USD=X vs. DFAI
USD=X (USD Cash) is a currency, while DFAI (Dimensional International Core Equity Market ETF) is Foreign Large Cap Equities fund actively managed by Dimensional. Over the past 5 years, USD=X returned 0.00%/yr vs 9.46%/yr for DFAI.
Performance
USD=X vs. DFAI - Performance Comparison
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Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
DFAI
- 1D
- 0.43%
- 1M
- 2.45%
- YTD
- 10.05%
- 6M
- 11.52%
- 1Y
- 25.01%
- 3Y*
- 17.84%
- 5Y*
- 9.46%
- 10Y*
- —
USD=X vs. DFAI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFAI Dimensional International Core Equity Market ETF | 10.05% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 5.34% |
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Return for Risk
USD=X vs. DFAI — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DFAI
USD=X vs. DFAI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and Dimensional International Core Equity Market ETF (DFAI). 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.
| USD=X | DFAI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.18 | — |
| Martin ratioReturn relative to average drawdown | — | 8.47 | — |
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Drawdowns
USD=X vs. DFAI - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum DFAI drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for USD=X and DFAI.
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Drawdown Indicators
| USD=X | DFAI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -27.44% | +27.44% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -10.95% | +10.95% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -13.25% | +13.25% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -27.44% | +27.44% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.80% | +0.80% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -5.11% | +5.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 2.82% | -2.82% |
Volatility
USD=X vs. DFAI - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while Dimensional International Core Equity Market ETF (DFAI) has a volatility of 5.12%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USD=X | DFAI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 5.12% | -5.12% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 12.29% | -12.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 14.60% | -14.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 16.01% | -16.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 15.75% | -15.75% |
Frequently Asked Questions
DFAI has higher volatility (5.12%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs DFAI's -27.44%.
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