DUSB vs. YFYA

Last updated Jun 4, 2026

DUSB (Dimensional Ultrashort Fixed Income ETF) and YFYA (Yields for You Income Strategy A ETF) are both Ultrashort Bond funds. Both are actively managed. Over the past year, DUSB returned 4.31% vs 5.38% for YFYA. At a 0.22 correlation, their price movements are largely independent. DUSB charges 0.15%/yr vs 1.16%/yr for YFYA.

Performance

DUSB vs. YFYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Ultrashort Fixed Income ETF (DUSB) and Yields for You Income Strategy A ETF (YFYA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUSB achieves a 1.68% return, which is significantly lower than YFYA's 2.34% return.

DUSB

• 1D: 0.02%
• 1M: 0.34%
• YTD: 1.68%
• 6M: 1.97%
• 1Y: 4.31%
• 3Y*: —
• 5Y*: —
• 10Y*: —

YFYA

• 1D: 0.41%
• 1M: 1.07%
• YTD: 2.34%
• 6M: 2.59%
• 1Y: 5.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DUSB vs. YFYA - Yearly Performance Comparison

	2026 (YTD)	2025
DUSB Dimensional Ultrashort Fixed Income ETF	1.68%	4.13%
YFYA Yields for You Income Strategy A ETF	2.34%	2.88%

Correlation

The correlation between DUSB and YFYA is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (All Time) Calculated using the full available price history since Feb 3, 2025	0.22

Return for Risk

DUSB vs. YFYA — Risk / Return Rank

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

DUSB

DUSB Risk / Return Rank: 99
DUSB Sharpe Ratio Rank: 99
DUSB Sortino Ratio Rank: 100
DUSB Omega Ratio Rank: 99
DUSB Calmar Ratio Rank: 99
DUSB Martin Ratio Rank: 100

YFYA

YFYA Risk / Return Rank: 61
YFYA Sharpe Ratio Rank: 44
YFYA Sortino Ratio Rank: 45
YFYA Omega Ratio Rank: 67
YFYA Calmar Ratio Rank: 68
YFYA Martin Ratio Rank: 79

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. YFYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Ultrashort Fixed Income ETF (DUSB) and Yields for You Income Strategy A ETF (YFYA). 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.

	DUSB	YFYA	Difference
Sharpe ratio: Return per unit of total volatility	10.10	1.50	+8.59
Sortino ratio: Return per unit of downside risk	24.10	2.21	+21.89
Omega ratio: Gain probability vs. loss probability	4.87	1.40	+3.47
Calmar ratio: Return relative to maximum drawdown	55.00	3.35	+51.65
Martin ratio: Return relative to average drawdown	332.80	15.29	+317.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DUSB vs. YFYA - Sharpe Ratio Comparison

The current DUSB Sharpe Ratio is 10.10, which is higher than the YFYA Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of DUSB and YFYA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DUSB	YFYA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	10.10	1.50	+8.59
Sharpe Ratio (All Time) Calculated using the full available price history	9.88	1.10	+8.78

Drawdowns

DUSB vs. YFYA - Drawdown Comparison

The maximum DUSB drawdown since its inception was -0.29%, smaller than the maximum YFYA drawdown of -2.29%. Use the drawdown chart below to compare losses from any high point for DUSB and YFYA.

Drawdown Indicators

	DUSB	YFYA	Difference
Max Drawdown Largest peak-to-trough decline	-0.29%	-2.29%	+2.00%
Max Drawdown (1Y) Largest decline over 1 year	-0.08%	-1.61%	+1.53%
Current Drawdown Current decline from peak	-0.02%	0.00%	-0.02%
Average Drawdown Average peak-to-trough decline	-0.01%	-0.33%	+0.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.01%	0.35%	-0.34%

Volatility

DUSB vs. YFYA - Volatility Comparison

The current volatility for Dimensional Ultrashort Fixed Income ETF (DUSB) is 0.13%, while Yields for You Income Strategy A ETF (YFYA) has a volatility of 1.14%. This indicates that DUSB experiences smaller price fluctuations and is considered to be less risky than YFYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUSB	YFYA	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.13%	1.14%	-1.01%
Volatility (6M) Calculated over the trailing 6-month period	0.30%	3.35%	-3.05%
Volatility (1Y) Calculated over the trailing 1-year period	0.43%	3.59%	-3.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.52%	3.59%	-3.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.52%	3.59%	-3.07%

DUSB vs. YFYA - Expense Ratio Comparison

DUSB has a 0.15% expense ratio, which is lower than YFYA's 1.16% expense ratio.

Dividends

DUSB vs. YFYA - Dividend Comparison

DUSB's dividend yield for the trailing twelve months is around 4.06%, less than YFYA's 5.14% yield.

Position	TTM	2025	2024	2023
DUSB Dimensional Ultrashort Fixed Income ETF	4.06%	4.32%	4.92%	1.23%
YFYA Yields for You Income Strategy A ETF	5.14%	3.67%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DUSB and YFYA in my portfolio?

DUSB and YFYA have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUSB or YFYA?

YFYA has higher volatility (1.14%) compared to DUSB (0.13%). In terms of maximum drawdown, DUSB dropped -0.29% vs YFYA's -2.29%.

Which ETF is better, DUSB or YFYA?

On 1-year performance, YFYA leads with 5.38% vs 4.31% for DUSB. On fees, DUSB is cheaper at 0.15% per year. On volatility, DUSB has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DUSB or YFYA?

Over the 1-year period, YFYA has performed better with a 5.38% return vs 4.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUSB or YFYA?

DUSB is cheaper with a 0.15% expense ratio, compared with 1.16% for YFYA.

Which ETF pays a higher dividend yield, DUSB or YFYA?

YFYA has the higher dividend yield at 5.14%, compared with 4.06% for DUSB.

What is the main difference between DUSB and YFYA?

They also come from different issuers: Dimensional and Teucrium. Their fees differ too: 0.15% for DUSB and 1.16% for YFYA.

Which has better risk-adjusted returns?

DUSB currently has the higher Sharpe Ratio (10.10 vs 1.50), 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.