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DUSB vs. VGUS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DUSB vs. VGUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Ultrashort Fixed Income ETF (DUSB) and Vanguard Ultra-Short Treasury ETF (VGUS). The values are adjusted to include any dividend payments, if applicable.

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DUSB vs. VGUS - Yearly Performance Comparison


Returns By Period

In the year-to-date period, DUSB achieves a 0.88% return, which is significantly higher than VGUS's 0.81% return.


DUSB

1D
0.08%
1M
0.28%
YTD
0.88%
6M
1.92%
1Y
4.28%
3Y*
5Y*
10Y*

VGUS

1D
0.01%
1M
0.25%
YTD
0.81%
6M
1.82%
1Y
4.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DUSB vs. VGUS - Expense Ratio Comparison

DUSB has a 0.15% expense ratio, which is higher than VGUS's 0.07% 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%.


Return for Risk

DUSB vs. VGUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DUSB
DUSB Risk / Return Rank: 9999
Overall Rank
DUSB Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DUSB Sortino Ratio Rank: 9999
Sortino Ratio Rank
DUSB Omega Ratio Rank: 9999
Omega Ratio Rank
DUSB Calmar Ratio Rank: 9999
Calmar Ratio Rank
DUSB Martin Ratio Rank: 9999
Martin Ratio Rank

VGUS
VGUS Risk / Return Rank: 100100
Overall Rank
VGUS Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
VGUS Sortino Ratio Rank: 100100
Sortino Ratio Rank
VGUS Omega Ratio Rank: 100100
Omega Ratio Rank
VGUS Calmar Ratio Rank: 100100
Calmar Ratio Rank
VGUS Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DUSB vs. VGUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Ultrashort Fixed Income ETF (DUSB) and Vanguard Ultra-Short Treasury ETF (VGUS). 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.


DUSBVGUSDifference

Sharpe ratio

Return per unit of total volatility

8.00

11.39

-3.39

Sortino ratio

Return per unit of downside risk

14.78

31.34

-16.56

Omega ratio

Gain probability vs. loss probability

3.84

8.64

-4.80

Calmar ratio

Return relative to maximum drawdown

15.07

55.20

-40.12

Martin ratio

Return relative to average drawdown

127.12

367.74

-240.62

DUSB vs. VGUS - Sharpe Ratio Comparison

The current DUSB Sharpe Ratio is 8.00, which is comparable to the VGUS Sharpe Ratio of 11.39. The chart below compares the historical Sharpe Ratios of DUSB and VGUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DUSBVGUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.00

11.39

-3.39

Sharpe Ratio (All Time)

Calculated using the full available price history

9.79

11.78

-1.98

Correlation

The correlation between DUSB and VGUS is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DUSB vs. VGUS - Dividend Comparison

DUSB's dividend yield for the trailing twelve months is around 4.23%, more than VGUS's 3.66% yield.


TTM202520242023
DUSB
Dimensional Ultrashort Fixed Income ETF
4.23%4.32%4.92%1.23%
VGUS
Vanguard Ultra-Short Treasury ETF
3.66%3.12%0.00%0.00%

Drawdowns

DUSB vs. VGUS - Drawdown Comparison

The maximum DUSB drawdown since its inception was -0.29%, which is greater than VGUS's maximum drawdown of -0.07%. Use the drawdown chart below to compare losses from any high point for DUSB and VGUS.


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Drawdown Indicators


DUSBVGUSDifference

Max Drawdown

Largest peak-to-trough decline

-0.29%

-0.07%

-0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-0.29%

-0.07%

-0.22%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.01%

0.00%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.03%

0.01%

+0.02%

Volatility

DUSB vs. VGUS - Volatility Comparison

Dimensional Ultrashort Fixed Income ETF (DUSB) has a higher volatility of 0.14% compared to Vanguard Ultra-Short Treasury ETF (VGUS) at 0.07%. This indicates that DUSB's price experiences larger fluctuations and is considered to be riskier than VGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DUSBVGUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.14%

0.07%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

0.33%

0.16%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

0.54%

0.35%

+0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.53%

0.35%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.53%

0.35%

+0.18%