See what your fund actually adds

Dimensional Global Real Estate ETF DFGR

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

Fund and replication metrics

DFGR compared with its replication portfolio
MeasureDFGRReplication
Annualized growth5.7%5.5%
Annualized volatility15.1%15.0%
Sharpe ratio0.440.43
Maximum drawdown19.7%18.7%
Replication fit (R²)0.98 · Tracking error 2.0%

Replication portfolio

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

DFGR replication basket weights
TickerBuilding blockWeight
VNQSector · Real Estate74.9%
VNQIAlternatives · Intl Real Estate17.3%
XLUSector · Utilities3.6%
EMLCFI · EM Local Currency2.2%
SPTLFI · Long Gov2.1%