See what your fund actually adds
Dimensional US Core Equity Market ETF DFAU
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DFAU | Replication |
|---|---|---|
| Annualized growth | 12.6% | 12.2% |
| Annualized volatility | 16.3% | 16.6% |
| Sharpe ratio | 0.81 | 0.78 |
| Maximum drawdown | 23.1% | 24.9% |
| Replication fit (R²) | 1.00 · Tracking error 1.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model DFAU’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VTI | US Broad Market | 100.0% |