PLDR vs. DFUS

Last updated Jun 4, 2026

PLDR (Putnam Sustainable Leaders ETF) and DFUS (Dimensional U.S. Equity Market ETF) are both exchange-traded funds - PLDR is a Sustainable fund actively managed by Power Corporation of Canada, while DFUS is a Large Cap Blend Equities fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, PLDR returned 18.32%/yr vs 22.42%/yr for DFUS. With a 0.96 correlation, they move nearly in lockstep. PLDR charges 0.59%/yr vs 0.09%/yr for DFUS.

Performance

PLDR vs. DFUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Sustainable Leaders ETF (PLDR) and Dimensional U.S. Equity Market ETF (DFUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PLDR achieves a 4.85% return, which is significantly lower than DFUS's 11.25% return.

PLDR

• 1D: -0.20%
• 1M: 4.50%
• YTD: 4.85%
• 6M: 4.09%
• 1Y: 20.39%
• 3Y*: 18.32%
• 5Y*: 9.82%
• 10Y*: —

DFUS

• 1D: -0.66%
• 1M: 5.24%
• YTD: 11.25%
• 6M: 11.19%
• 1Y: 28.63%
• 3Y*: 22.42%
• 5Y*: —
• 10Y*: —

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

PLDR vs. DFUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PLDR Putnam Sustainable Leaders ETF	4.85%	12.03%	23.47%	27.47%	-22.52%	9.92%
DFUS Dimensional U.S. Equity Market ETF	11.25%	17.46%	24.34%	26.36%	-18.34%	11.90%

Correlation

The correlation between PLDR and DFUS is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021	0.96

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

PLDR vs. DFUS - Sectors Allocation Comparison

Sectors	PLDR	DFUS
Technology	24.1%	17.4%
Communication Services	12.0%	23.5%
Consumer Cyclical	8.8%	13.0%
Industrials	8.3%	9.5%
Financial Services	6.9%	20.2%
Consumer Defensive	5.2%	2.6%
Healthcare	4.9%	4.1%
Utilities	2.9%	3.0%
Energy	2.8%	5.3%
Basic Materials	2.4%	1.1%
Real Estate	0.9%	0.0%

Return for Risk

PLDR vs. DFUS — Risk / Return Rank

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

PLDR

PLDR Risk / Return Rank: 43
PLDR Sharpe Ratio Rank: 48
PLDR Sortino Ratio Rank: 47
PLDR Omega Ratio Rank: 47
PLDR Calmar Ratio Rank: 33
PLDR Martin Ratio Rank: 38

DFUS

DFUS Risk / Return Rank: 69
DFUS Sharpe Ratio Rank: 70
DFUS Sortino Ratio Rank: 69
DFUS Omega Ratio Rank: 69
DFUS Calmar Ratio Rank: 63
DFUS Martin Ratio Rank: 75

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.

PLDR vs. DFUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Leaders ETF (PLDR) and Dimensional U.S. Equity Market ETF (DFUS). 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.

	PLDR	DFUS	Difference
Sharpe ratio: Return per unit of total volatility	1.66	2.35	-0.70
Sortino ratio: Return per unit of downside risk	2.33	3.22	-0.89
Omega ratio: Gain probability vs. loss probability	1.30	1.42	-0.13
Calmar ratio: Return relative to maximum drawdown	1.60	3.21	-1.61
Martin ratio: Return relative to average drawdown	6.04	14.70	-8.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PLDR vs. DFUS - Sharpe Ratio Comparison

The current PLDR Sharpe Ratio is 1.66, which is comparable to the DFUS Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of PLDR and DFUS, 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

	PLDR	DFUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.66	2.35	-0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.58	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.79	-0.21

Drawdowns

PLDR vs. DFUS - Drawdown Comparison

The maximum PLDR drawdown since its inception was -29.58%, which is greater than DFUS's maximum drawdown of -24.62%. Use the drawdown chart below to compare losses from any high point for PLDR and DFUS.

Drawdown Indicators

	PLDR	DFUS	Difference
Max Drawdown Largest peak-to-trough decline	-29.58%	-24.62%	-4.96%
Max Drawdown (1Y) Largest decline over 1 year	-12.81%	-8.96%	-3.85%
Max Drawdown (3Y) Largest decline over 3 years	-23.00%	-19.44%	-3.56%
Max Drawdown (5Y) Largest decline over 5 years	-29.58%	—	—
Current Drawdown Current decline from peak	-0.20%	-0.66%	+0.46%
Average Drawdown Average peak-to-trough decline	-8.59%	-5.82%	-2.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.38%	1.95%	+1.43%

Volatility

PLDR vs. DFUS - Volatility Comparison

Putnam Sustainable Leaders ETF (PLDR) and Dimensional U.S. Equity Market ETF (DFUS) have volatilities of 3.19% and 3.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PLDR	DFUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	3.07%	+0.12%
Volatility (6M) Calculated over the trailing 6-month period	9.56%	9.18%	+0.38%
Volatility (1Y) Calculated over the trailing 1-year period	12.38%	12.23%	+0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	17.21%	-0.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.04%	17.21%	-0.17%

PLDR vs. DFUS - Expense Ratio Comparison

PLDR has a 0.59% expense ratio, which is higher than DFUS's 0.09% expense ratio.

Dividends

PLDR vs. DFUS - Dividend Comparison

PLDR's dividend yield for the trailing twelve months is around 0.36%, less than DFUS's 0.83% yield.

Position	TTM	2025	2024	2023	2022	2021
DFUS Dimensional U.S. Equity Market ETF	0.83%	0.88%	1.04%	1.33%	1.48%	0.85%
PLDR Putnam Sustainable Leaders ETF	0.36%	0.37%	0.38%	0.56%	0.63%	0.39%

Frequently Asked Questions

Can I hold both PLDR and DFUS in my portfolio?

With a correlation of 0.96, PLDR and DFUS 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, PLDR or DFUS?

PLDR has higher volatility (3.19%) compared to DFUS (3.07%). In terms of maximum drawdown, PLDR dropped -29.58% vs DFUS's -24.62%.

Which ETF is better, PLDR or DFUS?

On 3-year performance, DFUS leads with 22.42% vs 18.32% for PLDR. On fees, DFUS is cheaper at 0.09% per year. On volatility, DFUS has been the lower-risk option at 3.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PLDR or DFUS?

Over the 3-year period, DFUS has performed better with a 22.42% return vs 18.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PLDR or DFUS?

DFUS is cheaper with a 0.09% expense ratio, compared with 0.59% for PLDR.

Which ETF pays a higher dividend yield, PLDR or DFUS?

DFUS has the higher dividend yield at 0.83%, compared with 0.36% for PLDR.

What is the main difference between PLDR and DFUS?

PLDR is categorized as Sustainable, while DFUS is Large Cap Blend Equities. They also come from different issuers: Power Corporation of Canada and Dimensional. Their fees differ too: 0.59% for PLDR and 0.09% for DFUS.

Which has better risk-adjusted returns?

DFUS currently has the higher Sharpe Ratio (2.35 vs 1.66), 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.