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
US25434V3024
25434V302
Dec 2, 2020
Emerging Markets (Broad)
1x
No Index (Active)
Small-Cap
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 9.01% year-to-date (YTD) and 13.25% in the last 12 months.
DFAE
9.01%
-4.40%
1.62%
13.25%
N/A
N/A
^GSPC (Benchmark)
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Monthly Returns
The table below presents the monthly returns of DFAE, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.77% | 3.92% | 2.66% | 0.36% | 2.02% | 2.92% | 0.81% | 0.77% | 5.26% | -3.54% | 9.01% | ||
| 2023 | 8.61% | -6.46% | 3.37% | -0.39% | -1.70% | 4.86% | 5.84% | -5.60% | -2.52% | -3.68% | 7.22% | 3.84% | 12.63% |
| 2022 | -0.00% | -2.30% | -1.62% | -5.64% | 0.40% | -6.31% | -0.39% | -0.95% | -10.97% | -1.64% | 15.03% | -2.72% | -17.52% |
| 2021 | 2.14% | 2.35% | -0.03% | 2.67% | 2.29% | 0.79% | -5.62% | 2.11% | -3.81% | 1.06% | -3.30% | 3.31% | 3.53% |
| 2020 | 4.85% | 4.85% |
Expense Ratio
DFAE features an expense ratio of 0.35%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFAE is 30, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 provided a 2.09% dividend yield over the last twelve months, with an annual payout of $0.54 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|
| Dividend | $0.54 | $0.59 | $0.63 | $0.45 | $0.00 |
Dividend yield | 2.09% | 2.43% | 2.85% | 1.64% | 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.45 | |
| 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 | $0.59 |
| 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 | $0.63 |
| 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 | $0.45 |
| 2020 | $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 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. Recovery took 483 trading sessions.
The current Dimensional Emerging Core Equity Market ETF drawdown is 8.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.21% | Jun 3, 2021 | 352 | Oct 24, 2022 | 483 | Sep 26, 2024 | 835 |
| -9.09% | Oct 8, 2024 | 29 | Nov 15, 2024 | — | — | — |
| -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 |
Volatility
Volatility Chart
The current Dimensional Emerging Core Equity Market ETF volatility is 4.70%, 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.