DFSB vs CAOS
Comparison between DIMENSIONAL GLOBAL SUSTAINABILITY FIXED INCOME ETF (DFSB, ETF) and ALPHA ARCHITECT TAIL RISK ETF (CAOS, ETF).
DFSB vs CAOS - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
DFSB
$723M
CAOS
$719M
Expense Ratio
Winner
DFSB
0.24%
CAOS
0.63%
Max Drawdown
DFSB
7.77%
Winner
CAOS
3.60%
Sharpe Ratio
Winner
DFSB
-0.31
CAOS
-1.57
5Y Beta
DFSB
0.06
Winner
CAOS
-0.13
DFSB vs CAOS - Historical Returns
Returns include dividend reinvestment.
1M
Winner
DFSB
+0.32%
CAOS
-0.17%
3M
Winner
DFSB
+0.15%
CAOS
-0.12%
6M
DFSB
-1.21%
Winner
CAOS
+0.01%
1Y
Winner
DFSB
+2.20%
CAOS
+1.20%
Max(CAGR)
DFSB
+4.38%
Winner
CAOS
+4.75%
DFSB vs CAOS - Annual Returns (2022 - 2026)
Returns include dividend reinvestment.
| Year | DFSB | CAOS |
|---|---|---|
| 2026 | +0.64% | +0.75% |
| 2025 | +5.19% | +2.72% |
| 2024 | +2.90% | +5.67% |
| 2023 | +8.70% | +7.97% |
| 2022 | -0.77% | N/A |
DFSB vs CAOS Drawdown Comparison
The maximum drawdown for DFSB was -5.15%, occurring on Oct 19, 2023. Recovery took 207 trading sessions.
The maximum drawdown for CAOS was -3.60%, occurring on May 9, 2025. This drawdown has not yet recovered.
The current DFSB drawdown is -1.45%. The current CAOS drawdown is -1.18%.
| Rank | DFSB | CAOS |
|---|---|---|
| #1 | -5.15% Feb 2, 2023 - Nov 29, 2023 | -3.60% Apr 8, 2025 - May 9, 2025 |
| #2 | -3.65% Sep 16, 2024 - Jun 12, 2025 | -3.41% Mar 6, 2023 - Mar 31, 2023 |
| #3 | -3.29% Dec 7, 2022 - Jan 12, 2023 | -2.07% Aug 5, 2024 - Nov 13, 2024 |
| #4 | -3.04% Feb 27, 2026 - Mar 27, 2026 | -1.62% May 1, 2023 - May 17, 2023 |
| #5 | -2.94% Dec 27, 2023 - Jun 14, 2024 | -1.52% Oct 17, 2023 - Nov 2, 2023 |
| #6 | -1.67% Jun 18, 2024 - Jul 16, 2024 | -1.31% Apr 18, 2023 - Apr 28, 2023 |
| #7 | -1.22% Jul 1, 2025 - Aug 1, 2025 | -1.22% Sep 15, 2023 - Oct 11, 2023 |
| #8 | -1.15% Oct 27, 2025 - Feb 10, 2026 | -1.21% Apr 11, 2024 - May 22, 2024 |
| #9 | -1.14% Jan 18, 2023 - Feb 2, 2023 | -0.89% May 22, 2023 - May 26, 2023 |
| #10 | -0.99% Aug 2, 2024 - Aug 14, 2024 | -0.83% Aug 14, 2023 - Sep 11, 2023 |
| #11 | -0.80% Jul 17, 2024 - Jul 30, 2024 | -0.70% Dec 27, 2023 - Jan 18, 2024 |
| #12 | -0.61% Dec 2, 2022 - Dec 7, 2022 | -0.50% Dec 19, 2024 - Jan 31, 2025 |
| #13 | -0.60% Aug 13, 2025 - Sep 4, 2025 | -0.42% Apr 3, 2023 - Apr 13, 2023 |
| #14 | -0.55% Aug 23, 2024 - Sep 4, 2024 | -0.38% Nov 13, 2024 - Dec 18, 2024 |
| #15 | -0.54% Sep 11, 2025 - Oct 13, 2025 | -0.35% May 24, 2024 - Jun 5, 2024 |
Correlation
Correlation between DFSB and CAOS is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.
0.95
-101
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