DFAU

Dimensional US Core Equity Market ETF

DFAU actively selects US equities of all sizes with a tilt toward small-cap companies, seeking to provide long-term capital appreciation.


US

EQUITY

Active

MANAGEMENT STYLE

7.0 B

ASSETS UNDER MGMT

12 bp

EXPENSES
Fund Basics
Fund sponsorDimensional Holdings
CategoryUS
Asset classEquity
Websitelink...
Inception dateNov 17, 2020
Assets (mns)$6,965
Expense ratio12 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsQuarterly
Taxation1099
Stock selectionProprietary
WeightingProprietary
Holdings TransparencyFull
Derivatives-basedNo
Options availableYes
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings Complete list  + 
APPLE INC 6.4 %
NVIDIA CORP 5.7 %
MICROSOFT CORP 5.4 %
AMAZON.COM INC 3.5 %
META PLATFORMS INC 2.4 %
ALPHABET INC. CLASS A 1.8 %
TESLA MOTORS INC 1.8 %
ALPHABET INC. CLASS C 1.5 %
BROADCOM INC. 1.5 %
BERKSHIRE HATHAWAY INC-CL B 1.3 %
Constituent Breakdown
Number of holdings2389
Herfindahl-Hirschman Index 138
Wgt avg mkt cap (mns)$730,314
Large cap (>$10bn)90.4%
Mid cap ($2-10bn)7.6%
Small cap (<$2bn)1.7%
Developed mkts.99.9%
Emerging mkts.0.1%
Country Exposure
UNITED STATES 95.8 %
IRELAND 1.5 %
BRITAIN 0.7 %
Historical Performance


Standardized Performance (as of 11/30/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 27.4% 34.2% 22.6% 11.4% -- -- 15.2%
Volatility 12.7% 12.5% 14.2% 17.6% -- -- --
Market Correlations
versus...BetaR-squared
S&P 5000.9999%
MSCI EAFE0.8773%
MSCI Emg Mkts0.6339%
Liquidity Measures
Avg. volume (000)567
Turnover0.3%
Avg. Bid/Ask (% of price)0.04%
ADV of underlying (mns)$332,064
Technical Indicators
Recent close$40.83
30d moving avg.$41.77
Annualized volatility17.6%
Relative strength (RSI)52
Short interest (ETF)0.2%
Short interest (underlying)2.2%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Risk and Returns: DFAU vs. Comps (1 YR)

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Dividends per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Book value per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2023 2024E Fwd Est 2025E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
2.3 20.2 3.4 1.4% --
Based on closing prices from 12/20/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
DFAU



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Rating

NEUTRAL

Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.

ALTAR Score™

DFAU

5.1%

Cat. Avg

5.6%


ALTAR Score™ Calculation

Category Overview
There are 977 funds in the US Equity category, with an average ALTAR Score™ of 5.6% and a standard deviation of 2.6%. DFAU's ALTAR Score™ is approximately 0.2 standard deviations below the category average. This places DFAU in the 42nd percentile among funds in the category.
Sell Side Consensus Rating

Sell-side recommendations on the ETF's individual constituents

DFAU
Peer Average
SELL
U/W
HOLD
O/W
BUY
Factor Scorecard

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Expense Analysis

Peer Group Active
US Equity ETFs
# of ETFs 308
Avg. Expense Ratio 67.1 bp
Std. Deviation 37 bp
DFAU (12 bp) Percentile rank 7
Peer Group Expense Ratio Distribution


Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
DFAU 12.0 3.7 15.7
Peer Avg. 56.8 24.6 81.4
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .