JWAC's 3 EM ETFs
This is made to see how all 3 EM ETFs are performing at a quick glance.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in JWAC's 3 EM ETFs, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every year.
The earliest data available for this chart is Apr 27, 2022, corresponding to the inception date of DFEV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| JWAC's 3 EM ETFs | -3.10% | -6.16% | -7.69% | 3.87% | N/A | N/A |
| Portfolio components: | ||||||
EWX SPDR S&P Emerging Markets Small Cap ETF | -7.26% | -6.83% | -9.56% | 1.37% | 12.13% | 4.15% |
DFEVX DFA Emerging Markets Value Portfolio | -0.51% | -5.62% | -5.96% | 4.65% | 11.89% | 3.76% |
AVEM Avantis Emerging Markets Equity ETF | -1.17% | -5.74% | -7.19% | 5.93% | 9.48% | N/A |
DFEV Dimensional Emerging Markets Value ETF | -0.95% | -5.97% | -6.44% | 4.23% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of JWAC's 3 EM ETFs, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.32% | 0.45% | 0.70% | -3.89% | -3.10% | ||||||||
| 2024 | -3.29% | 3.57% | 1.42% | 1.40% | 2.42% | 1.99% | 0.30% | 0.50% | 5.25% | -2.89% | -1.39% | -1.96% | 7.18% |
| 2023 | 7.35% | -4.97% | 1.85% | 0.80% | -1.07% | 4.49% | 5.99% | -4.22% | -1.76% | -3.76% | 7.70% | 3.95% | 16.34% |
| 2022 | 0.68% | 0.05% | -6.75% | 0.58% | 0.00% | -10.02% | -0.58% | 13.54% | -1.96% | -5.91% |
Expense Ratio
JWAC's 3 EM ETFs has an expense ratio of 0.47%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JWAC's 3 EM ETFs is 31, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
EWX SPDR S&P Emerging Markets Small Cap ETF | 0.06 | 0.20 | 1.03 | 0.05 | 0.16 |
DFEVX DFA Emerging Markets Value Portfolio | 0.34 | 0.54 | 1.07 | 0.31 | 0.89 |
AVEM Avantis Emerging Markets Equity ETF | 0.31 | 0.57 | 1.07 | 0.33 | 1.01 |
DFEV Dimensional Emerging Markets Value ETF | 0.28 | 0.49 | 1.07 | 0.27 | 0.83 |
Dividends
Dividend yield
JWAC's 3 EM ETFs provided a 3.24% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.24% | 3.10% | 2.96% | 3.05% | 1.81% | 1.29% | 1.04% | 1.10% | 0.78% | 0.83% | 1.03% | 0.93% |
| Portfolio components: | ||||||||||||
EWX SPDR S&P Emerging Markets Small Cap ETF | 3.13% | 2.90% | 2.32% | 3.00% | 2.77% | 2.24% | 2.73% | 3.26% | 2.30% | 2.46% | 3.04% | 2.74% |
DFEVX DFA Emerging Markets Value Portfolio | 4.77% | 4.68% | 4.39% | 4.44% | 3.81% | 2.46% | 2.47% | 2.49% | 2.44% | 1.99% | 2.55% | 2.63% |
AVEM Avantis Emerging Markets Equity ETF | 3.21% | 3.17% | 3.06% | 2.77% | 2.61% | 1.60% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFEV Dimensional Emerging Markets Value ETF | 3.32% | 3.17% | 3.47% | 3.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the JWAC's 3 EM ETFs. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the JWAC's 3 EM ETFs was 19.06%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current JWAC's 3 EM ETFs drawdown is 11.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.06% | Oct 8, 2024 | 125 | Apr 8, 2025 | — | — | — |
| -18.2% | May 5, 2022 | 113 | Oct 14, 2022 | 165 | Jun 13, 2023 | 278 |
| -9.79% | Aug 1, 2023 | 63 | Oct 27, 2023 | 41 | Dec 27, 2023 | 104 |
| -9.46% | Jul 15, 2024 | 16 | Aug 5, 2024 | 35 | Sep 24, 2024 | 51 |
| -5.2% | Jan 2, 2024 | 11 | Jan 17, 2024 | 23 | Feb 20, 2024 | 34 |
Volatility
Volatility Chart
The current JWAC's 3 EM ETFs volatility is 10.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.06, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| EWX | DFEVX | AVEM | DFEV | |
|---|---|---|---|---|
| EWX | 1.00 | 0.82 | 0.87 | 0.88 |
| DFEVX | 0.82 | 1.00 | 0.92 | 0.94 |
| AVEM | 0.87 | 0.92 | 1.00 | 0.96 |
| DFEV | 0.88 | 0.94 | 0.96 | 1.00 |