Owns US companies of all sizes, tilted toward smaller, cheaper and more profitable companies than their share of the market, as chosen by Dimensional.
DFAU, the Dimensional US Core Equity Market ETF ($12.8 billion), sits in StoryVector’s Beta Book: it tracks a broad segment of the market, so no single narrative drives it. It carries no market story, so it is not ranked against one. Over the past year it returned +16.1%, against +16.8% for broad US ETFs. Figures to October 2, 2026; past performance, not a recommendation.
FRI OCT 2 MARKET PRICE TOTAL RETURN
How closely it moves With the market 1.00
−1 opposite 0 unrelated +1 in step
DFAU moves closely with the market. When the market has moved 1%, DFAU has tended to move 0.97%.
Weekly returns over 157 weeks.
ETFs it moves most and least like ← moves opposite moves in step →
Correlation of weekly returns over the last 3 years, among unlevered ETFs StoryVector covers.
Where it sits among broad Beta Book ETFs -100% -50% 0% +50% 0% 100% 200% Volatility, last year → ABFL: +12.3%, volatility 16.8% ABIG: +12.0%, volatility 14.3% ABLS: +2.1%, volatility 18.1% ACSI: +14.5%, volatility 12.3% ADPV: +3.0%, volatility 24.9% ALIL: +6.3%, volatility 19.7% ALRG: +17.1%, volatility 13.1% ALTL: +3.4%, volatility 21.9% AMID: +8.9%, volatility 16.5% APUE: +16.9%, volatility 13.0% ASCE: +26.4%, volatility 19.8% ATFV: +14.1%, volatility 26.9% AVGE: +20.9%, volatility 13.3% AVLC: +19.8%, volatility 14.1% AVMA: +13.4%, volatility 9.5% AVMC: +12.0%, volatility 13.6% AVSC: +23.9%, volatility 16.4% AVUS: +19.9%, volatility 12.9% BAMY: +2.4%, volatility 4.3% BBMC: +18.1%, volatility 16.6% BBSC: +16.6%, volatility 18.2% BBUS: +15.9%, volatility 13.1% BCUS: +5.5%, volatility 17.5% BEEX: +6.8%, volatility 11.8% BEEZ: +2.6%, volatility 13.5% BFOR: +15.3%, volatility 14.4% BIBL: +24.3%, volatility 18.0% BKLC: +16.0%, volatility 13.3% BKMC: +8.8%, volatility 15.1% BKSE: +15.3%, volatility 16.6% BLUC: +15.0%, volatility 14.2% BLUX: +15.2%, volatility 14.4% BMVP: +8.6%, volatility 9.9% BOBP: +17.9%, volatility 24.2% BUYO: +21.2%, volatility 17.6% BWTG: +10.9%, volatility 13.4% CAPE: -2.8%, volatility 12.1% CDC: +11.8%, volatility 10.4% CDEI: +19.6%, volatility 13.2% CDL: +11.8%, volatility 10.4% CFA: +7.4%, volatility 10.7% CFO: +7.5%, volatility 10.7% CGBL: +7.9%, volatility 10.7% CGMM: +10.9%, volatility 15.9% CGUS: +13.7%, volatility 13.4% CLIX: -8.2%, volatility 21.7% CNAV: +37.6%, volatility 34.6% CNEQ: +15.5%, volatility 25.6% CPAI: +34.1%, volatility 20.5% CSB: +9.2%, volatility 12.9% CSD: +36.3%, volatility 25.4% CSM: +15.1%, volatility 12.8% CZA: +9.5%, volatility 12.0% DCOR: +16.9%, volatility 12.5% DEMZ: +17.8%, volatility 15.0% DFAC: +17.2%, volatility 12.6% DFAS: +15.8%, volatility 16.0% DFUS: +16.4%, volatility 13.4% DFVX: +16.8%, volatility 11.4% DGLO: +11.8%, volatility 14.4% DHLX: +3.4%, volatility 11.4% DIA: +11.5%, volatility 12.7% DSMC: +18.3%, volatility 15.4% DUBS: +20.4%, volatility 13.9% DUKQ: +14.4%, volatility 13.6% DUSA: +15.4%, volatility 12.0% DVQQ: +21.3%, volatility 24.3% DVSP: +11.2%, volatility 21.1% DWAW: +14.5%, volatility 17.3% DWUS: +8.9%, volatility 20.8% EAGL: +8.4%, volatility 14.5% EBI: +21.7%, volatility 12.2% EDGU: +13.5%, volatility 13.4% EES: +18.9%, volatility 15.7% EMOT: +8.2%, volatility 11.9% EPMB: +18.5%, volatility 14.2% EPSB: +18.2%, volatility 14.9% EQL: +11.1%, volatility 9.5% EQTY: +12.3%, volatility 13.3% ESN: +19.6%, volatility 10.0% EZM: +11.8%, volatility 14.0% FDIF: +17.8%, volatility 19.2% FDM: +20.4%, volatility 17.6% FEAC: +17.6%, volatility 14.0% FELC: +17.9%, volatility 13.0% FESM: +25.5%, volatility 18.4% FEX: +15.6%, volatility 13.3% FFND: +8.1%, volatility 13.9% FGSM: +18.4%, volatility 14.9% FLCC: +14.4%, volatility 13.4% FLCE: +13.4%, volatility 12.3% FMAG: +3.5%, volatility 16.7% FMCX: +2.9%, volatility 14.2% FMDE: +14.3%, volatility 13.7% FNX: +9.8%, volatility 15.5% FPAG: +14.8%, volatility 15.3% FRTY: +4.7%, volatility 27.7% FSCC: +14.9%, volatility 18.8% FSCS: -0.9%, volatility 11.8% FTCS: +1.8%, volatility 10.7% FV: +20.1%, volatility 18.3% FYX: +25.7%, volatility 16.9% GEW: +10.7%, volatility 13.5% GGM: +16.3%, volatility 12.2% GK: +11.7%, volatility 19.9% GOP: +24.4%, volatility 16.1% GQGU: +8.1%, volatility 11.6% GRPM: +14.0%, volatility 15.3% GRPZ: +15.6%, volatility 16.5% GSC: +18.7%, volatility 19.5% GSPY: +18.8%, volatility 13.3% GSSC: +16.8%, volatility 17.7% HDUS: +15.2%, volatility 11.7% IFED: -0.4%, volatility 36.5% IJH: +13.4%, volatility 15.4% IJR: +17.4%, volatility 16.4% ILCB: +16.2%, volatility 13.2% ILDR: +21.4%, volatility 25.0% IMCB: +16.6%, volatility 13.1% INCE: +16.8%, volatility 8.3% INVN: +20.9%, volatility 25.0% IPO: +6.4%, volatility 32.4% IQSM: +15.4%, volatility 14.8% IQSU: +19.7%, volatility 14.3% ISCB: +14.1%, volatility 15.9% ISMD: +21.8%, volatility 17.3% ITOT: +16.0%, volatility 13.2% IVOO: +13.4%, volatility 15.4% IVV: +16.3%, volatility 13.0% IWB: +15.5%, volatility 13.1% IWC: +25.2%, volatility 23.6% IWL: +16.0%, volatility 13.5% IWM: +16.5%, volatility 18.7% IWR: +13.1%, volatility 13.6% IWV: +15.7%, volatility 13.1% IYY: +15.7%, volatility 13.1% JMEE: +19.1%, volatility 15.6% JOET: +6.8%, volatility 14.0% JPEF: +11.2%, volatility 12.8% JPME: +13.0%, volatility 11.5% JPSE: +16.1%, volatility 14.7% JUSA: +15.3%, volatility 12.9% KMID: -4.6%, volatility 14.7% LCAP: +16.5%, volatility 13.7% LDRX: +16.8%, volatility 13.9% LFEQ: +15.7%, volatility 13.0% LGDX: +13.3%, volatility 13.6% LITL: +21.6%, volatility 17.1% LOGO: -6.8%, volatility 16.3% LOPP: +11.3%, volatility 17.3% LRGC: +12.7%, volatility 12.6% LRND: +20.8%, volatility 17.4% LYLD: +18.5%, volatility 11.2% MDY: +13.1%, volatility 15.3% MFUL: +1.6%, volatility 4.5% MGC: +17.0%, volatility 13.7% MGMT: +12.7%, volatility 16.3% MIDE: +15.4%, volatility 15.3% MKAM: +8.7%, volatility 6.7% MODL: +14.2%, volatility 12.1% MPLY: +12.6%, volatility 17.1% MPRO: +4.6%, volatility 6.8% MSLC: +13.1%, volatility 12.7% MSMR: +3.2%, volatility 12.6% MSSM: +16.0%, volatility 17.4% MSSS: +12.4%, volatility 13.2% MYLD: +27.0%, volatility 16.7% NANC: +17.8%, volatility 15.3% NBCR: +10.9%, volatility 12.3% NBSM: +8.9%, volatility 14.6% OALC: +19.7%, volatility 14.4% OASC: +21.4%, volatility 17.3% OCIO: +12.6%, volatility 11.7% OEF: +16.2%, volatility 14.0% OGIG: -13.0%, volatility 25.4% ONEQ: +19.9%, volatility 18.6% OPTZ: +31.0%, volatility 22.5% PBL: +9.9%, volatility 9.8% PBUS: +15.8%, volatility 13.2% PBW: -1.8%, volatility 44.0% PEVC: +15.6%, volatility 19.1% PEXL: +29.1%, volatility 20.4% PKW: +9.7%, volatility 13.3% POWA: -3.3%, volatility 12.1% PRCS: +9.9%, volatility 13.7% PSC: +19.5%, volatility 17.6% PTLC: +10.3%, volatility 12.4% PTMC: +13.0%, volatility 15.5% PTNQ: +16.6%, volatility 19.3% QARP: +18.7%, volatility 10.7% QBIG: +11.7%, volatility 21.7% QNXT: +10.4%, volatility 16.1% QOWZ: -0.1%, volatility 16.3% QQQ: +24.3%, volatility 20.0% QQQJ: +23.2%, volatility 19.6% QQQM: +24.4%, volatility 19.8% QQQS: +28.7%, volatility 26.9% QQXT: -2.2%, volatility 11.4% QTOP: +27.7%, volatility 22.0% RAUS: +17.8%, volatility 12.8% RECS: +13.5%, volatility 12.2% RND: +13.0%, volatility 17.3% RNIN: +31.7%, volatility 16.9% RSMC: +6.4%, volatility 17.0% RSSL: +16.9%, volatility 18.7% RULE: +34.6%, volatility 27.8% RUSC: +21.3%, volatility 17.8% SCHA: +19.1%, volatility 19.0% SCHB: +15.9%, volatility 13.2% SCHK: +16.0%, volatility 13.3% SCHM: +17.2%, volatility 16.8% SCHX: +15.7%, volatility 13.1% SECT: +14.8%, volatility 15.0% SEIS: +13.8%, volatility 18.9% SFLO: +29.9%, volatility 17.6% SFY: +20.2%, volatility 16.6% SFYF: +19.2%, volatility 21.0% SGLC: +24.2%, volatility 14.7% SHE: +25.7%, volatility 14.0% SHRY: +5.8%, volatility 12.7% SIXA: +17.3%, volatility 9.4% SIXL: +4.2%, volatility 10.2% SIXS: +13.1%, volatility 12.7% SMDX: +15.1%, volatility 15.7% SMIZ: +12.6%, volatility 18.0% SMLL: -3.0%, volatility 17.1% SMMD: +18.0%, volatility 17.1% SMOT: +5.4%, volatility 14.0% SNAV: +12.8%, volatility 11.4% SOVF: 0.0%, volatility 14.4% SPCT: +7.2%, volatility 9.1% SPGP: +5.1%, volatility 15.6% SPHB: +38.9%, volatility 27.4% SPMD: +13.4%, volatility 15.5% SPSM: +17.4%, volatility 16.3% SPTM: +16.1%, volatility 12.9% SPXD: +13.8%, volatility 10.8% SPXE: +15.3%, volatility 13.6% SPXN: +18.7%, volatility 14.1% SPXT: +8.1%, volatility 11.0% SPY: +16.2%, volatility 13.0% SPYM: +16.3%, volatility 13.0% SSPY: +12.6%, volatility 10.9% SSUS: +17.3%, volatility 13.8% STRN: +24.8%, volatility 27.3% STXK: +10.4%, volatility 16.0% SURE: +18.8%, volatility 12.9% SYLD: +19.6%, volatility 14.0% SYZ: +18.7%, volatility 16.0% TCAF: +12.5%, volatility 12.3% TDSC: +14.1%, volatility 9.4% TESL: -33.8%, volatility 54.3% TEXN: +23.8%, volatility 14.6% TIME: +13.1%, volatility 14.4% TMFC: +14.6%, volatility 14.9% TMFX: +9.1%, volatility 17.9% TMSL: +18.6%, volatility 18.4% TOPC: +15.6%, volatility 12.4% TOPT: +15.6%, volatility 15.3% TPLC: +6.5%, volatility 11.4% TPSC: +10.9%, volatility 14.2% TSME: +12.6%, volatility 23.5% TSPA: +16.6%, volatility 13.7% UPGD: +8.4%, volatility 13.9% USMC: +14.2%, volatility 12.6% USPX: +15.7%, volatility 13.2% USSE: +25.4%, volatility 16.6% USSG: +17.7%, volatility 14.3% VB: +14.2%, volatility 16.1% VIOO: +17.4%, volatility 16.4% VNSE: +11.2%, volatility 14.9% VO: +9.3%, volatility 12.7% VONE: +15.7%, volatility 13.0% VOO: +16.3%, volatility 13.0% VSLU: +13.9%, volatility 12.9% VTHR: +15.8%, volatility 13.3% VTI: +15.9%, volatility 13.2% VTWO: +16.7%, volatility 18.6% VUSE: +9.7%, volatility 13.5% VV: +16.1%, volatility 13.1% VXF: +12.5%, volatility 17.7% WCEO: +15.9%, volatility 14.1% WINN: +10.6%, volatility 17.8% WZRD: -97.7%, volatility 147.7% XCOR: +15.7%, volatility 16.2% XLG: +12.0%, volatility 14.9% XLSR: +11.9%, volatility 13.8% XNAV: +19.4%, volatility 21.8% XOEF: +15.6%, volatility 12.9% XOVR: +2.8%, volatility 24.7% ZECP: +11.7%, volatility 10.8% DFAU -100% -50% 0% +50% 0% 100% 200% Volatility, last year → ABFL: +12.3%, volatility 16.8% ABIG: +12.0%, volatility 14.3% ABLS: +2.1%, volatility 18.1% ACSI: +14.5%, volatility 12.3% ADPV: +3.0%, volatility 24.9% ALIL: +6.3%, volatility 19.7% ALRG: +17.1%, volatility 13.1% ALTL: +3.4%, volatility 21.9% AMID: +8.9%, volatility 16.5% APUE: +16.9%, volatility 13.0% ASCE: +26.4%, volatility 19.8% ATFV: +14.1%, volatility 26.9% AVGE: +20.9%, volatility 13.3% AVLC: +19.8%, volatility 14.1% AVMA: +13.4%, volatility 9.5% AVMC: +12.0%, volatility 13.6% AVSC: +23.9%, volatility 16.4% AVUS: +19.9%, volatility 12.9% BAMY: +2.4%, volatility 4.3% BBMC: +18.1%, volatility 16.6% BBSC: +16.6%, volatility 18.2% BBUS: +15.9%, volatility 13.1% BCUS: +5.5%, volatility 17.5% BEEX: +6.8%, volatility 11.8% BEEZ: +2.6%, volatility 13.5% BFOR: +15.3%, volatility 14.4% BIBL: +24.3%, volatility 18.0% BKLC: +16.0%, volatility 13.3% BKMC: +8.8%, volatility 15.1% BKSE: +15.3%, volatility 16.6% BLUC: +15.0%, volatility 14.2% BLUX: +15.2%, volatility 14.4% BMVP: +8.6%, volatility 9.9% BOBP: +17.9%, volatility 24.2% BUYO: +21.2%, volatility 17.6% BWTG: +10.9%, volatility 13.4% CAPE: -2.8%, volatility 12.1% CDC: +11.8%, volatility 10.4% CDEI: +19.6%, volatility 13.2% CDL: +11.8%, volatility 10.4% CFA: +7.4%, volatility 10.7% CFO: +7.5%, volatility 10.7% CGBL: +7.9%, volatility 10.7% CGMM: +10.9%, volatility 15.9% CGUS: +13.7%, volatility 13.4% CLIX: -8.2%, volatility 21.7% CNAV: +37.6%, volatility 34.6% CNEQ: +15.5%, volatility 25.6% CPAI: +34.1%, volatility 20.5% CSB: +9.2%, volatility 12.9% CSD: +36.3%, volatility 25.4% CSM: +15.1%, volatility 12.8% CZA: +9.5%, volatility 12.0% DCOR: +16.9%, volatility 12.5% DEMZ: +17.8%, volatility 15.0% DFAC: +17.2%, volatility 12.6% DFAS: +15.8%, volatility 16.0% DFUS: +16.4%, volatility 13.4% DFVX: +16.8%, volatility 11.4% DGLO: +11.8%, volatility 14.4% DHLX: +3.4%, volatility 11.4% DIA: +11.5%, volatility 12.7% DSMC: +18.3%, volatility 15.4% DUBS: +20.4%, volatility 13.9% DUKQ: +14.4%, volatility 13.6% DUSA: +15.4%, volatility 12.0% DVQQ: +21.3%, volatility 24.3% DVSP: +11.2%, volatility 21.1% DWAW: +14.5%, volatility 17.3% DWUS: +8.9%, volatility 20.8% EAGL: +8.4%, volatility 14.5% EBI: +21.7%, volatility 12.2% EDGU: +13.5%, volatility 13.4% EES: +18.9%, volatility 15.7% EMOT: +8.2%, volatility 11.9% EPMB: +18.5%, volatility 14.2% EPSB: +18.2%, volatility 14.9% EQL: +11.1%, volatility 9.5% EQTY: +12.3%, volatility 13.3% ESN: +19.6%, volatility 10.0% EZM: +11.8%, volatility 14.0% FDIF: +17.8%, volatility 19.2% FDM: +20.4%, volatility 17.6% FEAC: +17.6%, volatility 14.0% FELC: +17.9%, volatility 13.0% FESM: +25.5%, volatility 18.4% FEX: +15.6%, volatility 13.3% FFND: +8.1%, volatility 13.9% FGSM: +18.4%, volatility 14.9% FLCC: +14.4%, volatility 13.4% FLCE: +13.4%, volatility 12.3% FMAG: +3.5%, volatility 16.7% FMCX: +2.9%, volatility 14.2% FMDE: +14.3%, volatility 13.7% FNX: +9.8%, volatility 15.5% FPAG: +14.8%, volatility 15.3% FRTY: +4.7%, volatility 27.7% FSCC: +14.9%, volatility 18.8% FSCS: -0.9%, volatility 11.8% FTCS: +1.8%, volatility 10.7% FV: +20.1%, volatility 18.3% FYX: +25.7%, volatility 16.9% GEW: +10.7%, volatility 13.5% GGM: +16.3%, volatility 12.2% GK: +11.7%, volatility 19.9% GOP: +24.4%, volatility 16.1% GQGU: +8.1%, volatility 11.6% GRPM: +14.0%, volatility 15.3% GRPZ: +15.6%, volatility 16.5% GSC: +18.7%, volatility 19.5% GSPY: +18.8%, volatility 13.3% GSSC: +16.8%, volatility 17.7% HDUS: +15.2%, volatility 11.7% IFED: -0.4%, volatility 36.5% IJH: +13.4%, volatility 15.4% IJR: +17.4%, volatility 16.4% ILCB: +16.2%, volatility 13.2% ILDR: +21.4%, volatility 25.0% IMCB: +16.6%, volatility 13.1% INCE: +16.8%, volatility 8.3% INVN: +20.9%, volatility 25.0% IPO: +6.4%, volatility 32.4% IQSM: +15.4%, volatility 14.8% IQSU: +19.7%, volatility 14.3% ISCB: +14.1%, volatility 15.9% ISMD: +21.8%, volatility 17.3% ITOT: +16.0%, volatility 13.2% IVOO: +13.4%, volatility 15.4% IVV: +16.3%, volatility 13.0% IWB: +15.5%, volatility 13.1% IWC: +25.2%, volatility 23.6% IWL: +16.0%, volatility 13.5% IWM: +16.5%, volatility 18.7% IWR: +13.1%, volatility 13.6% IWV: +15.7%, volatility 13.1% IYY: +15.7%, volatility 13.1% JMEE: +19.1%, volatility 15.6% JOET: +6.8%, volatility 14.0% JPEF: +11.2%, volatility 12.8% JPME: +13.0%, volatility 11.5% JPSE: +16.1%, volatility 14.7% JUSA: +15.3%, volatility 12.9% KMID: -4.6%, volatility 14.7% LCAP: +16.5%, volatility 13.7% LDRX: +16.8%, volatility 13.9% LFEQ: +15.7%, volatility 13.0% LGDX: +13.3%, volatility 13.6% LITL: +21.6%, volatility 17.1% LOGO: -6.8%, volatility 16.3% LOPP: +11.3%, volatility 17.3% LRGC: +12.7%, volatility 12.6% LRND: +20.8%, volatility 17.4% LYLD: +18.5%, volatility 11.2% MDY: +13.1%, volatility 15.3% MFUL: +1.6%, volatility 4.5% MGC: +17.0%, volatility 13.7% MGMT: +12.7%, volatility 16.3% MIDE: +15.4%, volatility 15.3% MKAM: +8.7%, volatility 6.7% MODL: +14.2%, volatility 12.1% MPLY: +12.6%, volatility 17.1% MPRO: +4.6%, volatility 6.8% MSLC: +13.1%, volatility 12.7% MSMR: +3.2%, volatility 12.6% MSSM: +16.0%, volatility 17.4% MSSS: +12.4%, volatility 13.2% MYLD: +27.0%, volatility 16.7% NANC: +17.8%, volatility 15.3% NBCR: +10.9%, volatility 12.3% NBSM: +8.9%, volatility 14.6% OALC: +19.7%, volatility 14.4% OASC: +21.4%, volatility 17.3% OCIO: +12.6%, volatility 11.7% OEF: +16.2%, volatility 14.0% OGIG: -13.0%, volatility 25.4% ONEQ: +19.9%, volatility 18.6% OPTZ: +31.0%, volatility 22.5% PBL: +9.9%, volatility 9.8% PBUS: +15.8%, volatility 13.2% PBW: -1.8%, volatility 44.0% PEVC: +15.6%, volatility 19.1% PEXL: +29.1%, volatility 20.4% PKW: +9.7%, volatility 13.3% POWA: -3.3%, volatility 12.1% PRCS: +9.9%, volatility 13.7% PSC: +19.5%, volatility 17.6% PTLC: +10.3%, volatility 12.4% PTMC: +13.0%, volatility 15.5% PTNQ: +16.6%, volatility 19.3% QARP: +18.7%, volatility 10.7% QBIG: +11.7%, volatility 21.7% QNXT: +10.4%, volatility 16.1% QOWZ: -0.1%, volatility 16.3% QQQ: +24.3%, volatility 20.0% QQQJ: +23.2%, volatility 19.6% QQQM: +24.4%, volatility 19.8% QQQS: +28.7%, volatility 26.9% QQXT: -2.2%, volatility 11.4% QTOP: +27.7%, volatility 22.0% RAUS: +17.8%, volatility 12.8% RECS: +13.5%, volatility 12.2% RND: +13.0%, volatility 17.3% RNIN: +31.7%, volatility 16.9% RSMC: +6.4%, volatility 17.0% RSSL: +16.9%, volatility 18.7% RULE: +34.6%, volatility 27.8% RUSC: +21.3%, volatility 17.8% SCHA: +19.1%, volatility 19.0% SCHB: +15.9%, volatility 13.2% SCHK: +16.0%, volatility 13.3% SCHM: +17.2%, volatility 16.8% SCHX: +15.7%, volatility 13.1% SECT: +14.8%, volatility 15.0% SEIS: +13.8%, volatility 18.9% SFLO: +29.9%, volatility 17.6% SFY: +20.2%, volatility 16.6% SFYF: +19.2%, volatility 21.0% SGLC: +24.2%, volatility 14.7% SHE: +25.7%, volatility 14.0% SHRY: +5.8%, volatility 12.7% SIXA: +17.3%, volatility 9.4% SIXL: +4.2%, volatility 10.2% SIXS: +13.1%, volatility 12.7% SMDX: +15.1%, volatility 15.7% SMIZ: +12.6%, volatility 18.0% SMLL: -3.0%, volatility 17.1% SMMD: +18.0%, volatility 17.1% SMOT: +5.4%, volatility 14.0% SNAV: +12.8%, volatility 11.4% SOVF: 0.0%, volatility 14.4% SPCT: +7.2%, volatility 9.1% SPGP: +5.1%, volatility 15.6% SPHB: +38.9%, volatility 27.4% SPMD: +13.4%, volatility 15.5% SPSM: +17.4%, volatility 16.3% SPTM: +16.1%, volatility 12.9% SPXD: +13.8%, volatility 10.8% SPXE: +15.3%, volatility 13.6% SPXN: +18.7%, volatility 14.1% SPXT: +8.1%, volatility 11.0% SPY: +16.2%, volatility 13.0% SPYM: +16.3%, volatility 13.0% SSPY: +12.6%, volatility 10.9% SSUS: +17.3%, volatility 13.8% STRN: +24.8%, volatility 27.3% STXK: +10.4%, volatility 16.0% SURE: +18.8%, volatility 12.9% SYLD: +19.6%, volatility 14.0% SYZ: +18.7%, volatility 16.0% TCAF: +12.5%, volatility 12.3% TDSC: +14.1%, volatility 9.4% TESL: -33.8%, volatility 54.3% TEXN: +23.8%, volatility 14.6% TIME: +13.1%, volatility 14.4% TMFC: +14.6%, volatility 14.9% TMFX: +9.1%, volatility 17.9% TMSL: +18.6%, volatility 18.4% TOPC: +15.6%, volatility 12.4% TOPT: +15.6%, volatility 15.3% TPLC: +6.5%, volatility 11.4% TPSC: +10.9%, volatility 14.2% TSME: +12.6%, volatility 23.5% TSPA: +16.6%, volatility 13.7% UPGD: +8.4%, volatility 13.9% USMC: +14.2%, volatility 12.6% USPX: +15.7%, volatility 13.2% USSE: +25.4%, volatility 16.6% USSG: +17.7%, volatility 14.3% VB: +14.2%, volatility 16.1% VIOO: +17.4%, volatility 16.4% VNSE: +11.2%, volatility 14.9% VO: +9.3%, volatility 12.7% VONE: +15.7%, volatility 13.0% VOO: +16.3%, volatility 13.0% VSLU: +13.9%, volatility 12.9% VTHR: +15.8%, volatility 13.3% VTI: +15.9%, volatility 13.2% VTWO: +16.7%, volatility 18.6% VUSE: +9.7%, volatility 13.5% VV: +16.1%, volatility 13.1% VXF: +12.5%, volatility 17.7% WCEO: +15.9%, volatility 14.1% WINN: +10.6%, volatility 17.8% WZRD: -97.7%, volatility 147.7% XCOR: +15.7%, volatility 16.2% XLG: +12.0%, volatility 14.9% XLSR: +11.9%, volatility 13.8% XNAV: +19.4%, volatility 21.8% XOEF: +15.6%, volatility 12.9% XOVR: +2.8%, volatility 24.7% ZECP: +11.7%, volatility 10.8% DFAU
Each dot is one of 292 unlevered broad Beta Book ETFs, placed by its return (up) and how much it swung (right) over the last year.
Risk 13.0% Volatility, last year
−8.7% Largest fall, last year
−1.6% Below its high now