Dimensional ETF Trust

10-Year Study

DUSB.US · · US · ETF

Executive Summary: Dimensional ETF Trust has compounded at 4.9% annually over the last 10 years, with a maximum drawdown of 0.0% and an annualized volatility of 2.0%.

1Y CAGR
+3.7%
3Y CAGR
+4.9%
5Y CAGR
+4.9%
10Y CAGR
+4.9%

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 →
0.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.80
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
0.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +5.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.7%
% 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.
20260.40.2-0.00.2————————0.7%
20250.40.40.40.30.50.40.40.40.40.40.20.44.5%
20240.50.40.40.50.50.40.60.40.50.40.50.45.6%
2023—————————0.40.70.61.7%

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 2.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 88.5% of variance. Idiosyncratic stock-specific factors contribute 0.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-09-0110000
2023-10-0110037.93055858535
2023-11-0110105.377502548738
2023-12-0110169.75260549993
2024-01-0110217.655517516174
2024-02-0110260.616772251928
2024-03-0110305.158466928737
2024-04-0110352.326808268148
2024-05-0110406.417921743738
2024-06-0110450.26956517868
2024-07-0110507.922233451014
2024-08-0110548.813334461158
2024-09-0110602.103098107478
2024-10-0110642.259628440795
2024-11-0110692.900485707036
2024-12-0110738.822282867586
2025-01-0110780.447954554562
2025-02-0110819.847654493571
2025-03-0110859.981925109405
2025-04-0110888.741480093136
2025-05-0110938.224832050431
2025-06-0110983.790473731307
2025-07-0111022.789498755681
2025-08-0111065.63945490404
2025-09-0111111.271875737353
2025-10-0111152.2742753349
2025-11-0111179.98762359708
2025-12-0111225.263888950723
2026-01-0111265.843353916152
2026-02-0111292.354677434432
2026-03-0111287.902733938501
2026-04-0111305.710507922233
Annual Return Matrix
YearAnnual Return
20240.05595708169536939
20250.04529748172285064
20260.007166568177581656
Total Factor Risk
0.019882017930328094
VTI.US Exposure
0.07620435056814318
VEA.US Exposure
0.009912211870376475
VWO.US Exposure
-0.003268063332990592
QQQ.US Exposure
-0.015643185859423325
VTV.US Exposure
-0.008699534414639016
IJR.US Exposure
-0.00006890700997898472
QUAL.US Exposure
-0.001793166624678982
SHV.US Exposure
0.885293695722915
TLT.US Exposure
-0.005551352794986284
LQD.US Exposure
0.004514960817016186
HYG.US Exposure
0.014941057182922155
GLD.US Exposure
0.00009747841995597317
USO.US Exposure
0.0038057651663814243
VNQ.US Exposure
-0.00022859519996344237
BTC-USD.CC Exposure
-0.0010689238831719501
CPER.US Exposure
0.00420194743220945
VIX.INDX Exposure
-0.0027434083085505104
UUP.US Exposure
0.0034660382199082464
TIP.US Exposure
0.03066001148156361
Idiosyncratic Exposure
0.005967620546991152
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
51.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
2.0%

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 →4.28%
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
$70
Avg Yield on Cost
0.70%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$69.670.70%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 →
+0.1%
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 →
+1.2%
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 →
0.1% 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 (DUSB.US) has an annualized volatility of 2.0% and experienced a maximum drawdown of 0.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, DUSB.US has generated a Compound Annual Growth Rate (CAGR) of 4.9%. 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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