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Dimensional U.S. Equity Market ETF (DFUS)

82.43 -1.52 (-1.81%)
At close: October 30 at 4:00:00 PM EDT
Trade DFUS on Coinbase

ETF Summary

As a non-fundamental policy, under normal circumstances, the fund will invest at least 80% of its net assets in securities of U.S. companies. The fund may purchase or sell futures contracts and options on futures contracts for U.S. equity securities and indices, to increase or decrease equity market exposure based on actual or expected cash inflows to or outflows from the Portfolio.

Risk Overview

Performance & Risk

YTD Return 14.00%
5y Average Return 12.12%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.00
Morningstar Risk Rating --

Risk Statistics

3 Years 5 Years 10 Years
DFUS Category Average DFUS Category Average DFUS Category Average
Alpha
0.3 -1.58 0.76 -1.39 0.41 -1.07
BETA
1 0.98 0.99 0.96 1 0.98
Mean Annual Return
1.78 1.55 1.15 0.99 1.28 1.18
R-squared
99.9 90.91 99.88 92.82 99.84 94.36
Standard Deviation
12.78 -- 15.83 -- 15.79 --
Sharpe Ratio
1.32 1.03 0.63 0.53 0.82 0.76
Treynor Ratio
18.07 14.75 9.43 7.79 12.62 11.58

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