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Dimensional Emerging Markets High Profitability ET...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US25434V7579

Inception Date

Apr 26, 2022

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DEHP has an expense ratio of 0.41%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

Dimensional Emerging Markets High Profitability ETF (DEHP) returned 6.42% year-to-date (YTD) and 4.89% over the past 12 months.


DEHP

YTD

6.42%

1M

4.29%

6M

4.89%

1Y

4.89%

3Y*

3.64%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of DEHP, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.41%-0.60%1.23%-0.01%4.29%6.42%
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%4.46%
20239.56%-5.77%3.19%-1.00%-2.15%4.56%4.55%-5.46%-2.07%-3.09%7.52%3.19%12.31%
20221.30%-0.05%-7.57%-0.32%-1.57%-11.13%-2.29%16.95%-3.19%-9.72%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DEHP is 24, meaning it’s performing worse than 76% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DEHP is 2424
Overall Rank
The Sharpe Ratio Rank of DEHP is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of DEHP is 2323
Sortino Ratio Rank
The Omega Ratio Rank of DEHP is 2222
Omega Ratio Rank
The Calmar Ratio Rank of DEHP is 2626
Calmar Ratio Rank
The Martin Ratio Rank of DEHP is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Dimensional Emerging Markets High Profitability ETF (DEHP) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Dimensional Emerging Markets High Profitability ETF Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.25
  • All Time: 0.22

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Dimensional Emerging Markets High Profitability ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Dimensional Emerging Markets High Profitability ETF provided a 2.27% dividend yield over the last twelve months, with an annual payout of $0.60 per share.


1.60%1.80%2.00%2.20%2.40%2.60%2.80%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.70202220232024
Dividends
Dividend Yield
PeriodTTM202420232022
Dividend$0.60$0.60$0.69$0.37

Dividend yield

2.27%2.44%2.85%1.66%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.03$0.00$0.00$0.03
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 4.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.9%May 5, 2022124Oct 31, 2022338Mar 7, 2024462
-19.13%Oct 8, 2024125Apr 8, 2025
-9.91%Jul 15, 202416Aug 5, 202437Sep 26, 202453
-4.79%Apr 10, 20248Apr 19, 20249May 2, 202417
-2.97%May 21, 202410Jun 4, 20249Jun 17, 202419
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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