SPTM vs. DFUV

Last updated Jun 24, 2026

SPTM (SPDR Portfolio S&P 1500 Composite Stock Market ETF) and DFUV (Dimensional US Marketwide Value ETF) are both exchange-traded funds - SPTM is a Large Cap Blend Equities fund tracking the S&P Composite 1500 Index, while DFUV is a Large Cap Value Equities fund actively managed by Dimensional. SPTM is passively managed, while DFUV is actively managed. Over the past 3 years, SPTM returned 20.38%/yr vs 19.49%/yr for DFUV. Their correlation of 0.83 suggests significant overlap in exposure. SPTM charges 0.03%/yr vs 0.21%/yr for DFUV.

Performance

SPTM vs. DFUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and Dimensional US Marketwide Value ETF (DFUV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SPTM achieves a 8.72% return, which is significantly lower than DFUV's 17.25% return.

SPTM

• 1D: -1.32%
• 1M: -1.02%
• YTD: 8.72%
• 6M: 7.68%
• 1Y: 23.97%
• 3Y*: 20.38%
• 5Y*: 12.72%
• 10Y*: 15.36%

DFUV

• 1D: -1.22%
• 1M: 2.47%
• YTD: 17.25%
• 6M: 16.43%
• 1Y: 32.73%
• 3Y*: 19.49%
• 5Y*: —
• 10Y*: —

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

SPTM vs. DFUV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF	8.72%	16.93%	23.87%	25.55%	-5.42%
DFUV Dimensional US Marketwide Value ETF	17.25%	15.77%	11.79%	13.25%	-0.71%

Correlation

The correlation between SPTM and DFUV is 0.76, 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	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (All Time) Calculated using the full available price history since May 9, 2022	0.83

The correlation between SPTM and DFUV has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.

SPTM vs. DFUV - Sectors Allocation Comparison

Sectors	SPTM	DFUV
Technology	37.4%	16.5%
Financial Services	11.4%	21.6%
Consumer Cyclical	10.1%	7.3%
Communication Services	10.0%	5.1%
Industrials	8.9%	13.5%
Healthcare	8.4%	14.0%
Consumer Defensive	4.4%	3.8%
Energy	3.3%	11.4%
Real Estate	2.2%	0.3%
Utilities	2.1%	0.1%
Basic Materials	1.9%	5.9%

Return for Risk

SPTM vs. DFUV — Risk / Return Rank

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

SPTM

SPTM Risk / Return Rank: 61
SPTM Sharpe Ratio Rank: 60
SPTM Sortino Ratio Rank: 58
SPTM Omega Ratio Rank: 59
SPTM Calmar Ratio Rank: 58
SPTM Martin Ratio Rank: 70

DFUV

DFUV Risk / Return Rank: 88
DFUV Sharpe Ratio Rank: 87
DFUV Sortino Ratio Rank: 87
DFUV Omega Ratio Rank: 83
DFUV Calmar Ratio Rank: 91
DFUV Martin Ratio Rank: 90

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.

SPTM vs. DFUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) and Dimensional US Marketwide Value ETF (DFUV). 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.

	SPTM	DFUV	Difference
Sharpe ratio: Return per unit of total volatility	1.93	2.70	-0.77
Sortino ratio: Return per unit of downside risk	2.63	3.73	-1.10
Omega ratio: Gain probability vs. loss probability	1.35	1.47	-0.12
Calmar ratio: Return relative to maximum drawdown	2.77	5.48	-2.70
Martin ratio: Return relative to average drawdown	12.49	19.67	-7.18

SPTM vs. DFUV - Sharpe Ratio Comparison

The current SPTM Sharpe Ratio is 1.93, which is comparable to the DFUV Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of SPTM and DFUV, 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

SPTM vs. DFUV - Drawdown Comparison

The maximum SPTM drawdown since its inception was -54.80%, which is greater than DFUV's maximum drawdown of -17.60%. Use the drawdown chart below to compare losses from any high point for SPTM and DFUV.

Drawdown Indicators

	SPTM	DFUV	Difference
Max Drawdown Largest peak-to-trough decline	-54.80%	-17.60%	-37.20%
Max Drawdown (1Y) Largest decline over 1 year	-8.68%	-6.01%	-2.67%
Max Drawdown (3Y) Largest decline over 3 years	-18.87%	-17.60%	-1.27%
Max Drawdown (5Y) Largest decline over 5 years	-24.14%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.66%	—	—
Current Drawdown Current decline from peak	-2.80%	-1.29%	-1.51%
Average Drawdown Average peak-to-trough decline	-9.03%	-3.61%	-5.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	1.67%	+0.25%

Volatility

SPTM vs. DFUV - Volatility Comparison

SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) has a higher volatility of 4.79% compared to Dimensional US Marketwide Value ETF (DFUV) at 4.21%. This indicates that SPTM's price experiences larger fluctuations and is considered to be riskier than DFUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SPTM	DFUV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.79%	4.21%	+0.58%
Volatility (6M) Calculated over the trailing 6-month period	9.82%	8.92%	+0.90%
Volatility (1Y) Calculated over the trailing 1-year period	12.51%	12.18%	+0.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.96%	16.27%	+0.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.04%	16.27%	+1.77%

SPTM vs. DFUV - Expense Ratio Comparison

SPTM has a 0.03% expense ratio, which is lower than DFUV's 0.21% 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

SPTM vs. DFUV - Dividend Comparison

SPTM's dividend yield for the trailing twelve months is around 1.08%, less than DFUV's 1.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFUV Dimensional US Marketwide Value ETF	1.35%	1.55%	1.64%	1.72%	1.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPTM SPDR Portfolio S&P 1500 Composite Stock Market ETF	1.08%	1.13%	1.28%	1.44%	1.69%	1.25%	1.56%	1.72%	1.90%	1.66%	1.91%	1.92%

Frequently Asked Questions

Can I hold both SPTM and DFUV in my portfolio?

SPTM and DFUV have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SPTM or DFUV?

SPTM has higher volatility (4.79%) compared to DFUV (4.21%). In terms of maximum drawdown, SPTM dropped -54.80% vs DFUV's -17.60%.

Which ETF is better, SPTM or DFUV?

On 3-year performance, SPTM leads with 20.38% vs 19.49% for DFUV. On fees, SPTM is cheaper at 0.03% per year. On volatility, DFUV has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SPTM or DFUV?

Over the 3-year period, SPTM has performed better with a 20.38% return vs 19.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SPTM or DFUV?

SPTM is cheaper with a 0.03% expense ratio, compared with 0.21% for DFUV.

Which ETF pays a higher dividend yield, SPTM or DFUV?

DFUV has the higher dividend yield at 1.35%, compared with 1.08% for SPTM.

What is the main difference between SPTM and DFUV?

SPTM is categorized as Large Cap Blend Equities, while DFUV is Large Cap Value Equities. They also come from different issuers: State Street and Dimensional. Their fees differ too: 0.03% for SPTM and 0.21% for DFUV.

Which has better risk-adjusted returns?

DFUV currently has the higher Sharpe Ratio (2.70 vs 1.93), 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.