See what your fund actually adds

Dimensional World Equity ETF DFAW

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

Fund and replication metrics

DFAW compared with its replication portfolio
MeasureDFAWReplication
Annualized growth20.8%22.0%
Annualized volatility13.3%13.5%
Sharpe ratio1.491.54
Maximum drawdown14.4%15.4%
Replication fit (R²)0.98 · Tracking error 1.8%

Replication portfolio

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

DFAW replication basket weights
TickerBuilding blockWeight
VOOUS Large Cap32.8%
VTIUS Broad Market19.5%
VBRSmall-Cap · Value16.6%
LRGFFactor · Multi-Factor16.6%
EFVIntl · Value14.5%