DFAE vs SPY

DFAE vs SPY
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Quick Verdict

SPY has a lower expense ratio. DFAE delivered stronger 1-year returns. DFAE offers more diversification with 6,482 holdings.

Lower Fees: SPYHigher Returns: DFAEMore Diversified: DFAE

Side-by-Side Comparison

MetricDFAESPYWinner
Expense Ratio0.35%0.09%
AUM$9.8B$821.1B
Dividend Yield1.84%1.01%
Holdings6,482505
YTD Return+16.52%+12.93%
1Y Return+30.52%+20.62%
3Y Return (annualized)+21.69%+22.00%
5Y Return (annualized)+9.72%+13.33%
Volatility (annualized)16.1%15.3%
Max Drawdown-32.2%-56.5%
Fund FamilyDimensionalState Street Investment Management
CategoryEquityEquity
InceptionDec 1, 2020Jan 22, 1993

DFAE vs SPY Performance

Dimensional Emerging Core Equity Market ETF (DFAE) is a ETF from Dimensional and State Street SPDR S&P 500 ETF Trust (SPY) is a ETF from State Street Investment Management. Over the past year DFAE returned +30.52% while SPY returned +20.62%. Year to date, DFAE is up 16.52% versus a gain of 12.93% for SPY.

Over three years, DFAE compounded at +21.69% per year against +22.00% for SPY; over five years the annualized figures are +9.72% and +13.33% respectively. Across the full 6-year window we track, DFAE has the edge at +9.80% annualized vs +8.82%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

DFAE has been the more volatile fund, with annualized monthly volatility of 16.1% compared with 15.3% for SPY. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -32.2% for DFAE and -56.5% for SPY. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.66. They move independently enough that combining them can meaningfully diversify a portfolio.

Fees and Cost Over Time

DFAE charges 0.35% per year while SPY charges 0.09%. On a $10,000 position that is $35 vs $9 annually, a gap of $26 per year that compounds over a long holding period. On income, DFAE currently yields 1.84% against 1.01% for SPY.

Holdings Overlap

0.1%overlap

DFAE and SPY share 2 holdings out of 6828 unique holdings combined, representing a 0.1% weight overlap.

Moderate overlap means holding both could provide meaningful diversification benefits.

Top Shared Holdings

StockWeight in DFAEWeight in SPYDifference
UNP0.01%0.26%0.25%
HAL0.06%0.04%0.02%

Frequently Asked Questions

Which is cheaper, DFAE or SPY?

DFAE has an expense ratio of 0.35% while SPY charges 0.09%. SPY is the cheaper option. On a $10,000 investment, that is $26 per year of difference.

Which performed better, DFAE or SPY?

Over the past year DFAE returned +30.52% vs +20.62% for SPY, so DFAE leads on 1-year performance. Over the longest common window we track (6 years), DFAE annualized +9.80% vs +8.82% for SPY. Past performance does not guarantee future results.

Which is riskier, DFAE or SPY?

DFAE has been the more volatile fund at 16.1% annualized versus 15.3% for SPY. Worst drawdown: DFAE -32.2% vs SPY -56.5%.

Should I hold both DFAE and SPY?

DFAE and SPY have a monthly-return correlation of 0.66, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between DFAE and SPY?

DFAE and SPY share 2 common holdings with a 0.1% weight overlap. Combined, they hold 6828 unique securities.

Which pays a higher dividend, DFAE or SPY?

DFAE yields 1.84% while SPY yields 1.01%, so DFAE currently pays the higher dividend yield.

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