Dimensional Emerging Markets Core Equity 2 ETF (DFEM)

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The chart shows the growth of an initial investment of $10,000 in Dimensional Emerging Markets Core Equity 2 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Dimensional Emerging Markets Core Equity 2 ETF (DFEM) has returned 4.52% so far this year and 42.52% over the past 12 months.

Based on dividend-adjusted daily data since Apr 27, 2022, DFEM's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +15.9%, while the worst month was Sep 2022 at -11.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DFEM closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +6.8%, while the worst single day was Apr 4, 2025 at -5.3%.

Dimensional Emerging Markets Core Equity 2 ETF has an annualized alpha of 3.22%, beta of 0.68, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since April 28, 2022.

• This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (74.02%) than losses (72.58%) — typical of diversified or defensive assets.
• Beta of 0.68 may look defensive, but with R² of 0.48 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R² of 0.48 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

DFEM has an expense ratio of 0.39%, placing it in the medium range.

DFEM ranks 80 for risk / return — in the top 80% 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.

The table below present risk-adjusted performance metrics for Dimensional Emerging Markets Core Equity 2 ETF (DFEM) and compare them to a chosen benchmark (S&P 500 Index).

Dimensional Emerging Markets Core Equity 2 ETF provided a 2.18% dividend yield over the last twelve months, with an annual payout of $0.75 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for Dimensional Emerging Markets Core Equity 2 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Dimensional Emerging Markets Core Equity 2 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 Core Equity 2 ETF was 20.82%, occurring on Oct 24, 2022. Recovery took 190 trading sessions.

The current Dimensional Emerging Markets Core Equity 2 ETF drawdown is 9.20%.

The chart below shows the rolling one-month volatility.