Dimensional ETF Trust

10-Year Study

DEXC.US · · US · ETF

Executive Summary: Dimensional ETF Trust has compounded at 31.3% annually over the last 10 years, with a maximum drawdown of 9.0% and an annualized volatility of 61.6%.

1Y CAGR
+47.2%
3Y CAGR
+31.3%
5Y CAGR
+31.3%
10Y CAGR
+31.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
9.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.62
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +27.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 19.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.09.0-9.011.0————————19.0%
2025-0.3-2.91.42.45.66.6-1.11.04.55.3-1.23.427.1%
2024———————————-2.9-2.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 61.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 30.2% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-11-0110000
2024-12-019711.727553876408
2025-01-019681.780349084856
2025-02-019402.259504361522
2025-03-019535.573525691765
2025-04-019759.993961599033
2025-05-0110304.837248773962
2025-06-0110988.543358166939
2025-07-0110869.142139062742
2025-08-0110980.689356910298
2025-09-0111479.551036728166
2025-10-0112088.42993414879
2025-11-0111942.304710768754
2025-12-0112346.081975373118
2026-01-0113339.562134329943
2026-02-0114545.202327232371
2026-03-0113231.442117030738
2026-04-0114690.042350406778
Annual Return Matrix
YearAnnual Return
20250.27125497568609336
20260.18985459352280243
Total Factor Risk
0.6156581676438843
VTI.US Exposure
0.24005156066916233
VEA.US Exposure
0.09251527074552038
VWO.US Exposure
-0.008547552027928354
QQQ.US Exposure
-0.004786416232740037
VTV.US Exposure
0.003508324805714469
IJR.US Exposure
0.03916082411462095
QUAL.US Exposure
0.0011678005725795295
SHV.US Exposure
0.3019382498399085
TLT.US Exposure
0.003976649767410142
LQD.US Exposure
0.07842681697760479
HYG.US Exposure
0.22968869770519232
GLD.US Exposure
-0.0020323664973735827
USO.US Exposure
-0.0002519273109179507
VNQ.US Exposure
0.000869964245583005
BTC-USD.CC Exposure
0.00008538591006866639
CPER.US Exposure
0.006113609877233998
VIX.INDX Exposure
0.007514700461555818
UUP.US Exposure
0.005237939304697321
TIP.US Exposure
0.003599236197356487
Idiosyncratic Exposure
0.0017632308747513269
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
61.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$19
Avg Yield on Cost
0.19%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$19.380.19%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+19.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Dimensional ETF Trust a high-risk investment?

Dimensional ETF Trust (DEXC.US) has an annualized volatility of 61.6% and experienced a maximum drawdown of 9.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of DEXC.US?

Over the past 10 years, DEXC.US has generated a Compound Annual Growth Rate (CAGR) of 31.3%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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