See what your fund actually adds

Dimensional International Core Equity Market ETF DFAI

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

DFAI compared with its replication portfolio
MeasureDFAIReplication
Annualized growth9.6%10.6%
Annualized volatility14.8%14.2%
Sharpe ratio0.700.78
Maximum drawdown26.3%23.3%
Replication fit (R²)0.94 · Tracking error 3.6%

Replication portfolio

The published portfolio below is the investable basket used to model DFAI’s historical return behavior.

DFAI replication basket weights
TickerBuilding blockWeight
EFVIntl · Value38.2%
DBEFIntl · Dev Hedged30.5%
EFGIntl · Growth17.5%
VSSIntl · Small Cap13.4%
VEAIntl · Developed0.4%