Summary
DFAW
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 30.13% 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: 03/06/2026

Current price: $83.12

Expense ratio: 0.24%

Assets under management
$1.3B
-0.73% 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

4.36%

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

8.27%

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

13.91%

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

30.13%

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

44.61%

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

74.64%

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: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.108%

Best day

3.07%

08/04/2026
Worst day

-2.46%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $83.74 $83.74 $83.07 $83.12 63,000
02/06/2026 $83.29 $84.03 $83.29 $83.71 49,700
01/06/2026 $83.34 $83.48 $82.83 $83.32 71,500
29/05/2026 $83.44 $83.96 $83.05 $83.34 83,000
28/05/2026 $82.96 $83.19 $82.43 $83.12 74,200
27/05/2026 $83.00 $83.31 $82.68 $82.82 54,500
26/05/2026 $82.69 $83.00 $82.65 $82.92 62,100
22/05/2026 $82.17 $82.25 $81.86 $82.02 34,300
21/05/2026 $81.04 $81.84 $80.85 $81.78 64,600
20/05/2026 $80.80 $81.48 $80.42 $81.44 125,700