ESGV vs. DFSU

Last updated Jun 4, 2026

ESGV (Vanguard ESG U.S. Stock ETF) and DFSU (Dimensional US Sustainability Core 1 ETF) are both Large Cap Blend Equities funds. ESGV is passively managed, while DFSU is actively managed. Over the past 3 years, ESGV returned 22.27%/yr vs 20.21%/yr for DFSU. With a 0.96 correlation, they move nearly in lockstep. ESGV charges 0.09%/yr vs 0.18%/yr for DFSU.

Performance

ESGV vs. DFSU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Stock ETF (ESGV) and Dimensional US Sustainability Core 1 ETF (DFSU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ESGV achieves a 10.74% return, which is significantly higher than DFSU's 7.31% return.

ESGV

• 1D: -0.88%
• 1M: 6.08%
• YTD: 10.74%
• 6M: 10.73%
• 1Y: 28.04%
• 3Y*: 22.27%
• 5Y*: 12.64%
• 10Y*: —

DFSU

• 1D: -0.69%
• 1M: 3.98%
• YTD: 7.31%
• 6M: 7.39%
• 1Y: 23.54%
• 3Y*: 20.21%
• 5Y*: —
• 10Y*: —

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

ESGV vs. DFSU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ESGV Vanguard ESG U.S. Stock ETF	10.74%	16.48%	24.69%	30.79%	1.96%
DFSU Dimensional US Sustainability Core 1 ETF	7.31%	15.65%	22.96%	26.27%	0.65%

Correlation

The correlation between ESGV and DFSU is 0.95, 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	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (All Time) Calculated using the full available price history since Nov 3, 2022	0.96

The correlation between ESGV and DFSU has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

ESGV vs. DFSU - Sectors Allocation Comparison

Sectors	ESGV	DFSU
Technology	39.5%	28.7%
Communication Services	13.0%	10.4%
Financial Services	12.3%	16.7%
Consumer Cyclical	12.2%	12.0%
Healthcare	9.8%	10.2%
Industrials	4.5%	12.1%
Consumer Defensive	3.9%	4.3%
Real Estate	2.8%	0.3%
Basic Materials	1.9%	2.3%
Utilities	0.2%	1.0%
Energy	0.1%	2.0%

Return for Risk

ESGV vs. DFSU — Risk / Return Rank

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

ESGV

ESGV Risk / Return Rank: 58
ESGV Sharpe Ratio Rank: 61
ESGV Sortino Ratio Rank: 60
ESGV Omega Ratio Rank: 61
ESGV Calmar Ratio Rank: 48
ESGV Martin Ratio Rank: 58

DFSU

DFSU Risk / Return Rank: 52
DFSU Sharpe Ratio Rank: 53
DFSU Sortino Ratio Rank: 53
DFSU Omega Ratio Rank: 52
DFSU Calmar Ratio Rank: 47
DFSU Martin Ratio Rank: 58

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.

ESGV vs. DFSU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) and Dimensional US Sustainability Core 1 ETF (DFSU). 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.

	ESGV	DFSU	Difference
Sharpe ratio: Return per unit of total volatility	2.11	1.82	+0.29
Sortino ratio: Return per unit of downside risk	2.89	2.57	+0.32
Omega ratio: Gain probability vs. loss probability	1.38	1.33	+0.05
Calmar ratio: Return relative to maximum drawdown	2.43	2.34	+0.09
Martin ratio: Return relative to average drawdown	10.42	10.16	+0.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESGV vs. DFSU - Sharpe Ratio Comparison

The current ESGV Sharpe Ratio is 2.11, which is comparable to the DFSU Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of ESGV and DFSU, 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

	ESGV	DFSU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.11	1.82	+0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	1.26	-0.54

Drawdowns

ESGV vs. DFSU - Drawdown Comparison

The maximum ESGV drawdown since its inception was -33.66%, which is greater than DFSU's maximum drawdown of -19.88%. Use the drawdown chart below to compare losses from any high point for ESGV and DFSU.

Drawdown Indicators

	ESGV	DFSU	Difference
Max Drawdown Largest peak-to-trough decline	-33.66%	-19.88%	-13.78%
Max Drawdown (1Y) Largest decline over 1 year	-11.60%	-10.12%	-1.48%
Max Drawdown (3Y) Largest decline over 3 years	-20.41%	-19.88%	-0.53%
Max Drawdown (5Y) Largest decline over 5 years	-28.81%	—	—
Current Drawdown Current decline from peak	-0.88%	-0.69%	-0.19%
Average Drawdown Average peak-to-trough decline	-6.43%	-2.66%	-3.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	2.32%	+0.38%

Volatility

ESGV vs. DFSU - Volatility Comparison

Vanguard ESG U.S. Stock ETF (ESGV) has a higher volatility of 3.37% compared to Dimensional US Sustainability Core 1 ETF (DFSU) at 3.02%. This indicates that ESGV's price experiences larger fluctuations and is considered to be riskier than DFSU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ESGV	DFSU	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.37%	3.02%	+0.35%
Volatility (6M) Calculated over the trailing 6-month period	10.18%	9.67%	+0.51%
Volatility (1Y) Calculated over the trailing 1-year period	13.35%	13.03%	+0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.35%	16.25%	+2.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.58%	16.25%	+4.33%

ESGV vs. DFSU - Expense Ratio Comparison

ESGV has a 0.09% expense ratio, which is lower than DFSU's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ESGV vs. DFSU - Dividend Comparison

ESGV's dividend yield for the trailing twelve months is around 0.85%, more than DFSU's 0.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DFSU Dimensional US Sustainability Core 1 ETF	0.83%	0.85%	0.96%	1.03%	0.21%	0.00%	0.00%	0.00%	0.00%
ESGV Vanguard ESG U.S. Stock ETF	0.85%	0.91%	1.04%	1.16%	1.42%	0.95%	1.11%	1.27%	0.28%

Frequently Asked Questions

Can I hold both ESGV and DFSU in my portfolio?

With a correlation of 0.95, ESGV and DFSU 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, ESGV or DFSU?

ESGV has higher volatility (3.37%) compared to DFSU (3.02%). In terms of maximum drawdown, ESGV dropped -33.66% vs DFSU's -19.88%.

Which ETF is better, ESGV or DFSU?

On 3-year performance, ESGV leads with 22.27% vs 20.21% for DFSU. On fees, ESGV is cheaper at 0.09% per year. On volatility, DFSU has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ESGV or DFSU?

Over the 3-year period, ESGV has performed better with a 22.27% return vs 20.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESGV or DFSU?

ESGV is cheaper with a 0.09% expense ratio, compared with 0.18% for DFSU.

Which ETF pays a higher dividend yield, ESGV or DFSU?

ESGV has the higher dividend yield at 0.85%, compared with 0.83% for DFSU.

What is the main difference between ESGV and DFSU?

They also come from different issuers: Vanguard and Dimensional. Their fees differ too: 0.09% for ESGV and 0.18% for DFSU.

Which has better risk-adjusted returns?

ESGV currently has the higher Sharpe Ratio (2.11 vs 1.82), 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.