DVAL Performance — BrandywineGLOBAL-Dynamic US Large Cap Value ETF
Data updated: 2026-08-27
DVAL returned +8.95% year to date and +12.93% over one year to Jun 2026. The annualised 3-year return is +12.20%. Against its US Multi-Cap Value category average the fund came out behind over three years but ahead over one: $100 invested three years ago grew to $141, against $142 for the category, and to $113 over one year, against $112. Volatility over the past three years was 11.85% a year. In the 12 months to Jun 2026 the fund lost a net $54.5M, and assets reached $72.16M.
DVAL Growth of $100
What $100 invested in BrandywineGLOBAL-Dynamic US Large Cap Value ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Value category average over the same months.
| Period | DVAL | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $113 | $112 |
| 3 years (Jul 2023 – Jun 2026) | $141 | $142 |
| Since data start (Oct 2022 – Jun 2026) | $148 | $163 |
DVAL Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +8.95% |
| 1 year | +12.93% |
| 3 years (annualised) | +12.20% |
DVAL Annual Returns
Calendar-year total returns of BrandywineGLOBAL-Dynamic US Large Cap Value ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +8.95% |
| 2025 | +8.88% |
| 2024 | +12.60% |
| 2023 | +8.80% |
| 2022 (Oct–Dec) | +1.71% |
DVAL Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.2% | +1.9% | −3.4% | +3.5% | +0.5% | +2.1% | — | — | — | — | — | — |
| 2025 | +4.0% | −0.5% | −3.1% | −3.3% | +4.7% | +3.4% | +0.2% | +2.2% | +0.3% | −1.5% | +1.6% | +0.9% |
| 2024 | +0.7% | +4.1% | +6.0% | −5.6% | +2.6% | −1.1% | +5.0% | +1.6% | +1.5% | −1.2% | +7.3% | −7.8% |
| 2023 | +8.0% | −3.0% | −4.2% | +0.4% | −4.9% | +7.3% | +3.7% | −2.4% | −2.8% | −2.1% | +4.5% | +4.9% |
| 2022 | — | — | — | — | — | — | — | — | — | 0.0% | +6.9% | −4.9% |
DVAL Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 11.85%
- 3-year Sharpe ratio: 0.65 (vs 4.5% risk-free rate)
- Best month: +7.35% (Nov 2024)
- Worst month: −7.84% (Dec 2024)
DVAL Fund Flows
Monthly money in and out of BrandywineGLOBAL-Dynamic US Large Cap Value ETF, from SEC Form N-PORT.
- 12-month net flow: −$54.5M
- 12-month gross sales (incl. reinvestments): $54.0M
- Sales ÷ redemptions: 0.50×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $3.1M | $4.6M | −$1.6M |
| May 2026 | $3.0M | $10.6M | −$7.6M |
| Apr 2026 | $21.5M | $27.3M | −$5.8M |
| Mar 2026 | $0 | $3.7M | −$3.7M |
| Feb 2026 | $0 | $32.8M | −$32.8M |
| Jan 2026 | $0 | $2.9M | −$2.9M |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $14.9M | $15.6M | −$747K |
| Oct 2025 | $0 | $0 | $0 |
| Sep 2025 | $10.8M | $10.2M | $649K |
| Aug 2025 | $701K | $0 | $701K |
| Jul 2025 | $0 | $721K | −$721K |
DVAL Assets Under Management
Net assets of BrandywineGLOBAL-Dynamic US Large Cap Value ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $72.16M |
| 2026-03-31 | $81.96M |
| 2025-12-31 | $117.30M |
| 2025-09-30 | $119.28M |
| 2025-06-30 | $115.41M |
| 2025-03-31 | $110.85M |
| 2024-12-31 | $110.59M |
| 2024-09-30 | $116.32M |
| 2024-06-30 | $155.17M |
| 2024-03-31 | $165.48M |
| 2023-12-31 | $151.41M |
| 2023-09-30 | $143.90M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.