- ISIN
- US25434V7405
- Issuer
- Dimensional
- Inception Date
- Apr 26, 2022
- Region
- Emerging Markets (Broad)
- Category
- Emerging Markets Diversified
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $2B
Share Price Chart
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Performance
DFEV Performance Chart
Dimensional Emerging Markets Value ETF (DFEV) is up 32.5% since the beginning of the year. DFEV is currently trading at $45 per share.
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Returns By Period
Dimensional Emerging Markets Value ETF (DFEV) has returned 32.51% so far this year and 58.26% over the past 12 months.
Dimensional Emerging Markets Value ETF
- 1D
- 0.43%
- 1M
- 7.74%
- YTD
- 32.51%
- 6M
- 34.31%
- 1Y
- 58.26%
- 3Y*
- 26.68%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
DFEV Monthly Returns History
Based on dividend-adjusted daily data since Apr 27, 2022, DFEV's average daily return is +0.07%, while the average monthly return is +1.52%. At this rate, an investment would double in approximately 3.8 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2022 with a return of +13.7%, while the worst month was Sep 2022 at -10.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DFEV closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Jun 5, 2026 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.60% | 6.33% | -8.08% | 12.13% | 7.45% | 3.62% | 32.51% | ||||||
| 2025 | 0.84% | 1.17% | 1.36% | -0.81% | 5.48% | 6.94% | 0.30% | 2.53% | 4.67% | 4.52% | -0.72% | 2.57% | 32.54% |
| 2024 | -2.68% | 3.36% | 2.52% | 1.72% | 2.52% | 2.35% | 0.07% | 0.18% | 4.67% | -3.55% | -1.60% | -2.15% | 7.26% |
| 2023 | 6.72% | -5.18% | 2.17% | 2.15% | -2.05% | 5.07% | 6.11% | -5.30% | -1.28% | -4.31% | 6.98% | 4.65% | 15.52% |
| 2022 | 1.38% | -0.37% | -6.69% | 0.21% | -0.38% | -10.18% | -0.13% | 13.65% | -2.10% | -6.08% |
Benchmark Metrics
Dimensional Emerging Markets Value ETF has an annualized alpha of 8.86%, beta of 0.66, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since April 27, 2022.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (82.32%) than losses (57.02%) - typical of diversified or defensive assets.
- Beta of 0.66 may look defensive, but with R2 of 0.45 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 0.45 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 8.86%
- Beta
- 0.66
- R²
- 0.45
- Upside Capture
- 82.32%
- Downside Capture
- 57.02%
Expense Ratio
DFEV has an expense ratio of 0.43%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DFEV ranks 90 for risk / return — in the top 90% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dimensional Emerging Markets Value ETF (DFEV) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DFEV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.37 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 5.16 | 2.78 | +2.37 |
| Martin ratioReturn relative to average drawdown | 18.53 | 12.44 | +6.09 |
Dividends
Dividend History
Dimensional Emerging Markets Value ETF provided a 1.98% dividend yield over the last twelve months, with an annual payout of $0.88 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.88 | $0.91 | $0.83 | $0.87 | $0.76 |
Dividend yield | 1.98% | 2.69% | 3.17% | 3.47% | 3.35% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional Emerging Markets Value 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.03 | ||||||
| 2025 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.20 | $0.91 |
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.22 | $0.83 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.15 | $0.87 |
| 2022 | $0.13 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.21 | $0.76 |
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 Value 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 Value ETF was 18.49%, occurring on Oct 31, 2022. Recovery took 155 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -18.49%Oct 2022 | 5mo 29d | 7mo 16d | 1y 1moMay 2022 - Jun 2023 |
2025 selloff2025 | -17.94%Apr 2025 | 6mo 2d | 1mo 27d | 7mo 29dOct 2024 - Jun 2025 |
2026 correction2026 | -11.35%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
2023 correction2023 | -10.74%Oct 2023 | 2mo 27d | 2mo 2d | 4mo 29dAug 2023 - Dec 2023 |
2024 pullback2024 | -9.35%Aug 2024 | 21d | 1mo 20d | 2mo 11dJul 2024 - Sep 2024 |
Drawdown Indicators
| DFEV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.49% | -56.78% | +38.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.35% | -9.10% | -2.25% |
Max Drawdown (3Y)Largest decline over 3 years | -17.94% | -18.90% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -4.63% | -10.71% | +6.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.03% | +1.12% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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