See what your fund actually adds
Dimensional US Sustainability Core 1 ETF DFSU
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DFSU | Replication |
|---|---|---|
| Annualized growth | 20.0% | 21.2% |
| Annualized volatility | 15.0% | 15.3% |
| Sharpe ratio | 1.30 | 1.34 |
| Maximum drawdown | 18.0% | 18.3% |
| Replication fit (R²) | 0.99 · Tracking error 1.4% | |
Replication portfolio
The published portfolio below is the investable basket used to model DFSU’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| LRGF | Factor · Multi-Factor | 37.2% |
| VUG | Style · Growth | 29.5% |
| VBR | Small-Cap · Value | 24.6% |
| XLF | Sector · Financials | 8.7% |