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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dimensional Emerging Markets High Profitability ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Dimensional Emerging Markets High Profitability ETF (DEHP) has returned 4.92% so far this year and 36.60% over the past 12 months.
Dimensional Emerging Markets High Profitability ETF
- 1D
- 3.91%
- 1M
- -8.82%
- YTD
- 4.92%
- 6M
- 11.10%
- 1Y
- 36.60%
- 3Y*
- 15.36%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Apr 27, 2022, DEHP's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.
Historically, 52% of months were positive and 48% were negative. The best month was Nov 2022 with a return of +17.0%, while the worst month was Sep 2022 at -11.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.
On a daily basis, DEHP closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +6.7%, while the worst single day was Apr 4, 2025 at -5.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.28% | 6.27% | -8.82% | 4.92% | |||||||||
| 2025 | 1.41% | -0.60% | 1.23% | -0.01% | 4.29% | 7.27% | 0.71% | 3.40% | 5.54% | 4.76% | -1.55% | 2.67% | 32.86% |
| 2024 | -4.16% | 4.00% | 2.84% | -0.44% | 2.85% | 3.21% | -0.42% | 0.19% | 4.46% | -4.39% | -1.81% | -1.44% | 4.47% |
| 2023 | 9.56% | -5.77% | 3.19% | -1.00% | -2.15% | 4.56% | 4.55% | -5.46% | -2.07% | -3.09% | 7.52% | 3.19% | 12.31% |
| 2022 | 1.30% | -0.05% | -7.57% | -0.32% | -1.57% | -11.13% | -2.29% | 16.95% | -3.19% | -9.73% |
Benchmark Metrics
Dimensional Emerging Markets High Profitability ETF has an annualized alpha of 2.48%, beta of 0.71, and R² of 0.47 versus S&P 500 Index. Calculated based on daily prices since April 28, 2022.
- This ETF participated in 76.47% of S&P 500 Index downside but only 74.82% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.47 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 2.48%
- Beta
- 0.71
- R²
- 0.47
- Upside Capture
- 74.82%
- Downside Capture
- 76.47%
Expense Ratio
DEHP has an expense ratio of 0.41%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DEHP ranks 86 for risk / return — in the top 86% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dimensional Emerging Markets High Profitability ETF (DEHP) and compare them to a chosen benchmark (S&P 500 Index).
| DEHP | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 0.90 | +0.90 |
Sortino ratioReturn per unit of downside risk | 2.41 | 1.39 | +1.02 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.73 | 1.40 | +1.33 |
Martin ratioReturn relative to average drawdown | 10.82 | 6.61 | +4.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DEHP risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Dimensional Emerging Markets High Profitability ETF provided a 1.71% dividend yield over the last twelve months, with an annual payout of $0.58 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.58 | $0.56 | $0.60 | $0.69 | $0.37 |
Dividend yield | 1.71% | 1.73% | 2.44% | 2.84% | 1.65% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional Emerging Markets High Profitability ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.05 | $0.05 | |||||||||
| 2025 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.09 | $0.56 |
| 2024 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.13 | $0.60 |
| 2023 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.10 | $0.69 |
| 2022 | $0.08 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.18 | $0.37 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Dimensional Emerging Markets High Profitability ETF. 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 Dimensional Emerging Markets High Profitability ETF was 22.90%, occurring on Oct 31, 2022. Recovery took 338 trading sessions.
The current Dimensional Emerging Markets High Profitability ETF drawdown is 9.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.9% | May 5, 2022 | 124 | Oct 31, 2022 | 338 | Mar 7, 2024 | 462 |
| -19.14% | Oct 8, 2024 | 125 | Apr 8, 2025 | 43 | Jun 10, 2025 | 168 |
| -13.16% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -9.91% | Jul 15, 2024 | 16 | Aug 5, 2024 | 37 | Sep 26, 2024 | 53 |
| -4.82% | Nov 4, 2025 | 13 | Nov 20, 2025 | 24 | Dec 26, 2025 | 37 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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