(DFAU) Dimensional US Core Equity - Ratings and Ratios
Equity, Usa, Blend, All-Cap
| Risk via 10d forecast | |
|---|---|
| Volatility | 17.6% |
| Value at Risk 5%th | 29.9% |
| Relative Tail Risk | 3.71% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.38 |
| Alpha | -1.66 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.420 |
| Beta | 0.972 |
| Beta Downside | 0.991 |
| Drawdowns 3y | |
|---|---|
| Max DD | 19.36% |
| Mean DD | 2.54% |
| Median DD | 1.48% |
Description: DFAU Dimensional US Core Equity November 03, 2025
The Dimensional US Core Equity Market ETF (DFAU) targets the broad U.S. equity market but tilts toward smaller-cap, lower-price-to-book, and higher-profitability firms relative to their weight in the overall market. It maintains a minimum 80 % equity allocation to U.S. stocks and may adjust individual holdings for short-term factors such as price momentum, reversal patterns, or specific investment characteristics.
Key data points to consider (as of the latest filing): • Expense ratio: 0.12 % – notably lower than the average large-blend ETF, supporting cost-efficient exposure. • Assets under management (AUM): approximately $2.1 bn, indicating growing investor interest but still modest scale relative to peers. • Turnover: ~30 % annually, reflecting the fund’s willingness to rebalance for short-term signals while staying within a core-style framework. Economic drivers that could affect DFAU’s performance include U.S. GDP growth (which benefits small-cap earnings), the Federal Reserve’s policy rate (influencing discount rates for higher-profitability firms), and sector-specific trends such as technology’s continued demand for capital efficiency.
For a deeper, data-driven look at how DFAU’s value-tilt and momentum adjustments compare to peers, you might explore the analytics on ValueRay to see the fund’s risk-adjusted returns in context.
DFAU ETF Overview
| Market Cap in USD | 9,819m |
| Category | Large Blend |
| TER | 0.12% |
| IPO / Inception | 2020-11-17 |
| Return 12m vs S&P 500 | -1.73% |
| Analyst Rating | - |
DFAU Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 1.08% |
| Yield on Cost 5y | 2.05% |
| Yield CAGR 5y | 91.63% |
| Payout Consistency | 91.7% |
| Payout Ratio | - |
DFAU Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 17.79% |
| CAGR/Max DD Calmar Ratio | 0.92 |
| CAGR/Mean DD Pain Ratio | 7.01 |
| Current Volume | 2013.8k |
| Average Volume | 686.6k |
What is the price of DFAU shares?
Over the past week, the price has changed by -2.98%, over one month by -3.04%, over three months by +2.07% and over the past year by +9.92%.
Is DFAU a buy, sell or hold?
What are the forecasts/targets for the DFAU price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 51.4 | 15.2% |
DFAU Fundamental Data Overview November 19, 2025
Beta = 1.04
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 = 9.82b USD (9.82b + (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 9.82b)
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 9.82b / 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 = 9.60% (E(9.82b)/V(9.82b) * Re(9.60%) + (debt-free company))
Discount Rate = 9.60% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for DFAU ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle