DFSB vs HEGD
Comparison between DIMENSIONAL GLOBAL SUSTAINABILITY FIXED INCOME ETF (DFSB, ETF) and SWAN HEDGED EQUITY US LARGE CAP ETF (HEGD, ETF).
DFSB vs HEGD - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
DFSB
$663M
HEGD
$663M
Expense Ratio
Winner
DFSB
0.24%
HEGD
0.87%
Max Drawdown
Winner
DFSB
7.77%
HEGD
14.56%
Sharpe Ratio
DFSB
0.07
Winner
HEGD
1.62
5Y Beta
Winner
DFSB
0.05
HEGD
0.44
DFSB vs HEGD - Historical Returns
Returns include dividend reinvestment.
1M
DFSB
+0.43%
Winner
HEGD
+1.22%
3M
DFSB
-0.28%
Winner
HEGD
+4.87%
6M
DFSB
+0.74%
Winner
HEGD
+4.43%
1Y
DFSB
+4.04%
Winner
HEGD
+16.69%
5Y(CAGR)
DFSB
N/A
HEGD
+8.68%
Max(CAGR)
DFSB
+4.72%
Winner
HEGD
+9.54%
DFSB vs HEGD - Annual Returns (2020 - 2026)
Returns include dividend reinvestment.
| Year | DFSB | HEGD |
|---|---|---|
| 2026 | +0.84% | +4.66% |
| 2025 | +5.19% | +12.82% |
| 2024 | +2.90% | +15.60% |
| 2023 | +8.70% | +14.46% |
| 2022 | -0.77% | -11.12% |
| 2021 | N/A | +18.11% |
| 2020 | N/A | +0.99% |
DFSB vs HEGD Drawdown Comparison
The maximum drawdown for DFSB was -5.15%, occurring on Oct 19, 2023. Recovery took 207 trading sessions.
The maximum drawdown for HEGD was -14.56%, occurring on Oct 12, 2022. Recovery took 495 trading sessions.
The current DFSB drawdown is -1.25%. The current HEGD drawdown is -2.20%.
| Rank | DFSB | HEGD |
|---|---|---|
| #1 | -5.15% Feb 2, 2023 - Nov 29, 2023 | -14.56% Dec 29, 2021 - Dec 18, 2023 |
| #2 | -3.65% Sep 16, 2024 - Jun 12, 2025 | -8.14% Feb 19, 2025 - Jun 24, 2025 |
| #3 | -3.29% Dec 7, 2022 - Jan 12, 2023 | -4.58% Jul 10, 2024 - Aug 21, 2024 |
| #4 | -3.04% Feb 27, 2026 - Mar 27, 2026 | -4.39% Jan 27, 2026 - Apr 15, 2026 |
| #5 | -2.94% Dec 27, 2023 - Jun 14, 2024 | -3.57% Mar 28, 2024 - May 15, 2024 |
| #6 | -1.67% Jun 18, 2024 - Jul 16, 2024 | -3.54% Sep 2, 2021 - Oct 26, 2021 |
| #7 | -1.22% Jul 1, 2025 - Aug 1, 2025 | -3.28% Feb 17, 2021 - Apr 5, 2021 |
| #8 | -1.15% Oct 27, 2025 - Feb 10, 2026 | -2.84% Dec 6, 2024 - Jan 23, 2025 |
| #9 | -1.14% Jan 18, 2023 - Feb 2, 2023 | -2.80% Nov 24, 2021 - Dec 23, 2021 |
| #10 | -0.99% Aug 2, 2024 - Aug 14, 2024 | -2.79% Aug 30, 2024 - Sep 12, 2024 |
| #11 | -0.80% Jul 17, 2024 - Jul 30, 2024 | -2.62% Oct 29, 2025 - Dec 11, 2025 |
| #12 | -0.61% Dec 2, 2022 - Dec 7, 2022 | -2.50% May 7, 2021 - Jun 24, 2021 |
| #13 | -0.60% Aug 13, 2025 - Sep 4, 2025 | -2.34% Oct 14, 2024 - Nov 6, 2024 |
| #14 | -0.55% Aug 23, 2024 - Sep 4, 2024 | -2.20% Jun 2, 2026 - Jun 5, 2026 |
| #15 | -0.54% Sep 11, 2025 - Oct 13, 2025 | -2.05% Dec 11, 2025 - Jan 9, 2026 |
Correlation
Correlation between DFSB and HEGD is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.
0.98
-101
Dividend Comparison (2021 - 2026)
DFSB vs HEGD dividend yield comparison.
| Year | DFSB | HEGD |
|---|---|---|
| 2026 | 0.33% | 0.00% |
| 2025 | 3.46% | 0.36% |
| 2024 | 4.35% | 0.43% |
| 2023 | 5.27% | 0.39% |
| 2022 | 0.41% | 0.87% |
| 2021 | 0.00% | 0.31% |
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