GLTR vs. DFAI
GLTR (abrdn Physical Precious Metals Basket Shares ETF) and DFAI (Dimensional International Core Equity Market ETF) are both exchange-traded funds - GLTR is a Precious Metals fund tracking the ETFS Physical Precious Metals Basket Index, while DFAI is a Foreign Large Cap Equities fund actively managed by Dimensional. GLTR is passively managed, while DFAI is actively managed. Over the past 5 years, GLTR returned 14.04%/yr vs 9.46%/yr for DFAI. At a 0.43 correlation, their price movements are largely independent. GLTR charges 0.60%/yr vs 0.18%/yr for DFAI.
Performance
GLTR vs. DFAI - Performance Comparison
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Returns By Period
In the year-to-date period, GLTR achieves a -4.66% return, which is significantly lower than DFAI's 10.05% return.
GLTR
- 1D
- 0.30%
- 1M
- -9.08%
- YTD
- -4.66%
- 6M
- 0.76%
- 1Y
- 38.86%
- 3Y*
- 29.97%
- 5Y*
- 14.04%
- 10Y*
- 12.08%
DFAI
- 1D
- 0.43%
- 1M
- 2.45%
- YTD
- 10.05%
- 6M
- 11.52%
- 1Y
- 25.01%
- 3Y*
- 17.84%
- 5Y*
- 9.46%
- 10Y*
- —
GLTR vs. DFAI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GLTR abrdn Physical Precious Metals Basket Shares ETF | -4.66% | 87.25% | 20.63% | 2.01% | -0.25% | -9.60% | 4.15% |
DFAI Dimensional International Core Equity Market ETF | 10.05% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 5.34% |
Correlation
The correlation between GLTR and DFAI is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2020 | 0.43 |
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Return for Risk
GLTR vs. DFAI — Risk / Return Rank
GLTR
DFAI
GLTR vs. DFAI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Physical Precious Metals Basket Shares ETF (GLTR) and Dimensional International Core Equity Market ETF (DFAI). 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.
| GLTR | DFAI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.29 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 2.18 | -1.00 |
| Martin ratioReturn relative to average drawdown | 2.88 | 8.47 | -5.59 |
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Drawdowns
GLTR vs. DFAI - Drawdown Comparison
The maximum GLTR drawdown since its inception was -55.70%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for GLTR and DFAI.
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Drawdown Indicators
| GLTR | DFAI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.70% | -27.44% | -28.26% |
Max Drawdown (1Y)Largest decline over 1 year | -34.09% | -10.95% | -23.14% |
Max Drawdown (3Y)Largest decline over 3 years | -34.09% | -13.25% | -20.84% |
Max Drawdown (5Y)Largest decline over 5 years | -34.09% | -27.44% | -6.65% |
Max Drawdown (10Y)Largest decline over 10 years | -34.09% | — | — |
Current DrawdownCurrent decline from peak | -31.27% | -0.80% | -30.47% |
Average DrawdownAverage peak-to-trough decline | -28.82% | -5.11% | -23.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.86% | 2.82% | +11.04% |
Volatility
GLTR vs. DFAI - Volatility Comparison
abrdn Physical Precious Metals Basket Shares ETF (GLTR) has a higher volatility of 10.43% compared to Dimensional International Core Equity Market ETF (DFAI) at 5.12%. This indicates that GLTR's price experiences larger fluctuations and is considered to be riskier than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLTR | DFAI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.43% | 5.12% | +5.31% |
Volatility (6M)Calculated over the trailing 6-month period | 36.24% | 12.29% | +23.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.40% | 14.60% | +23.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.87% | 16.01% | +7.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.64% | 15.75% | +4.89% |
GLTR vs. DFAI - Expense Ratio Comparison
GLTR has a 0.60% expense ratio, which is higher than DFAI's 0.18% expense ratio.
Dividends
GLTR vs. DFAI - Dividend Comparison
GLTR has not paid dividends to shareholders, while DFAI's dividend yield for the trailing twelve months is around 2.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
DFAI Dimensional International Core Equity Market ETF | 2.24% | 2.45% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% |
GLTR abrdn Physical Precious Metals Basket Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GLTR and DFAI have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLTR has higher volatility (10.43%) compared to DFAI (5.12%). In terms of maximum drawdown, GLTR dropped -55.70% vs DFAI's -27.44%.
On 5-year performance, GLTR leads with 14.04% vs 9.46% for DFAI. On fees, DFAI is cheaper at 0.18% per year. On volatility, DFAI has been the lower-risk option at 5.12%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, GLTR has performed better with a 14.04% return vs 9.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFAI is cheaper with a 0.18% expense ratio, compared with 0.60% for GLTR.
DFAI has the higher dividend yield at 2.24%, compared with 0.00% for GLTR.
GLTR is categorized as Precious Metals, while DFAI is Foreign Large Cap Equities. They also come from different issuers: abrdn and Dimensional. Their fees differ too: 0.60% for GLTR and 0.18% for DFAI.
DFAI currently has the higher Sharpe Ratio (1.63 vs 1.04), 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.
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