DXUV vs. DFAU

Last updated Jun 23, 2026

DXUV (Dimensional US Vector Equity ETF) and DFAU (Dimensional US Core Equity Market ETF) are both exchange-traded funds - DXUV is a Mid Cap Value Equities fund actively managed by Dimensional, while DFAU is a Large Cap Blend Equities fund actively managed by Dimensional. Both are actively managed. Over the past year, DXUV returned 27.33% vs 27.53% for DFAU. Their correlation of 0.93 suggests significant overlap in exposure. DXUV charges 0.25%/yr vs 0.12%/yr for DFAU.

Performance

DXUV vs. DFAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Vector Equity ETF (DXUV) and Dimensional US Core Equity Market ETF (DFAU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with DXUV having a 10.98% return and DFAU slightly lower at 10.57%.

DXUV

• 1D: -0.15%
• 1M: 1.13%
• YTD: 10.98%
• 6M: 9.75%
• 1Y: 27.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DFAU

• 1D: -0.25%
• 1M: 0.74%
• YTD: 10.57%
• 6M: 9.77%
• 1Y: 27.53%
• 3Y*: 20.87%
• 5Y*: 12.88%
• 10Y*: —

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

DXUV vs. DFAU - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DXUV Dimensional US Vector Equity ETF	10.98%	14.34%	5.03%
DFAU Dimensional US Core Equity Market ETF	10.57%	16.78%	6.86%

Correlation

The correlation between DXUV and DFAU is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (All Time) Calculated using the full available price history since Sep 12, 2024	0.93

The correlation between DXUV and DFAU has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

DXUV vs. DFAU - Sectors Allocation Comparison

Sectors	DXUV	DFAU
Technology	26.7%	36.0%
Financial Services	15.6%	12.1%
Industrials	14.4%	10.1%
Consumer Cyclical	11.1%	10.6%
Healthcare	8.4%	8.3%
Communication Services	7.7%	9.8%
Energy	6.4%	4.1%
Consumer Defensive	5.2%	4.4%
Basic Materials	3.7%	2.4%
Utilities	0.5%	2.3%
Real Estate	0.3%	0.1%

Return for Risk

DXUV vs. DFAU — Risk / Return Rank

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

DXUV

DXUV Risk / Return Rank: 67
DXUV Sharpe Ratio Rank: 67
DXUV Sortino Ratio Rank: 66
DXUV Omega Ratio Rank: 64
DXUV Calmar Ratio Rank: 67
DXUV Martin Ratio Rank: 72

DFAU

DFAU Risk / Return Rank: 70
DFAU Sharpe Ratio Rank: 70
DFAU Sortino Ratio Rank: 68
DFAU Omega Ratio Rank: 69
DFAU Calmar Ratio Rank: 66
DFAU Martin Ratio Rank: 76

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.

DXUV vs. DFAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Vector Equity ETF (DXUV) and Dimensional US Core Equity Market ETF (DFAU). 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.

	DXUV	DFAU	Difference
Sharpe ratio: Return per unit of total volatility	2.11	2.19	-0.08
Sortino ratio: Return per unit of downside risk	2.94	2.96	-0.02
Omega ratio: Gain probability vs. loss probability	1.37	1.39	-0.02
Calmar ratio: Return relative to maximum drawdown	3.22	3.19	+0.03
Martin ratio: Return relative to average drawdown	13.02	14.18	-1.16

DXUV vs. DFAU - Sharpe Ratio Comparison

The current DXUV Sharpe Ratio is 2.11, which is comparable to the DFAU Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of DXUV and DFAU, 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

DXUV vs. DFAU - Drawdown Comparison

The maximum DXUV drawdown since its inception was -21.08%, smaller than the maximum DFAU drawdown of -23.61%. Use the drawdown chart below to compare losses from any high point for DXUV and DFAU.

Drawdown Indicators

	DXUV	DFAU	Difference
Max Drawdown Largest peak-to-trough decline	-21.08%	-23.61%	+2.53%
Max Drawdown (1Y) Largest decline over 1 year	-8.53%	-8.67%	+0.14%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.36%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.61%	—
Current Drawdown Current decline from peak	-0.79%	-1.34%	+0.55%
Average Drawdown Average peak-to-trough decline	-3.02%	-4.96%	+1.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	1.95%	+0.15%

Volatility

DXUV vs. DFAU - Volatility Comparison

The current volatility for Dimensional US Vector Equity ETF (DXUV) is 4.02%, while Dimensional US Core Equity Market ETF (DFAU) has a volatility of 4.68%. This indicates that DXUV experiences smaller price fluctuations and is considered to be less risky than DFAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DXUV	DFAU	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.02%	4.68%	-0.66%
Volatility (6M) Calculated over the trailing 6-month period	9.51%	9.86%	-0.35%
Volatility (1Y) Calculated over the trailing 1-year period	13.01%	12.64%	+0.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.29%	17.11%	+0.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.29%	16.77%	+0.52%

DXUV vs. DFAU - Expense Ratio Comparison

DXUV has a 0.25% expense ratio, which is higher than DFAU's 0.12% 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

DXUV vs. DFAU - Dividend Comparison

DXUV's dividend yield for the trailing twelve months is around 0.96%, more than DFAU's 0.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
DFAU Dimensional US Core Equity Market ETF	0.90%	0.95%	1.10%	1.29%	1.40%	1.00%	0.13%
DXUV Dimensional US Vector Equity ETF	0.96%	1.01%	0.37%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DXUV and DFAU in my portfolio?

With a correlation of 0.92, DXUV and DFAU 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, DXUV or DFAU?

DFAU has higher volatility (4.68%) compared to DXUV (4.02%). In terms of maximum drawdown, DXUV dropped -21.08% vs DFAU's -23.61%.

Which ETF is better, DXUV or DFAU?

On 1-year performance, DFAU leads with 27.53% vs 27.33% for DXUV. On fees, DFAU is cheaper at 0.12% per year. On volatility, DXUV has been the lower-risk option at 4.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DXUV or DFAU?

Over the 1-year period, DFAU has performed better with a 27.53% return vs 27.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DXUV or DFAU?

DFAU is cheaper with a 0.12% expense ratio, compared with 0.25% for DXUV.

Which ETF pays a higher dividend yield, DXUV or DFAU?

DXUV has the higher dividend yield at 0.96%, compared with 0.90% for DFAU.

What is the main difference between DXUV and DFAU?

DXUV is categorized as Mid Cap Value Equities, while DFAU is Large Cap Blend Equities. Their fees differ too: 0.25% for DXUV and 0.12% for DFAU.

Which has better risk-adjusted returns?

DFAU currently has the higher Sharpe Ratio (2.19 vs 2.11), 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.