DFAS

Dimensional U.S. Small Cap ETF
*Unless otherwise stated, data provided by FactSet.

DFAS Fund Description

DFAS actively invests in small-cap US companies, selected using multiple factors and weighted by market capitalization.

DFAS Factset Analytics Insight

DFAS, previously a mutual fund, was converted into an ETF with the aims of lowering expenses for its shareholders and delivering long-term capital appreciation. The fund invests in US small-cap companies, which are categorized as the bottom 10% of the total market. DFAS does not have any sector biases, and will invest across a broad range of sectors, assuming these securities meet the fund’s criteria. Although the fund is generally market-cap-weighted, its active strategy means that the advisor may increase or decrease (or exclude) a company’s exposure after considering factors like free float, momentum, trading strategies, liquidity, relative price, profitability, investment characteristics, and other factors that the fund’s advisor determines to be appropriate.

DFAS MSCI ESG Analytics Insight

Dimensional U.S. Small Cap ETF has an MSCI ESG Fund Rating of BBB based on a score of 5.26 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Dimensional U.S. Small Cap ETF ranks in the 31st percentile within its peer group and in the 41st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 09/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DFAS 0.42% -0.92% -- -- -- -- --
DFAS (NAV) 0.28% -0.99% -- -- -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Small Cap Index 2.27% 0.29% 18.22% 57.99% 12.99% 15.14% 15.82%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DFAS Summary Data

Dimensional
06/14/21
Open-Ended Fund
0.34%
$4.02B
$5.45M
0.13%
N/A

DFAS Portfolio Data

$3.91B
30.32
2.33
--
N/A
1,960

DFAS Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Small Cap Index

DFAS Portfolio Management

0.34%
--
--
--

DFAS Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DFAS Fund Structure

Open-Ended Fund
No
--
-- / --
N/A
N/A
Low
Daily

DFAS Factset Analytics Block Liquidity

As of 09/24/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DFAS. DFAS is rated a 5 out of 5.

DFAS Tradability

94,075
$5.45M
65,083
$3.73M
0.13%
$0.08
0.06%
0.19% / -0.10%
None
99.00%
30,000
2.17
0.04%
0.02%
0
$58.21
5

DFAS Sector/Industry Breakdown


DFAS
Segment Benchmark
20.19%
22.39%
18.38%
14.12%
17.82%
15.72%
13.90%
14.96%
10.16%
13.62%
6.18%
5.11%
4.72%
3.99%
3.46%
3.53%
2.60%
2.07%
1.29%
0.66%

DFAS Countries


DFAS
Segment Benchmark
99.99%
100.00%
0.01%
--
0.00%
--

DFAS Regions


DFAS
Segment Benchmark
99.99%
100.00%
0.01%
--

DFAS Economic Development


DFAS
Segment Benchmark
100.00%
100.00%

DFAS Performance Statistics

--
--
--
--
0.00%
MSCI USA Small Cap Index

DFAS MSCI ESG Ratings

5.26 / 10
40.67
30.71
3.47%
5.58%
131.47

DFAS Benchmark Comparison Holdings

1,960
1858
1,312
48.46%

DFAS Benchmark Comparison Summary


DFAS
Segment Benchmark
1,960
1858
$3.91B
$5.50B
30.32
82.45
2.33
2.75
0.94%
1.02%
Low
Low

DFAS Benchmark Comparison Market Cap Size


DFAS
Segment Benchmark
1.57%
3.24%
56.79%
73.31%
36.66%
22.40%
4.96%
1.05%

Options Strategies for Outcome Investing

A collar strategy is a protective option strategy constructed by writing a call and buying a put with the same expiration date while being long the underlying security.