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