DFSE vs SPY

Quick Verdict

SPY has a lower expense ratio. DFSE delivered stronger 1-year returns. DFSE offers more diversification with 1859 holdings.

Lower Fees: SPYHigher Returns: DFSEMore Diversified: DFSE

Side-by-Side Comparison

MetricDFSESPYWinner
Expense Ratio0.41%0.09%
AUM$582M$789.1B
Dividend Yield1.89%1.01%
Holdings4,274505
YTD Return+13.28%+13.75%
1Y Return+25.35%+22.91%
3Y Return (annualized)+18.68%+21.67%
5Y Return (annualized)-+13.32%
Volatility (annualized)15.0%15.3%
Max Drawdown-19.8%-56.5%
Fund FamilyDimensionalState Street Investment Management
CategoryEquityEquity
InceptionNov 1, 2022Jan 22, 1993

DFSE vs SPY Performance

Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) 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 DFSE returned +25.35% while SPY returned +22.91%. Year to date, DFSE is up 13.28% versus a gain of 13.75% for SPY.

Over three years, DFSE compounded at +18.68% per year against +21.67% for SPY. Across the full 4-year window we track, DFSE has the edge at +20.68% annualized vs +8.85%. Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

SPY has been the more volatile fund, with annualized monthly volatility of 15.3% compared with 15.0% for DFSE. 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 -19.8% for DFSE 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 0.73. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

DFSE charges 0.41% per year while SPY charges 0.09%. On a $10,000 position that is $41 vs $9 annually, a gap of $32 per year that compounds over a long holding period. On income, DFSE currently yields 1.89% against 1.01% for SPY.

Holdings Overlap

67.0%overlap

DFSE and SPY share 372 holdings out of 1990 unique holdings combined, representing a 67.0% weight overlap.

High overlap means holding both may not provide much additional diversification.

Top Shared Holdings

StockWeight in DFSEWeight in SPYDifference
NVDA6.83%7.31%0.48%
AAPL5.78%7.09%1.31%
AMZN3.40%3.69%0.29%
MSFTProProPro
GOOGLProProPro
AVGOProProPro
GOOGProProPro
METAProProPro
JPM:USProProPro
TSLAProProPro
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Frequently Asked Questions

Which is cheaper, DFSE or SPY?

DFSE has an expense ratio of 0.41% while SPY charges 0.09%. SPY is the cheaper option. On a $10,000 investment, that is $32 per year of difference.

Which performed better, DFSE or SPY?

Over the past year DFSE returned +25.35% vs +22.91% for SPY, so DFSE leads on 1-year performance. Over the longest common window we track (4 years), DFSE annualized +20.68% vs +8.85% for SPY. Past performance does not guarantee future results.

Which is riskier, DFSE or SPY?

SPY has been the more volatile fund at 15.3% annualized versus 15.0% for DFSE. Worst drawdown: DFSE -19.8% vs SPY -56.5%.

Should I hold both DFSE and SPY?

DFSE and SPY have a monthly-return correlation of 0.73, so combining them can provide real diversification depending on your allocation goals.

What is the holdings overlap between DFSE and SPY?

DFSE and SPY share 372 common holdings with a 67.0% weight overlap. Combined, they hold 1990 unique securities.

Which pays a higher dividend, DFSE or SPY?

DFSE yields 1.89% while SPY yields 1.01%, so DFSE currently pays the higher dividend yield.

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