(DFUS) Dimensional U.S. Equity - Ratings and Ratios
U.S. Equity, Large Cap, Futures Overlay, Indexing
| Risk via 10d forecast | |
|---|---|
| Volatility | 18.4% |
| Value at Risk 5%th | 31.6% |
| Relative Tail Risk | 4.38% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.42 |
| Alpha | -0.64 |
| Character TTM | |
|---|---|
| Hurst Exponent | 0.427 |
| Beta | 0.974 |
| Beta Downside | 0.992 |
| Drawdowns 3y | |
|---|---|
| Max DD | 19.44% |
| Mean DD | 2.41% |
| Median DD | 1.23% |
Description: DFUS Dimensional U.S. Equity October 16, 2025
Dimensional U.S. Equity ETF (DFUS) follows a non-fundamental investment policy that mandates at least 80% of its net assets be allocated to securities of U.S. companies. The fund may also use futures and options on U.S. equity securities and indices to fine-tune market exposure in response to cash flows, without relying on company-specific fundamentals.
Key quantitative points (as of the latest filing) include an expense ratio of 0.12%, total assets of roughly $1.3 billion, and an annual turnover rate near 30%, reflecting a relatively passive, large-blend exposure. The ETF’s performance is closely tied to macro-level drivers such as U.S. GDP growth, Federal Reserve interest-rate policy, and aggregate earnings trends in the S&P 500, which together account for the bulk of its return variance.
For a deeper dive into how DFUS’s factor-tilted approach compares with other value-oriented ETFs, you might explore ValueRay’s analytical tools to uncover additional risk-adjusted insights.
DFUS ETF Overview
| Market Cap in USD | 17,583m |
| Category | Large Blend |
| TER | 0.09% |
| IPO / Inception | 2001-09-25 |
| Return 12m vs S&P 500 | -0.82% |
| Analyst Rating | - |
DFUS Dividends
| Metric | Value |
|---|---|
| Dividend Yield | 1.03% |
| Yield on Cost 5y | 1.65% |
| Yield CAGR 5y | 14.56% |
| Payout Consistency | 98.3% |
| Payout Ratio | - |
DFUS Growth Ratios
| Metric | Value |
|---|---|
| CAGR 3y | 18.99% |
| CAGR/Max DD Calmar Ratio | 0.98 |
| CAGR/Mean DD Pain Ratio | 7.87 |
| Current Volume | 1499.4k |
| Average Volume | 599.2k |
What is the price of DFUS shares?
Over the past week, the price has changed by -3.07%, over one month by -3.16%, over three months by +2.33% and over the past year by +10.93%.
Is DFUS a buy, sell or hold?
What are the forecasts/targets for the DFUS price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 80.2 | 13.5% |
DFUS Fundamental Data Overview November 19, 2025
Beta = 1.03
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 = 17.58b USD (17.58b + (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 17.58b)
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 17.58b / 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 = 9.61% (E(17.58b)/V(17.58b) * Re(9.61%) + (debt-free company))
Discount Rate = 9.61% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)
Additional Sources for DFUS ETF
Tweets: X | Stocktwits
Fund Manager Positions: Dataroma | Stockcircle