DXUV vs. VOE

Last updated Jun 4, 2026

DXUV (Dimensional US Vector Equity ETF) and VOE (Vanguard Mid-Cap Value ETF) are both Mid Cap Value Equities funds. DXUV is actively managed, while VOE is passively managed. Over the past year, DXUV returned 27.35% vs 22.73% for VOE. Their correlation of 0.85 suggests significant overlap in exposure. DXUV charges 0.25%/yr vs 0.07%/yr for VOE.

Performance

DXUV vs. VOE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Vector Equity ETF (DXUV) and Vanguard Mid-Cap Value ETF (VOE). 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 10.92% return and VOE slightly lower at 10.75%.

DXUV

• 1D: -0.66%
• 1M: 3.66%
• YTD: 10.92%
• 6M: 11.46%
• 1Y: 27.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VOE

• 1D: -0.16%
• 1M: 1.35%
• YTD: 10.75%
• 6M: 11.62%
• 1Y: 22.73%
• 3Y*: 16.53%
• 5Y*: 8.45%
• 10Y*: 10.55%

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

DXUV vs. VOE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DXUV Dimensional US Vector Equity ETF	10.92%	14.34%	5.00%
VOE Vanguard Mid-Cap Value ETF	10.75%	12.08%	0.68%

Correlation

The correlation between DXUV and VOE is 0.83, 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	0.83
Correlation (All Time) Calculated using the full available price history since Sep 13, 2024	0.85

The correlation between DXUV and VOE has been stable across timeframes, ranging from 0.83 to 0.85 - a consistent structural relationship.

DXUV vs. VOE - Sectors Allocation Comparison

Sectors	DXUV	VOE
Technology	24.2%	10.9%
Financial Services	16.3%	16.5%
Industrials	14.7%	14.0%
Consumer Cyclical	11.4%	5.7%
Healthcare	8.3%	6.3%
Communication Services	8.1%	2.2%
Energy	7.0%	12.8%
Consumer Defensive	5.4%	7.9%
Basic Materials	3.7%	5.8%
Utilities	0.5%	12.1%
Real Estate	0.4%	6.0%

Return for Risk

DXUV vs. VOE — Risk / Return Rank

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

DXUV

DXUV Risk / Return Rank: 66
DXUV Sharpe Ratio Rank: 66
DXUV Sortino Ratio Rank: 66
DXUV Omega Ratio Rank: 64
DXUV Calmar Ratio Rank: 65
DXUV Martin Ratio Rank: 71

VOE

VOE Risk / Return Rank: 61
VOE Sharpe Ratio Rank: 57
VOE Sortino Ratio Rank: 60
VOE Omega Ratio Rank: 55
VOE Calmar Ratio Rank: 65
VOE Martin Ratio Rank: 67

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. VOE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Vector Equity ETF (DXUV) and Vanguard Mid-Cap Value ETF (VOE). 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.

	DXUV	VOE	Difference
Sharpe ratio: Return per unit of total volatility	2.17	1.99	+0.17
Sortino ratio: Return per unit of downside risk	3.04	2.88	+0.16
Omega ratio: Gain probability vs. loss probability	1.38	1.35	+0.03
Calmar ratio: Return relative to maximum drawdown	3.22	3.30	-0.08
Martin ratio: Return relative to average drawdown	13.10	12.51	+0.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DXUV vs. VOE - Sharpe Ratio Comparison

The current DXUV Sharpe Ratio is 2.17, which is comparable to the VOE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of DXUV and VOE, 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

	DXUV	VOE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.17	1.99	+0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.53	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.56	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.05	0.44	+0.61

Drawdowns

DXUV vs. VOE - Drawdown Comparison

The maximum DXUV drawdown since its inception was -21.08%, smaller than the maximum VOE drawdown of -61.50%. Use the drawdown chart below to compare losses from any high point for DXUV and VOE.

Drawdown Indicators

	DXUV	VOE	Difference
Max Drawdown Largest peak-to-trough decline	-21.08%	-61.50%	+40.42%
Max Drawdown (1Y) Largest decline over 1 year	-8.53%	-6.93%	-1.60%
Max Drawdown (3Y) Largest decline over 3 years	—	-18.45%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.70%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.18%	—
Current Drawdown Current decline from peak	-0.66%	-0.16%	-0.50%
Average Drawdown Average peak-to-trough decline	-3.08%	-8.35%	+5.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.09%	1.82%	+0.27%

Volatility

DXUV vs. VOE - Volatility Comparison

Dimensional US Vector Equity ETF (DXUV) has a higher volatility of 2.98% compared to Vanguard Mid-Cap Value ETF (VOE) at 2.58%. This indicates that DXUV's price experiences larger fluctuations and is considered to be riskier than VOE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DXUV	VOE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.98%	2.58%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	8.99%	8.13%	+0.86%
Volatility (1Y) Calculated over the trailing 1-year period	12.72%	11.47%	+1.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.31%	16.03%	+1.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.31%	18.83%	-1.52%

DXUV vs. VOE - Expense Ratio Comparison

DXUV has a 0.25% expense ratio, which is higher than VOE'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%.

Dividends

DXUV vs. VOE - Dividend Comparison

DXUV's dividend yield for the trailing twelve months is around 0.96%, less than VOE's 1.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DXUV Dimensional US Vector Equity ETF	0.96%	1.01%	0.37%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOE Vanguard Mid-Cap Value ETF	1.88%	2.10%	2.11%	2.27%	2.27%	1.78%	2.36%	2.05%	2.75%	1.86%	1.92%	2.05%

Frequently Asked Questions

Can I hold both DXUV and VOE in my portfolio?

DXUV and VOE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DXUV or VOE?

DXUV has higher volatility (2.98%) compared to VOE (2.58%). In terms of maximum drawdown, DXUV dropped -21.08% vs VOE's -61.50%.

Which ETF is better, DXUV or VOE?

On 1-year performance, DXUV leads with 27.35% vs 22.73% for VOE. On fees, VOE is cheaper at 0.07% per year. On volatility, VOE has been the lower-risk option at 2.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DXUV or VOE?

Over the 1-year period, DXUV has performed better with a 27.35% return vs 22.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DXUV or VOE?

VOE is cheaper with a 0.07% expense ratio, compared with 0.25% for DXUV.

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

VOE has the higher dividend yield at 1.88%, compared with 0.96% for DXUV.

What is the main difference between DXUV and VOE?

They also come from different issuers: Dimensional and Vanguard. Their fees differ too: 0.25% for DXUV and 0.07% for VOE.

Which has better risk-adjusted returns?

DXUV currently has the higher Sharpe Ratio (2.17 vs 1.99), 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.