Dimensional Emerging Core Equity Market ETF (DFAE)
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
| ISIN | US25434V3024 |
|---|---|
| CUSIP | 25434V302 |
| Issuer | Dimensional Fund Advisors LP |
| Inception Date | Dec 2, 2020 |
| Region | Emerging Markets (Broad) |
| Category | Actively Managed, Emerging Markets Equities |
| Index Tracked | No Index (Active) |
| Home Page | us.dimensional.com |
| Asset Class | Equity |
Asset Class Size | Small-Cap |
Expense Ratio
The Dimensional Emerging Core Equity Market ETF has a high expense ratio of 0.35%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dimensional Emerging Core Equity Market ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Dimensional Emerging Core Equity Market ETF had a return of 1.87% year-to-date (YTD) and 12.37% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 1.87% | 6.33% |
| 1 month | -0.41% | -2.81% |
| 6 months | 13.21% | 21.13% |
| 1 year | 12.37% | 24.56% |
| 5 years (annualized) | N/A | 11.55% |
| 10 years (annualized) | N/A | 10.55% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.77% | 3.92% | 2.66% | |||||||||
| 2023 | -2.52% | -3.68% | 7.22% | 3.84% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Dimensional Emerging Core Equity Market ETF(DFAE)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Dimensional Emerging Core Equity Market ETF (DFAE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Dimensional Emerging Core Equity Market ETF granted a 2.39% dividend yield in the last twelve months. The annual payout for that period amounted to $0.59 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | $0.59 | $0.59 | $0.63 | $0.45 | $0.00 |
Dividend yield | 2.39% | 2.43% | 2.85% | 1.63% | 0.01% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional Emerging Core Equity Market 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.03 | |||||||||
| 2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.09 |
| 2022 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.16 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.15 |
| 2020 | $0.00 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Dimensional Emerging Core Equity Market 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 Core Equity Market ETF was 32.21%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current Dimensional Emerging Core Equity Market ETF drawdown is 12.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.21% | Jun 3, 2021 | 352 | Oct 24, 2022 | — | — | — |
| -8.78% | Feb 18, 2021 | 25 | Mar 24, 2021 | 47 | Jun 1, 2021 | 72 |
| -5.43% | Jan 22, 2021 | 6 | Jan 29, 2021 | 7 | Feb 9, 2021 | 13 |
| -2.34% | Dec 18, 2020 | 3 | Dec 22, 2020 | 4 | Dec 29, 2020 | 7 |
| -1.45% | Jan 15, 2021 | 1 | Jan 15, 2021 | 1 | Jan 19, 2021 | 2 |
Volatility
Volatility Chart
The current Dimensional Emerging Core Equity Market ETF volatility is 3.58%, 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.