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Dimensional Emerging Core Equity Market ETF (DFAE)

ETF · Currency in USD · Last updated May 21, 2022

DFAE is an actively managed ETF by Dimensional Fund Advisors LP. DFAE launched on Dec 2, 2020 and has a 0.35% expense ratio.

ETF Info

Trading Data

  • Previous Close$24.05
  • Year Range$23.10 - $29.62
  • EMA (50)$25.02
  • EMA (200)$26.63
  • Average Volume$633.32K

DFAEShare Price Chart


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DFAEPerformance

The chart shows the growth of $10,000 invested in Dimensional Emerging Core Equity Market ETF on Dec 3, 2020 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $9,416 for a total return of roughly -5.84%. All prices are adjusted for splits and dividends.


DFAE (Dimensional Emerging Core Equity Market ETF)
Benchmark (^GSPC)

DFAEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-6.38%-12.57%
YTD-12.10%-18.14%
6M-12.41%-17.07%
1Y-14.47%-5.21%
5Y-4.02%4.28%
10Y-4.02%4.28%

DFAEMonthly Returns Heatmap


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DFAESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Dimensional Emerging Core Equity Market ETF Sharpe ratio is -0.75. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


DFAE (Dimensional Emerging Core Equity Market ETF)
Benchmark (^GSPC)

DFAEDividend History

Dimensional Emerging Core Equity Market ETF granted a 2.09% dividend yield in the last twelve months, as of May 21, 2022. The annual payout for that period amounted to $0.50 per share.


PeriodTTM20212020
Dividend$0.50$0.45$0.00

Dividend yield

2.09%1.63%0.01%

DFAEDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


DFAE (Dimensional Emerging Core Equity Market ETF)
Benchmark (^GSPC)

DFAEWorst Drawdowns

The table below shows the maximum drawdowns of the Dimensional Emerging Core Equity Market ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Dimensional Emerging Core Equity Market ETF is 22.00%, recorded on May 12, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22%Jun 3, 2021239May 12, 2022
-8.78%Feb 18, 202125Mar 24, 202147Jun 1, 202172
-5.43%Jan 22, 20216Jan 29, 20217Feb 9, 202113
-2.34%Dec 18, 20203Dec 22, 20204Dec 29, 20207
-1.45%Jan 15, 20211Jan 15, 20211Jan 19, 20212
-1.17%Jan 11, 20211Jan 11, 20213Jan 14, 20214
-0.87%Dec 11, 20202Dec 14, 20201Dec 15, 20203
-0.87%Jan 6, 20211Jan 6, 20211Jan 7, 20212
-0.8%Dec 7, 20203Dec 9, 20201Dec 10, 20204
-0.55%Dec 3, 20201Dec 3, 20201Dec 4, 20202

DFAEVolatility Chart

Current Dimensional Emerging Core Equity Market ETF volatility is 24.62%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


DFAE (Dimensional Emerging Core Equity Market ETF)
Benchmark (^GSPC)

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