DFSU

Dimensional US Sustainability Core 1 ETF

DFSU is an actively managed ETF that aims to invest in a portfolio of US equities across all market-caps with perceived high profitability and positive sustainability characteristics.


US

EQUITY

Active

MANAGEMENT STYLE

18 bp

EXPENSES

$1.1 B

ASSETS UNDER MGMT

FACTOR SCORECARD

SIZE
VALUE
YIELD
MOMENTUM
VOLATILITY
QUALITY
Fund Basics
Fund sponsorDimensional
CategoryUS
Asset classEquity
Websitelink...
Inception dateNov 01, 2022
Assets (mns)$1,066
Expense ratio18 bp
CurrencyUSD
Sector Breakdown
Fund Structure
RegulationOpen-Ended Fund
DistributionsQuarterly
Taxation1099
Stock selectionProprietary
WeightingProprietary
Holdings TransparencyFull
Derivatives-basedNo
Options availableYes
Currency hedgedNo
Fund of fundsNo
Top 10 Holdings Complete list  + 
NVIDIA CORP 6.2 %
APPLE INC 5.7 %
MICROSOFT CORP 3.1 %
META PLATFORMS INC 2.9 %
AMAZON.COM INC 2.5 %
ALPHABET INC. CLASS A 1.9 %
ALPHABET INC. CLASS C 1.7 %
BROADCOM INC. 1.4 %
UNITEDHEALTH GROUP INC 1.2 %
JPMORGAN CHASE & CO 1.2 %
Constituent Breakdown
Number of holdings1846
Herfindahl-Hirschman Index 130
Wgt avg mkt cap (mns)$619,383
Large cap (>$10bn)84.8%
Mid cap ($2-10bn)12.0%
Small cap (<$2bn)3.0%
Developed mkts.100.0%
Emerging mkts.0.0%
Country Exposure
UNITED STATES 94.9 %
IRELAND 1.3 %
BERMUDA 0.8 %
BRITAIN 0.8 %
Historical Performance


Standardized Performance (as of 06/30/2024)
 YTD1 YR2 YR3 YR5 YR10 YRIncep.
Total Returns 12.4% 23.3% -- -- -- -- 27.3%
Volatility 12.0% 12.3% -- -- -- -- --
Market Correlations
versus...BetaR-squared
S&P 5001.1097%
MSCI EAFE0.9080%
MSCI Emg Mkts0.8864%
Liquidity Measures
Avg. volume (000)70
Turnover0.2%
Avg. Bid/Ask (% of price)0.09%
ADV of underlying (mns)$544,963
Technical Indicators
Recent close$35.43
30d moving avg.$34.00
Annualized volatility15.9%
Relative strength (RSI)61
Short interest (ETF)0.1%
Short interest (underlying)0.0%
Distributions
Assets Under Management (mns)

Money Flows (mns)

Short Interest (as % of shares outstanding)

Long Money Flows (mns)

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Risk and Returns: DFSU vs. Comps (1 YR)

Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.

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Results & Estimates
  2019 2020 2021 2022 2023 2024E 2025E  
Sales per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Earnings per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Dividends per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Book value per share -- -- -- -- -- -- --
  change (%) -- -- -- -- -- -- --
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates

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Valuation Metrics
  2023 2024E Fwd Est 2025E
Price-to-sales --x --x --x --x
Price-to-earnings --x --x --x --x
Price-to-cash flow --x --x --x --x
Price-to-growth --x --x --x --x
Price-to-book value --x --x --x --x
Yield --% --% --x --%
1.9 18.6 3.2 1.3% --
Based on closing prices from 7/19/2024
Historical Valuation Trends Sample data. Subscribe for access.

SHOWING:
Price-to-Earnings
DFSU



Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.

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ETF Research Center Fund Rating

Our measure of an ETF's overall investment merit

ALTAR Score™

DFSU

5.6%

Cat. Avg

5.7%

Fund Category: US

Avg. Return on Equity--%
Divided by: Fwd. P/BV--x
Less: Expenses-- bp
Equals: ALTAR Score™5.6%
Recommendation

NEUTRAL

Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds.

Category Overview
There are 899 funds in the US category, with an average ALTAR Score™ of 5.7% and a standard deviation of 2.5%. DFSU's ALTAR Score™ is approximately 0.1 standard deviations below the category average. This places DFSU in the 48th percentile among funds in the category.
Consensus Recommendation

Sell-side recommendations on the ETF's individual constituents

Composite
DFSU
Peer Average
SELL
U/W
HOLD
O/W
BUY



Recent Trends


Breakdown
Expense Analysis

Peer Group Active
US Equity ETFs
# of ETFs 308
Avg. Expense Ratio 67.1 bp
Std. Deviation 37 bp
DFSU (18 bp) Percentile rank 9
Peer Group Expense Ratio Distribution


Total Cost of Ownership (TCO) Comparison
Expense (bp)
(A)
Avg. Bid/Ask (bp)
(B)
TCO (bp)
(A)+(B)
DFSU 18.0 9.3 27.3
Peer Avg. 53.9 22.2 76.1
  For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .