SARK vs. DFUS

Last updated Jun 24, 2026

SARK (Tradr Short Innovation Daily ETF) and DFUS (Dimensional U.S. Equity Market ETF) are both exchange-traded funds - SARK is a Inverse Equities fund actively managed by AXS, while DFUS is a Large Cap Blend Equities fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, SARK returned -30.30%/yr vs 20.81%/yr for DFUS. At a correlation of -0.76, they often move in opposite directions. SARK charges 0.75%/yr vs 0.09%/yr for DFUS.

Performance

SARK vs. DFUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr Short Innovation Daily ETF (SARK) 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, SARK achieves a -6.20% return, which is significantly lower than DFUS's 8.60% return.

SARK

• 1D: 2.03%
• 1M: -1.78%
• YTD: -6.20%
• 6M: -1.73%
• 1Y: -19.94%
• 3Y*: -30.30%
• 5Y*: —
• 10Y*: —

DFUS

• 1D: -1.68%
• 1M: -0.94%
• YTD: 8.60%
• 6M: 7.51%
• 1Y: 24.34%
• 3Y*: 20.81%
• 5Y*: 12.74%
• 10Y*: —

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

SARK vs. DFUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SARK Tradr Short Innovation Daily ETF	-6.20%	-25.93%	-36.90%	-46.32%	83.35%	24.05%
DFUS Dimensional U.S. Equity Market ETF	8.60%	17.46%	24.34%	26.36%	-18.34%	0.74%

Correlation

The correlation between SARK and DFUS is -0.78, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.78
Correlation (3Y) Calculated over the trailing 3-year period	-0.76
Correlation (All Time) Calculated using the full available price history since Nov 9, 2021	-0.76

The correlation between SARK and DFUS has been stable across timeframes, ranging from -0.78 to -0.76 - a consistent structural relationship.

Return for Risk

SARK vs. DFUS — Risk / Return Rank

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

SARK

SARK Risk / Return Rank: 4
SARK Sharpe Ratio Rank: 4
SARK Sortino Ratio Rank: 4
SARK Omega Ratio Rank: 5
SARK Calmar Ratio Rank: 3
SARK Martin Ratio Rank: 3

DFUS

DFUS Risk / Return Rank: 59
DFUS Sharpe Ratio Rank: 58
DFUS Sortino Ratio Rank: 56
DFUS Omega Ratio Rank: 57
DFUS Calmar Ratio Rank: 57
DFUS Martin Ratio Rank: 68

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.

SARK vs. DFUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr Short Innovation Daily ETF (SARK) 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.

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.

	SARK	DFUS	Difference
Sharpe ratio: Return per unit of total volatility	-0.56	1.89	-2.45
Sortino ratio: Return per unit of downside risk	-0.62	2.57	-3.19
Omega ratio: Gain probability vs. loss probability	0.93	1.34	-0.41
Calmar ratio: Return relative to maximum drawdown	-0.75	2.73	-3.48
Martin ratio: Return relative to average drawdown	-1.26	12.07	-13.33

SARK vs. DFUS - Sharpe Ratio Comparison

The current SARK Sharpe Ratio is -0.56, which is lower than the DFUS Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of SARK 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.

Drawdowns

SARK vs. DFUS - Drawdown Comparison

The maximum SARK drawdown since its inception was -81.07%, which is greater than DFUS's maximum drawdown of -24.62%. Use the drawdown chart below to compare losses from any high point for SARK and DFUS.

Drawdown Indicators

	SARK	DFUS	Difference
Max Drawdown Largest peak-to-trough decline	-81.07%	-24.62%	-56.45%
Max Drawdown (1Y) Largest decline over 1 year	-26.61%	-8.96%	-17.65%
Max Drawdown (3Y) Largest decline over 3 years	-74.42%	-19.44%	-54.98%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.62%	—
Current Drawdown Current decline from peak	-79.29%	-3.03%	-76.26%
Average Drawdown Average peak-to-trough decline	-46.79%	-5.78%	-41.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.99%	2.02%	+13.97%

Volatility

SARK vs. DFUS - Volatility Comparison

Tradr Short Innovation Daily ETF (SARK) has a higher volatility of 12.56% compared to Dimensional U.S. Equity Market ETF (DFUS) at 5.17%. This indicates that SARK's price experiences larger fluctuations and is considered to be riskier than DFUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SARK	DFUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.56%	5.17%	+7.39%
Volatility (6M) Calculated over the trailing 6-month period	26.66%	10.20%	+16.46%
Volatility (1Y) Calculated over the trailing 1-year period	35.83%	12.97%	+22.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	56.15%	17.29%	+38.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.15%	17.26%	+38.89%

SARK vs. DFUS - Expense Ratio Comparison

SARK has a 0.75% expense ratio, which is higher than DFUS's 0.09% expense ratio.

Dividends

SARK vs. DFUS - Dividend Comparison

SARK's dividend yield for the trailing twelve months is around 3.00%, more than DFUS's 0.85% yield.

Position	TTM	2025	2024	2023	2022	2021
DFUS Dimensional U.S. Equity Market ETF	0.85%	0.88%	1.04%	1.33%	1.48%	0.85%
SARK Tradr Short Innovation Daily ETF	3.00%	2.82%	15.49%	12.57%	25.22%	0.00%

Frequently Asked Questions

Can I hold both SARK and DFUS in my portfolio?

SARK and DFUS have a correlation of -0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SARK or DFUS?

SARK has higher volatility (12.56%) compared to DFUS (5.17%). In terms of maximum drawdown, SARK dropped -81.07% vs DFUS's -24.62%.

Which ETF is better, SARK or DFUS?

On 3-year performance, DFUS leads with 20.81% vs -30.30% for SARK. On fees, DFUS is cheaper at 0.09% per year. On volatility, DFUS has been the lower-risk option at 5.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SARK or DFUS?

Over the 3-year period, DFUS has performed better with a 20.81% return vs -30.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SARK or DFUS?

DFUS is cheaper with a 0.09% expense ratio, compared with 0.75% for SARK.

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

SARK has the higher dividend yield at 3.00%, compared with 0.85% for DFUS.

What is the main difference between SARK and DFUS?

SARK is categorized as Inverse Equities, while DFUS is Large Cap Blend Equities. They also come from different issuers: AXS and Dimensional. Their fees differ too: 0.75% for SARK and 0.09% for DFUS.

Which has better risk-adjusted returns?

DFUS currently has the higher Sharpe Ratio (1.89 vs -0.56), 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.