Summary
DXUV
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 22.59% 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: 20/07/2026

Current price: $67.09

Expense ratio: 0.25%

Assets under management
$485.1M
-0.58% 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

1.62%

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

5.15%

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

10.81%

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

22.59%

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

35.39%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.085%

Best day

2.611%

31/03/2026
Worst day

-3.118%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $67.48 $67.48 $67.06 $67.09 114,100
17/07/2026 $67.65 $67.82 $67.21 $67.34 41,300
16/07/2026 $67.70 $68.06 $67.67 $67.92 35,900
15/07/2026 $67.39 $67.70 $67.35 $67.58 16,900
14/07/2026 $67.20 $67.56 $66.93 $67.19 21,900
13/07/2026 $67.64 $67.64 $67.19 $67.23 21,000
10/07/2026 $67.03 $67.38 $67.03 $67.31 25,300
09/07/2026 $66.63 $67.02 $66.32 $66.97 18,500
08/07/2026 $66.30 $66.49 $66.00 $66.45 60,800
07/07/2026 $67.21 $67.21 $66.78 $66.92 50,800