Dimensional US Marketwide Value ETF

10-Year Study

DFUV.US · · US · ETF

Executive Summary: Dimensional US Marketwide Value ETF has compounded at 11.6% annually over the last 10 years, with a maximum drawdown of 14.7% and an annualized volatility of 12.8%.

1Y CAGR
+28.6%
3Y CAGR
+18.4%
5Y CAGR
+11.6%
10Y CAGR
+11.6%

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 →
14.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.98
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +15.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 8.3%
% 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.
20264.93.4-4.14.2————————8.3%
20254.4-0.3-2.9-4.53.14.70.64.51.00.12.71.815.8%
20240.13.96.0-4.82.7-1.45.20.80.5-0.87.1-7.211.8%
20236.1-3.4-2.00.7-4.27.34.9-2.8-2.8-4.67.67.013.3%
2022—————-9.55.8-2.3-8.912.95.7-4.9-3.2%

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 12.8%. The dominant macroeconomic risk driver is VTV.US, accounting for 56.1% of variance. Idiosyncratic stock-specific factors contribute 1.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-05-0110000
2022-06-019053.835940164694
2022-07-019575.293573064368
2022-08-019357.519612142476
2022-09-018526.104857964236
2022-10-019628.92242849486
2022-11-0110181.80821517322
2022-12-019680.054085659993
2023-01-0110269.880134483263
2023-02-019925.814939336356
2023-03-019724.546849875751
2023-04-019794.255225844176
2023-05-019387.638259513718
2023-06-0110071.444233299226
2023-07-0110564.793158894901
2023-08-0110269.941041758027
2023-09-019981.45373483409
2023-10-019517.888466598451
2023-11-0110245.517224577305
2023-12-0110963.49217950592
2024-01-0110975.277737172928
2024-02-0111408.26755347659
2024-03-0112091.829898163038
2024-04-0111515.34254251328
2024-05-0111831.664474004774
2024-06-0111662.890415631244
2024-07-0112268.735077717683
2024-08-0112369.719339277885
2024-09-0112434.981484188474
2024-10-0112339.53978463188
2024-11-0113213.467816596016
2024-12-0112256.066364566585
2025-01-0112801.18647371242
2025-02-0112768.23563806461
2025-03-0112392.315938215661
2025-04-0111833.004434049606
2025-05-0112202.863860059448
2025-06-0112774.143643716807
2025-07-0112846.653754324418
2025-08-0113426.765092822689
2025-09-0113562.161964625056
2025-10-0113571.267602202408
2025-11-0113932.386834283488
2025-12-0114188.349656482973
2026-01-0114882.692588802809
2026-02-0115382.132241874971
2026-03-0114757.832675534768
2026-04-0115372.996150660236
Annual Return Matrix
YearAnnual Return
20230.13258583913773903
20240.11789803503274943
20250.15765933656354836
20260.08349431208413804
Total Factor Risk
0.12848857565658706
VTI.US Exposure
0.2370719819145126
VEA.US Exposure
0.14910280323801667
VWO.US Exposure
-0.04589760766136608
QQQ.US Exposure
-0.06643796933350954
VTV.US Exposure
0.5613754964092516
IJR.US Exposure
0.25206255633896396
QUAL.US Exposure
-0.08266190981584352
SHV.US Exposure
0.046246744813375956
TLT.US Exposure
0.0022313455636202733
LQD.US Exposure
0.045213768280823796
HYG.US Exposure
-0.04708734800111514
GLD.US Exposure
-0.0031765171410258427
USO.US Exposure
0.007893737100438749
VNQ.US Exposure
-0.039969983217044126
BTC-USD.CC Exposure
0.0073871574770056295
CPER.US Exposure
0.022231766673456718
VIX.INDX Exposure
-0.02801330872143674
UUP.US Exposure
-0.018140845671297305
TIP.US Exposure
-0.01234275802029007
Idiosyncratic Exposure
0.012910889773462343
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
12.8%

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
$54
Avg Yield on Cost
0.54%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$53.60.54%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 →
+2.1%
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 →
+9.7%
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 →
0.5% 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 →
0.88
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Dimensional US Marketwide Value ETF a high-risk investment?

Dimensional US Marketwide Value ETF (DFUV.US) has an annualized volatility of 12.8% and experienced a maximum drawdown of 14.7% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, DFUV.US has generated a Compound Annual Growth Rate (CAGR) of 11.6%. 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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