DFAU

Dimensional U.S. Core Equity Market ETF
*Unless otherwise stated, data provided by FactSet.

DFAU Fund Description

DFAU actively selects US equities of all sizes with a tilt toward small-cap companies, seeking to provide long-term capital appreciation.

DFAU Factset Analytics Insight

DFAU is an actively managed fund that primarily aims to achieve long-term capital appreciation. It holds a diversified US securities portfolio of all market capitalizations having an increased exposure to small-cap companies with lower relative price and higher profitability. Factors such as price to cash flow or price to earnings ratios are considered in assessing the relative price, while other ratios such as earnings or profits from operations relative to book value or assets are analyzed for profitability measures. In addition to these, short-term considerations such as price momentum and investment characteristics are also reviewed for securities selection. The fund will invest in US securities across various sectors.

DFAU MSCI ESG Analytics Insight

Dimensional U.S. Core Equity Market ETF has an MSCI ESG Fund Rating of A based on a score of 6.16 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. Core Equity Market ETF ranks in the 44th percentile within its peer group and in the 34th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DFAU MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 11/29/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DFAU 0.38% 2.79% 22.49% 27.80% -- -- --
DFAU (NAV) 0.82% 2.67% 23.63% 28.46% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI 0.60% 2.73% 23.83% 28.73% 21.64% 18.13% 16.80%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DFAU Summary Data

Dimensional
11/17/20
Open-Ended Fund
0.12%
$1.46B
$10.02M
0.05%

DFAU Portfolio Data

$490.29B
28.09
4.15
0.50%
N/A
2,442

DFAU Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

DFAU Portfolio Management

0.12%
--
--
--

DFAU Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DFAU Fund Structure

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

DFAU Factset Analytics Block Liquidity

As of 11/30/21
5
4
3
2
1

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

DFAU Tradability

324,319
$10.02M
243,906
$7.55M
0.05%
$0.02
0.08%
0.28% / -0.09%
None
99.00%
50,000
4.88
0.05%
0.00%
8
$32.34
5

DFAU Sector/Industry Breakdown


DFAU
Segment Benchmark
32.26%
33.75%
14.98%
14.74%
12.81%
13.09%
12.37%
14.20%
11.01%
9.19%
6.08%
5.23%
3.19%
2.62%
2.85%
2.45%
2.60%
2.41%
1.43%
1.18%

DFAU Top 10 Holdings[View All]

Apple Inc. 5.78%
Tesla Inc 1.61%
23.94%

DFAU Countries


DFAU
Segment Benchmark
100.00%
99.93%
0.00%
0.07%
0.00%
--

DFAU Regions


DFAU
Segment Benchmark
100.00%
100.00%
0.00%
--

DFAU Economic Development


DFAU
Segment Benchmark
100.00%
100.00%

DFAU Performance Statistics

0.99
0.99
0.99
0.97
0.09%
MSCI USA IMI

DFAU MSCI ESG Ratings

6.16 / 10
33.84
44.19
5.33%
--
142.79

DFAU Benchmark Comparison Holdings

2,442
2469
1,943
85.64%

DFAU Benchmark Comparison Summary


DFAU
Segment Benchmark
2,442
2469
$490.29B
$504.44B
28.09
31.21
4.15
4.50
1.25%
1.21%
Low
Low

DFAU Benchmark Comparison Market Cap Size


DFAU
Segment Benchmark
85.19%
87.77%
11.59%
9.78%
3.16%
2.35%
0.07%
0.10%