Summary
DXUV
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 27.35% Volatility 19.31% Sharpe 0.76
Official loaded data — not a live quote.

DIMENSIONAL US VECTOR EQUITY ETF

Symbol: DXUV

Exchange: NYSE

Sector: Technology

Category: Mid-Cap Value

Inception date: 10/09/2024

Latest date: 03/06/2026

Current price: $66.15

Expense ratio: 0.25%

Assets under management
$398.0M
-0.23% 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

3.66%

Ann. -40.39% (Sharpe / Sortino numerator)

Volatility

17.19%

Sharpe ratio

-2.560

VaR 95%

-1.61%

CVaR 95%: -1.62%
Max drawdown: -6.87%
Sortino ratio: -4.525
Calmar ratio: -5.88

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

6.92%

Ann. -2.28% (Sharpe / Sortino numerator)

Volatility

14.71%

Sharpe ratio

-0.402

VaR 95%

-1.55%

CVaR 95%: -1.63%
Max drawdown: -8.74%
Sortino ratio: -0.630
Calmar ratio: -0.26

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.

Period total return

11.46%

Ann. 4.35% (Sharpe / Sortino numerator)

Volatility

14.01%

Sharpe ratio

0.051

VaR 95%

-1.46%

CVaR 95%: -1.81%
Max drawdown: -8.74%
Sortino ratio: 0.074
Calmar ratio: 0.50

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

27.35%

Ann. 18.39% (Sharpe / Sortino numerator)

Volatility

19.31%

Sharpe ratio

0.764

VaR 95%

-1.54%

CVaR 95%: -2.71%
Max drawdown: -8.74%
Sortino ratio: 0.993
Calmar ratio: 2.10

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

32.84%

Ann. 17.99% (Sharpe / Sortino numerator)

Volatility

17.66%

Sharpe ratio

0.815

VaR 95%

-1.47%

CVaR 95%: -2.44%
Max drawdown: -21.08%
Sortino ratio: 1.105
Calmar ratio: 0.85

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

0.1%

Best day

2.611%

31/03/2026
Worst day

-3.118%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $66.30 $66.30 $66.08 $66.15 27,100
02/06/2026 $66.10 $66.66 $66.10 $66.59 19,700
01/06/2026 $66.21 $66.49 $66.19 $66.42 26,600
29/05/2026 $66.45 $66.45 $66.29 $66.29 6,200
28/05/2026 $65.79 $66.39 $65.79 $66.35 15,900
27/05/2026 $66.07 $66.23 $65.97 $66.05 29,300
26/05/2026 $65.75 $66.10 $65.75 $65.92 8,300
22/05/2026 $65.38 $65.59 $65.23 $65.45 12,900
21/05/2026 $64.61 $65.17 $64.61 $65.08 8,400
20/05/2026 $64.17 $64.93 $64.13 $64.93 13,000