(DCOR) Dimensional Trust - Ratings and Ratios
US Equity, Broad Market, Diversified Holdings, ETF
| Risk via 10d forecast | |
|---|---|
| Volatility | 17.1% |
| Value at Risk 5%th | 28.8% |
| Relative Tail Risk | 2.26% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.30 |
| Alpha | -3.17 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.392 |
| Beta | 0.934 |
| Beta Downside | 0.957 |
| Drawdowns 3y | |
|---|---|
| Max DD | 19.10% |
| Mean DD | 2.40% |
| Median DD | 1.11% |
Description: DCOR Dimensional Trust November 11, 2025
Dimensional’s DCOR ETF follows an integrated investment process that blends research, portfolio design, active management, and systematic trading to meet its objective of delivering broad exposure to U.S. equities. By design, at least 80 % of net assets are allocated to a diversified set of U.S. company stocks, with the remaining portion used for cash, derivatives, or other short-term instruments to manage liquidity and tracking error.
Key quantitative metrics (as of the latest filing) show an expense ratio of 0.12 %, total assets under management of roughly $1.3 billion, and an annual turnover rate near 5 %, indicating a low-cost, relatively stable portfolio. The fund’s sector weights tilt toward large-cap technology (≈30 %) and health-care (≈20 %), while its systematic tilt emphasizes value and size factors, which historically outperform in periods of moderate GDP growth and declining real interest rates.
For a deeper, data-driven look at how DCOR’s factor exposures compare to peers, you might explore the ValueRay platform to see granular performance analytics and scenario testing.
DCOR ETF Overview
| Market Cap in USD | 2,227m |
| Category | Large Blend |
| TER | 0.14% |
| IPO / Inception | 2023-09-12 |
| Return 12m vs S&P 500 | -3.28% |
| Analyst Rating | - |
DCOR Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 1.09% |
| Yield on Cost 5y | 1.57% |
| Yield CAGR 5y | 194.37% |
| Payout Consistency | 100.0% |
| Payout Ratio | - |
DCOR Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 18.11% |
| CAGR/Max DD Calmar Ratio | 0.95 |
| CAGR/Mean DD Pain Ratio | 7.55 |
| Current Volume | 84.7k |
| Average Volume | 84.7k |
What is the price of DCOR shares?
Over the past week, the price has changed by -2.94%, over one month by -2.88%, over three months by +1.39% and over the past year by +8.19%.
Is DCOR a buy, sell or hold?
What are the forecasts/targets for the DCOR price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 77.2 | 10.2% |
DCOR Fundamental Data Overview November 20, 2025
Beta = 0.0
Revenue TTM = 0.0 USD
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 2.23b USD (2.23b + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 2.23b)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 2.23b / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.46% (E(2.23b)/V(2.23b) * Re(9.46%) + (debt-free company))
Discount Rate = 9.46% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for DCOR ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle