SHUS vs. DFAU

Last updated Jun 25, 2026

SHUS (Syntax Stratified U.S. Total Market Hedged ETF) and DFAU (Dimensional US Core Equity Market ETF) are both exchange-traded funds - SHUS is a Hedge Fund fund actively managed by Syntax Advisors, while DFAU is a Large Cap Blend Equities fund actively managed by Dimensional. Both are actively managed. Over the past year, SHUS returned 16.72% vs 23.33% for DFAU. A 0.79 correlation means they provide meaningful diversification when combined. SHUS charges 0.65%/yr vs 0.12%/yr for DFAU.

Performance

SHUS vs. DFAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Syntax Stratified U.S. Total Market Hedged ETF (SHUS) and Dimensional US Core Equity Market ETF (DFAU). 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 SHUS having a 9.37% return and DFAU slightly lower at 9.09%.

SHUS

• 1D: 0.58%
• 1M: 1.33%
• YTD: 9.37%
• 6M: 8.27%
• 1Y: 16.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DFAU

• 1D: -0.02%
• 1M: -0.61%
• YTD: 9.09%
• 6M: 7.61%
• 1Y: 23.33%
• 3Y*: 20.33%
• 5Y*: 12.34%
• 10Y*: —

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

SHUS vs. DFAU - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SHUS Syntax Stratified U.S. Total Market Hedged ETF	9.37%	10.89%	-2.65%
DFAU Dimensional US Core Equity Market ETF	9.09%	16.78%	2.78%

Correlation

The correlation between SHUS and DFAU is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (All Time) Calculated using the full available price history since Sep 30, 2024	0.79

The correlation between SHUS and DFAU has been stable across timeframes, ranging from 0.77 to 0.79 - a consistent structural relationship.

SHUS vs. DFAU - Sectors Allocation Comparison

Sectors	SHUS	DFAU
Technology	20.2%	36.0%
Consumer Cyclical	12.8%	10.6%
Healthcare	11.9%	8.3%
Consumer Defensive	11.7%	4.4%
Industrials	10.2%	10.1%
Financial Services	10.0%	12.1%
Communication Services	6.0%	9.8%
Energy	5.8%	4.1%
Utilities	5.6%	2.3%
Real Estate	3.4%	0.1%
Basic Materials	2.5%	2.4%

Return for Risk

SHUS vs. DFAU — Risk / Return Rank

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

SHUS

SHUS Risk / Return Rank: 55
SHUS Sharpe Ratio Rank: 55
SHUS Sortino Ratio Rank: 58
SHUS Omega Ratio Rank: 52
SHUS Calmar Ratio Rank: 56
SHUS Martin Ratio Rank: 55

DFAU

DFAU Risk / Return Rank: 63
DFAU Sharpe Ratio Rank: 62
DFAU Sortino Ratio Rank: 60
DFAU Omega Ratio Rank: 61
DFAU Calmar Ratio Rank: 61
DFAU Martin Ratio Rank: 71

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.

SHUS vs. DFAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Syntax Stratified U.S. Total Market Hedged ETF (SHUS) and Dimensional US Core Equity Market ETF (DFAU). 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.

	SHUS	DFAU	Difference
Sharpe ratio: Return per unit of total volatility	1.65	1.86	-0.20
Sortino ratio: Return per unit of downside risk	2.42	2.53	-0.11
Omega ratio: Gain probability vs. loss probability	1.29	1.34	-0.04
Calmar ratio: Return relative to maximum drawdown	2.41	2.70	-0.29
Martin ratio: Return relative to average drawdown	8.56	11.93	-3.36

SHUS vs. DFAU - Sharpe Ratio Comparison

The current SHUS Sharpe Ratio is 1.65, which is comparable to the DFAU Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of SHUS and DFAU, 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

SHUS vs. DFAU - Drawdown Comparison

The maximum SHUS drawdown since its inception was -14.09%, smaller than the maximum DFAU drawdown of -23.61%. Use the drawdown chart below to compare losses from any high point for SHUS and DFAU.

Drawdown Indicators

	SHUS	DFAU	Difference
Max Drawdown Largest peak-to-trough decline	-14.09%	-23.61%	+9.52%
Max Drawdown (1Y) Largest decline over 1 year	-6.95%	-8.67%	+1.72%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.36%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.61%	—
Current Drawdown Current decline from peak	-0.76%	-2.66%	+1.90%
Average Drawdown Average peak-to-trough decline	-2.59%	-4.96%	+2.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	1.96%	0.00%

Volatility

SHUS vs. DFAU - Volatility Comparison

The current volatility for Syntax Stratified U.S. Total Market Hedged ETF (SHUS) is 3.07%, while Dimensional US Core Equity Market ETF (DFAU) has a volatility of 4.86%. This indicates that SHUS experiences smaller price fluctuations and is considered to be less risky than DFAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SHUS	DFAU	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	4.86%	-1.79%
Volatility (6M) Calculated over the trailing 6-month period	7.39%	9.91%	-2.52%
Volatility (1Y) Calculated over the trailing 1-year period	10.18%	12.67%	-2.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.59%	17.12%	-4.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.59%	16.77%	-4.18%

SHUS vs. DFAU - Expense Ratio Comparison

SHUS has a 0.65% expense ratio, which is higher than DFAU's 0.12% expense ratio.

Dividends

SHUS vs. DFAU - Dividend Comparison

SHUS's dividend yield for the trailing twelve months is around 1.26%, more than DFAU's 0.93% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
DFAU Dimensional US Core Equity Market ETF	0.93%	0.95%	1.10%	1.29%	1.40%	1.00%	0.13%
SHUS Syntax Stratified U.S. Total Market Hedged ETF	1.26%	1.37%	0.26%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SHUS and DFAU in my portfolio?

SHUS and DFAU have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SHUS or DFAU?

DFAU has higher volatility (4.86%) compared to SHUS (3.07%). In terms of maximum drawdown, SHUS dropped -14.09% vs DFAU's -23.61%.

Which ETF is better, SHUS or DFAU?

On 1-year performance, DFAU leads with 23.33% vs 16.72% for SHUS. On fees, DFAU is cheaper at 0.12% per year. On volatility, SHUS 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, SHUS or DFAU?

Over the 1-year period, DFAU has performed better with a 23.33% return vs 16.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SHUS or DFAU?

DFAU is cheaper with a 0.12% expense ratio, compared with 0.65% for SHUS.

Which ETF pays a higher dividend yield, SHUS or DFAU?

SHUS has the higher dividend yield at 1.26%, compared with 0.93% for DFAU.

What is the main difference between SHUS and DFAU?

SHUS is categorized as Hedge Fund, while DFAU is Large Cap Blend Equities. They also come from different issuers: Syntax Advisors and Dimensional. Their fees differ too: 0.65% for SHUS and 0.12% for DFAU.

Which has better risk-adjusted returns?

DFAU currently has the higher Sharpe Ratio (1.86 vs 1.65), 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.