: 27.73%
• 3Y*: 17.02%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.87%

*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)
DFVX Dimensional US Large Cap Vector ETF	$902.16K	$893.51K	$912.47K
UDI USCF ESG Dividend Income Fund	$39.69K	$57.87K	$43.48K

DFVX vs. UDI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DFVX Dimensional US Large Cap Vector ETF	13.39%	15.35%	17.72%	10.84%
UDI USCF ESG Dividend Income Fund	16.78%	14.23%	17.07%	12.87%

Correlation

The correlation between DFVX and UDI is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.57
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023	0.71

The correlation between DFVX and UDI shifts across timeframes, from 0.57 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

DFVX vs. UDI - Sectors Allocation Comparison

Sectors	DFVX	UDI
Technology	17.4%	4.8%
Industrials	14.5%	5.0%
Financial Services	13.7%	26.9%
Communication Services	13.1%	4.7%
Consumer Cyclical	10.9%	4.0%
Healthcare	10.9%	16.5%
Energy	7.9%	7.6%
Consumer Defensive	7.4%	3.9%
Basic Materials	3.6%	3.6%
Utilities	0.4%	7.8%
Real Estate	0.1%	10.0%

Return for Risk

DFVX vs. UDI — Risk / Return Rank

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

DFVX

DFVX Risk / Return Rank: 82
DFVX Sharpe Ratio Rank: 82
DFVX Sortino Ratio Rank: 80
DFVX Omega Ratio Rank: 81
DFVX Calmar Ratio Rank: 81
DFVX Martin Ratio Rank: 87

UDI

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

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.

DFVX vs. UDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Large Cap Vector ETF (DFVX) and USCF ESG Dividend Income Fund (UDI). 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.

	DFVX	UDI	Difference
Sharpe ratio: Return per unit of total volatility	1.88	2.64	-0.76
Sortino ratio: Return per unit of downside risk	2.62	3.85	-1.23
Omega ratio: Gain probability vs. loss probability	1.34	1.46	-0.12
Calmar ratio: Return relative to maximum drawdown	2.96	4.71	-1.74
Martin ratio: Return relative to average drawdown	12.70	18.68	-5.99

DFVX vs. UDI - Sharpe Ratio Comparison

The current DFVX Sharpe Ratio is 1.88, which is comparable to the UDI Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of DFVX and UDI, 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

DFVX vs. UDI - Drawdown Comparison

The maximum DFVX drawdown since its inception was -16.71%, which is greater than UDI's maximum drawdown of -14.17%. Use the drawdown chart below to compare losses from any high point for DFVX and UDI.

Drawdown Indicators

	DFVX	UDI	Difference
Max Drawdown Largest peak-to-trough decline	-16.71%	-14.17%	-2.54%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-5.66%	-1.51%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.17%	—
Current Drawdown Current decline from peak	0.00%	-1.08%	+1.08%
Average Drawdown Average peak-to-trough decline	-1.74%	-3.00%	+1.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.68%	1.42%	+0.26%

Volatility

DFVX vs. UDI - Volatility Comparison

Dimensional US Large Cap Vector ETF (DFVX) and USCF ESG Dividend Income Fund (UDI) have volatilities of 3.07% and 3.13%, 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

	DFVX	UDI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	3.13%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	8.61%	7.37%	+1.24%
Volatility (1Y) Calculated over the trailing 1-year period	11.31%	10.16%	+1.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.58%	13.93%	-0.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.58%	13.93%	-0.35%

DFVX vs. UDI - Expense Ratio Comparison

DFVX has a 0.22% expense ratio, which is lower than UDI's 0.65% expense ratio.

Dividends

DFVX vs. UDI - Dividend Comparison

DFVX's dividend yield for the trailing twelve months is around 1.14%, less than UDI's 2.56% yield.

Position	TTM	2025	2024	2023	2022
DFVX Dimensional US Large Cap Vector ETF	1.14%	1.21%	1.22%	0.32%	0.00%
UDI USCF ESG Dividend Income Fund	2.56%	2.42%	5.33%	2.61%	1.79%

Frequently Asked Questions

Can I hold both DFVX and UDI in my portfolio?

DFVX and UDI have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFVX or UDI?

UDI has higher volatility (3.13%) compared to DFVX (3.07%). In terms of maximum drawdown, DFVX dropped -16.71% vs UDI's -14.17%.

Which ETF is better, DFVX or UDI?

On 1-year performance, UDI leads with 27.73% vs 23.19% for DFVX. On fees, DFVX is cheaper at 0.22% 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, DFVX or UDI?

Over the 1-year period, UDI has performed better with a 27.73% return vs 23.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFVX or UDI?

DFVX is cheaper with a 0.22% expense ratio, compared with 0.65% for UDI.

Which ETF pays a higher dividend yield, DFVX or UDI?

UDI has the higher dividend yield at 2.56%, compared with 1.14% for DFVX.

What is the main difference between DFVX and UDI?

They also come from different issuers: Dimensional and USCF. Their fees differ too: 0.22% for DFVX and 0.65% for UDI.

Which has better risk-adjusted returns?

UDI currently has the higher Sharpe Ratio (2.64 vs 1.88), 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.