DFEM vs SPY

DFEM vs SPY

Which is better, DFEM or SPY?

Each has led over a different period.

SPY has a lower expense ratio. DFEM led over 1Y and 3Y, SPY over the full window.

Lower Fees: SPYHigher Returns: split

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricDFEMSPY
Expense Ratio0.39%0.09%Best
AUM$9.7B$804.7B
Dividend Yield1.84%0.98%
Holdings6,512505
YTD Return+19.50%Best+12.09%
1Y Return+26.52%Best+16.29%
3Y Return (annualized)+21.61%Best+21.20%
5Y Return (annualized)-+13.37%
Volatility (annualized)17.4%15.1%Best
Max Drawdown-20.8%-18.8%Best
$10,000 over 4.4 years$17,716$19,360Best
Fund FamilyDimensionalState Street Investment Management
CategoryEquityEquity
StyleLarge Cap BlendLarge Cap Blend
InceptionApr 26, 2022Jan 22, 1993

Not shown on this pair: Top 10 Weight.

Volatility and max drawdown, and the $10,000 over 4.4 years row, are measured over the window both funds cover: Apr 27, 2022 to Sep 18, 2026 (4.4 years).

DFEM vs SPY growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 4.4 years both funds cover.

DFEM vs SPY Performance

Dimensional Emerging Markets Core Equity 2 ETF (DFEM) is an ETF from Dimensional and State Street SPDR S&P 500 ETF Trust (SPY) is an ETF from State Street Investment Management. Over the past year DFEM returned +26.52% while SPY returned +16.29%. Year to date, DFEM is up 19.50% versus a gain of 12.09% for SPY.

Over three years, DFEM compounded at +21.61% per year against +21.20% for SPY. Across the full 4-year window we track, SPY has the edge at +16.20% annualized vs +13.88%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

DFEM has been the more volatile fund, with annualized monthly volatility of 17.4% compared with 15.1% 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 -20.8% for DFEM and -18.8% for SPY. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.69. They move together some of the time, and apart the rest.

Fees and Cost Over Time

DFEM charges 0.39% per year while SPY charges 0.09%. On a $10,000 position that is $39 vs $9 annually, a gap of $30 per year that compounds over a long holding period. On income, DFEM currently yields 1.84% against 0.98% for SPY.

Holdings Overlap

SPY already in DFEM0.1%

At least 0.1% of SPY's money is in holdings DFEM also owns.

Stated as a floor: for DFEM, our book for it covers 83.0% of that fund, so a holding it does not list is one we cannot count as shared. The real figure is this or higher.

We cannot see either book well enough to say how much of this pair is duplicated.

1 positions in common, counted across the 6,637 positions we hold weights for in DFEM and 504 in SPY, against full books of 6,512 and 505.

Top Shared Holdings

StockWeight in DFEMWeight in SPYDifference
HALHalliburton Co.0.06%0.05%0.01%

You are not choosing between two funds in isolation.

Whichever of DFEM and SPY you pick has to sit alongside everything else you own. Add the rest and see what the combination actually holds.

DFEMSPY

Free for up to 10 holdings. No account needed.

Frequently Asked Questions

Which is cheaper, DFEM or SPY?

DFEM has an expense ratio of 0.39% while SPY charges 0.09%. SPY is the cheaper option, by $30 a year on a $10,000 investment.

Which performed better, DFEM or SPY?

Over the past year DFEM returned +26.52% vs +16.29% for SPY, so DFEM leads on 1-year performance. Over the longest common window we track (4 years), DFEM annualized +13.88% vs +16.20% for SPY. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, DFEM or SPY?

DFEM has been the more volatile fund at 17.4% annualized versus 15.1% for SPY. Worst drawdown: DFEM -20.8% vs SPY -18.8%.

Should I hold both DFEM and SPY?

DFEM and SPY have a monthly-return correlation of 0.69, so their returns are far enough apart for the mix to behave differently from either one alone. This is information, not a recommendation.

Which pays a higher dividend, DFEM or SPY?

DFEM yields 1.84% while SPY yields 0.98%, so DFEM currently pays the higher dividend yield.

Is SPY better than DFEM?

SPY has a lower expense ratio. DFEM led over 1Y and 3Y, SPY over the full window. Which one suits a particular account depends on what it is for. This is information, not a recommendation.