TDSC vs. DFAU

Last updated Jun 3, 2026

TDSC (Cabana Target Drawdown 10 ETF) and DFAU (Dimensional US Core Equity Market ETF) are both exchange-traded funds - TDSC is a Tactical Allocation fund actively managed by Exchange Traded Concepts, while DFAU is a Large Cap Blend Equities fund actively managed by Dimensional. Both are actively managed. Over the past 5 years, TDSC returned 3.44%/yr vs 13.05%/yr for DFAU. A 0.76 correlation means they provide meaningful diversification when combined. TDSC charges 0.69%/yr vs 0.12%/yr for DFAU.

Performance

TDSC vs. DFAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cabana Target Drawdown 10 ETF (TDSC) 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 TDSC having a 11.58% return and DFAU slightly lower at 11.32%.

TDSC

• 1D: 0.55%
• 1M: 3.52%
• YTD: 11.58%
• 6M: 11.52%
• 1Y: 20.40%
• 3Y*: 11.06%
• 5Y*: 3.44%
• 10Y*: —

DFAU

• 1D: -0.67%
• 1M: 4.93%
• YTD: 11.32%
• 6M: 11.27%
• 1Y: 28.49%
• 3Y*: 21.70%
• 5Y*: 13.05%
• 10Y*: —

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

TDSC vs. DFAU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TDSC Cabana Target Drawdown 10 ETF	11.58%	6.56%	7.10%	7.63%	-19.67%	14.81%	2.24%
DFAU Dimensional US Core Equity Market ETF	11.32%	16.78%	23.17%	24.79%	-16.99%	26.89%	6.48%

Correlation

The correlation between TDSC and DFAU is 0.79, 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	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Nov 19, 2020	0.76

The correlation between TDSC and DFAU has been stable across timeframes, ranging from 0.74 to 0.80 - a consistent structural relationship.

TDSC vs. DFAU - Sectors Allocation Comparison

Sectors	TDSC	DFAU
Technology	28.5%	32.7%
Healthcare	19.9%	8.5%
Energy	17.6%	4.6%
Utilities	15.0%	2.5%
Communication Services	4.7%	10.4%
Consumer Cyclical	4.3%	10.8%
Financial Services	3.9%	12.8%
Consumer Defensive	3.4%	4.8%
Industrials	2.0%	10.4%
Basic Materials	0.7%	2.4%
Real Estate	0.1%	0.2%

Return for Risk

TDSC vs. DFAU — Risk / Return Rank

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

TDSC

TDSC Risk / Return Rank: 71
TDSC Sharpe Ratio Rank: 68
TDSC Sortino Ratio Rank: 70
TDSC Omega Ratio Rank: 67
TDSC Calmar Ratio Rank: 75
TDSC Martin Ratio Rank: 76

DFAU

DFAU Risk / Return Rank: 71
DFAU Sharpe Ratio Rank: 71
DFAU Sortino Ratio Rank: 70
DFAU Omega Ratio Rank: 70
DFAU Calmar Ratio Rank: 66
DFAU Martin Ratio Rank: 77

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.

TDSC vs. DFAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cabana Target Drawdown 10 ETF (TDSC) 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.

	TDSC	DFAU	Difference
Sharpe ratio Return per unit of total volatility	2.30	2.38	-0.07
Sortino ratio Return per unit of downside risk	3.24	3.24	0.00
Omega ratio Gain probability vs. loss probability	1.41	1.43	-0.02
Calmar ratio Return relative to maximum drawdown	3.85	3.30	+0.55
Martin ratio Return relative to average drawdown	15.00	15.10	-0.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TDSC vs. DFAU - Sharpe Ratio Comparison

The current TDSC Sharpe Ratio is 2.30, which is comparable to the DFAU Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of TDSC 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.

Sharpe Ratios by Period

	TDSC	DFAU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	2.38	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	0.77	-0.43
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.94	-0.53

Drawdowns

TDSC vs. DFAU - Drawdown Comparison

The maximum TDSC drawdown since its inception was -21.51%, smaller than the maximum DFAU drawdown of -23.61%. Use the drawdown chart below to compare losses from any high point for TDSC and DFAU.

Drawdown Indicators

	TDSC	DFAU	Difference
Max Drawdown Largest peak-to-trough decline	-21.51%	-23.61%	+2.10%
Max Drawdown (1Y) Largest decline over 1 year	-5.35%	-8.67%	+3.32%
Max Drawdown (3Y) Largest decline over 3 years	-14.24%	-19.36%	+5.12%
Max Drawdown (5Y) Largest decline over 5 years	-21.51%	-23.61%	+2.10%
Current Drawdown Current decline from peak	0.00%	-0.67%	+0.67%
Average Drawdown Average peak-to-trough decline	-9.39%	-4.99%	-4.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.37%	1.89%	-0.52%

Volatility

TDSC vs. DFAU - Volatility Comparison

The current volatility for Cabana Target Drawdown 10 ETF (TDSC) is 2.12%, while Dimensional US Core Equity Market ETF (DFAU) has a volatility of 2.95%. This indicates that TDSC 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

	TDSC	DFAU	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.12%	2.95%	-0.83%
Volatility (6M) Calculated over the trailing 6-month period	6.64%	9.04%	-2.40%
Volatility (1Y) Calculated over the trailing 1-year period	8.89%	12.06%	-3.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.28%	17.02%	-6.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.23%	16.73%	-6.50%

TDSC vs. DFAU - Expense Ratio Comparison

TDSC has a 0.69% expense ratio, which is higher than DFAU's 0.12% expense ratio.

Dividends

TDSC vs. DFAU - Dividend Comparison

TDSC's dividend yield for the trailing twelve months is around 2.00%, more than DFAU's 0.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
DFAU Dimensional US Core Equity Market ETF	0.90%	0.95%	1.10%	1.29%	1.40%	1.00%	0.13%
TDSC Cabana Target Drawdown 10 ETF	2.00%	2.92%	2.06%	2.06%	1.76%	1.11%	0.54%

Frequently Asked Questions

Can I hold both TDSC and DFAU in my portfolio?

TDSC and DFAU have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TDSC or DFAU?

DFAU has higher volatility (2.95%) compared to TDSC (2.12%). In terms of maximum drawdown, TDSC dropped -21.51% vs DFAU's -23.61%.

Which ETF is better, TDSC or DFAU?

On 5-year performance, DFAU leads with 13.05% vs 3.44% for TDSC. On fees, DFAU is cheaper at 0.12% per year. On volatility, TDSC has been the lower-risk option at 2.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TDSC or DFAU?

Over the 5-year period, DFAU has performed better with a 13.05% return vs 3.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TDSC or DFAU?

DFAU is cheaper with a 0.12% expense ratio, compared with 0.69% for TDSC.

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

TDSC has the higher dividend yield at 2.00%, compared with 0.90% for DFAU.

What is the main difference between TDSC and DFAU?

TDSC is categorized as Tactical Allocation, while DFAU is Large Cap Blend Equities. They also come from different issuers: Exchange Traded Concepts and Dimensional. Their fees differ too: 0.69% for TDSC and 0.12% for DFAU.

Which has better risk-adjusted returns?

DFAU currently has the higher Sharpe Ratio (2.38 vs 2.30), 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.