Summary
DFAX
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 24.07% Volatility 16.96% Sharpe 1.75
Official loaded data — not a live quote.

DIMENSIONAL WORLD EX U.S. CORE EQUITY 2 ETF

Symbol: DFAX

Exchange: NYSE

Sector: Technology

Category: Foreign Large Blend

Inception date: 06/03/2008

Latest date: 20/07/2026

Current price: $35.93

Expense ratio: 0.28%

Assets under management
$11.9B
-0.33% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-4.56%

Ann. -49.94% (Sharpe / Sortino numerator)

Volatility

27.42%

Sharpe ratio

-1.954

VaR 95%

-2.96%

CVaR 95%: -3.42%
Max drawdown: -6.94%
Sortino ratio: -2.908
Calmar ratio: -7.19

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

-1.15%

Ann. 12.95% (Sharpe / Sortino numerator)

Volatility

19.85%

Sharpe ratio

0.470

VaR 95%

-2.02%

CVaR 95%: -2.84%
Max drawdown: -11.26%
Sortino ratio: 0.601
Calmar ratio: 1.15

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

7.57%

Ann. 19.50% (Sharpe / Sortino numerator)

Volatility

16.20%

Sharpe ratio

0.980

VaR 95%

-1.75%

CVaR 95%: -2.50%
Max drawdown: -11.26%
Sortino ratio: 1.233
Calmar ratio: 1.73

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

24.07%

Ann. 33.35% (Sharpe / Sortino numerator)

Volatility

16.96%

Sharpe ratio

1.752

VaR 95%

-1.45%

CVaR 95%: -2.57%
Max drawdown: -11.26%
Sortino ratio: 2.054
Calmar ratio: 2.96

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

46.34%

Ann. 19.54% (Sharpe / Sortino numerator)

Volatility

15.17%

Sharpe ratio

1.049

VaR 95%

-1.51%

CVaR 95%: -2.23%
Max drawdown: -13.89%
Sortino ratio: 1.344
Calmar ratio: 1.41

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

63.48%

Ann. 17.46% (Sharpe / Sortino numerator)

Volatility

14.23%

Sharpe ratio

0.972

VaR 95%

-1.38%

CVaR 95%: -2.03%
Max drawdown: -13.89%
Sortino ratio: 1.310
Calmar ratio: 1.26

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

0.092%

Best day

4.092%

08/04/2026
Worst day

-3.816%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $36.05 $36.21 $35.83 $35.93 734,000
17/07/2026 $35.79 $36.17 $35.62 $36.07 530,200
16/07/2026 $36.29 $36.60 $36.27 $36.35 614,400
15/07/2026 $36.78 $36.94 $36.37 $36.80 780,800
14/07/2026 $36.58 $36.81 $36.58 $36.63 1,006,100
13/07/2026 $36.48 $36.57 $36.23 $36.26 770,900
10/07/2026 $36.69 $36.95 $36.60 $36.91 801,300
09/07/2026 $36.51 $36.70 $36.49 $36.64 525,300
08/07/2026 $36.23 $36.47 $35.99 $36.44 1,275,300
07/07/2026 $36.85 $36.89 $36.45 $36.57 733,800