Summary
DFAW
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 22.60% Volatility 17.11% Sharpe 1.08
Official loaded data — not a live quote.

DIMENSIONAL WORLD EQUITY ETF

Symbol: DFAW

Exchange: NYSE

Sector: Technology

Category: Global Large-Stock Blend

Inception date: 26/09/2023

Latest date: 20/07/2026

Current price: $82.01

Expense ratio: 0.24%

Assets under management
$1.4B
-0.77% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-1.16%

Ann. -42.52% (Sharpe / Sortino numerator)

Volatility

19.46%

Sharpe ratio

-2.371

VaR 95%

-1.74%

CVaR 95%: -1.81%
Max drawdown: -7.01%
Sortino ratio: -4.104
Calmar ratio: -6.07

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

3.25%

Ann. -1.41% (Sharpe / Sortino numerator)

Volatility

15.09%

Sharpe ratio

-0.334

VaR 95%

-1.66%

CVaR 95%: -1.76%
Max drawdown: -9.09%
Sortino ratio: -0.489
Calmar ratio: -0.16

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.91%

Ann. 7.78% (Sharpe / Sortino numerator)

Volatility

13.50%

Sharpe ratio

0.308

VaR 95%

-1.42%

CVaR 95%: -1.78%
Max drawdown: -9.09%
Sortino ratio: 0.432
Calmar ratio: 0.86

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

22.60%

Ann. 22.11% (Sharpe / Sortino numerator)

Volatility

17.11%

Sharpe ratio

1.080

VaR 95%

-1.41%

CVaR 95%: -2.34%
Max drawdown: -9.09%
Sortino ratio: 1.356
Calmar ratio: 2.43

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

38.38%

Ann. 14.54% (Sharpe / Sortino numerator)

Volatility

15.15%

Sharpe ratio

0.720

VaR 95%

-1.46%

CVaR 95%: -2.17%
Max drawdown: -16.94%
Sortino ratio: 0.926
Calmar ratio: 0.86

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

73.47%

Ann. 23.22% (Sharpe / Sortino numerator)

Volatility

14.71%

Sharpe ratio

1.335

VaR 95%

-1.40%

CVaR 95%: -2.02%
Max drawdown: -16.94%
Sortino ratio: 1.800
Calmar ratio: 1.37

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.085%

Best day

3.07%

08/04/2026
Worst day

-2.788%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $82.65 $82.66 $81.93 $82.01 93,600
17/07/2026 $82.07 $82.63 $81.84 $82.33 70,900
16/07/2026 $83.05 $83.20 $82.63 $82.99 44,100
15/07/2026 $83.38 $83.38 $82.71 $83.24 128,600
14/07/2026 $83.00 $83.33 $82.74 $82.96 77,900
13/07/2026 $83.15 $84.35 $82.50 $82.53 67,100
10/07/2026 $83.40 $83.40 $82.69 $83.31 82,600
09/07/2026 $82.65 $83.05 $82.40 $82.91 49,800
08/07/2026 $82.48 $82.87 $81.54 $82.31 66,000
07/07/2026 $83.42 $83.80 $82.48 $82.70 66,900