DWUSX vs. VOO
Compare and contrast key facts about DFA World ex U.S. Targeted Value Portfolio (DWUSX) and Vanguard S&P 500 ETF (VOO).
DWUSX is managed by Dimensional. It was launched on Oct 31, 2012. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
DWUSX vs. VOO - Performance Comparison
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DWUSX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DWUSX DFA World ex U.S. Targeted Value Portfolio | 0.82% | 39.16% | 5.31% | 17.40% | -11.83% | 26.30% | 4.96% | 17.39% | -20.38% | 30.95% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, DWUSX achieves a 0.82% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, DWUSX has underperformed VOO with an annualized return of 10.48%, while VOO has yielded a comparatively higher 14.05% annualized return.
DWUSX
- 1D
- -0.41%
- 1M
- -11.22%
- YTD
- 0.82%
- 6M
- 6.53%
- 1Y
- 32.97%
- 3Y*
- 17.87%
- 5Y*
- 12.08%
- 10Y*
- 10.48%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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DWUSX vs. VOO - Expense Ratio Comparison
DWUSX has a 0.52% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
DWUSX vs. VOO — Risk / Return Rank
DWUSX
VOO
DWUSX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World ex U.S. Targeted Value Portfolio (DWUSX) and Vanguard S&P 500 ETF (VOO). 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.
| DWUSX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.21 | 0.98 | +1.23 |
Sortino ratioReturn per unit of downside risk | 2.74 | 1.50 | +1.24 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.23 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.46 | 1.53 | +0.92 |
Martin ratioReturn relative to average drawdown | 9.72 | 7.29 | +2.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DWUSX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | 0.98 | +1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.70 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.78 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.83 | -0.26 |
Correlation
The correlation between DWUSX and VOO is 0.72, 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.
Dividends
DWUSX vs. VOO - Dividend Comparison
DWUSX's dividend yield for the trailing twelve months is around 2.77%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DWUSX DFA World ex U.S. Targeted Value Portfolio | 2.77% | 2.64% | 2.86% | 2.81% | 2.91% | 16.59% | 1.37% | 3.22% | 5.51% | 3.18% | 1.94% | 1.27% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
DWUSX vs. VOO - Drawdown Comparison
The maximum DWUSX drawdown since its inception was -49.65%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DWUSX and VOO.
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Drawdown Indicators
| DWUSX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.65% | -33.99% | -15.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -11.98% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -26.71% | -24.52% | -2.19% |
Max Drawdown (10Y)Largest decline over 10 years | -49.65% | -33.99% | -15.66% |
Current DrawdownCurrent decline from peak | -11.22% | -6.29% | -4.93% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -3.72% | -5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.52% | +0.48% |
Volatility
DWUSX vs. VOO - Volatility Comparison
DFA World ex U.S. Targeted Value Portfolio (DWUSX) has a higher volatility of 6.04% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that DWUSX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DWUSX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.04% | 5.29% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 9.44% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.45% | 18.10% | -3.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.12% | 16.82% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.91% | 17.99% | -2.08% |