Dimensional Emerging Markets Value ETF (DFEV)
DFEV is an actively managed ETF by Dimensional. DFEV launched on Apr 26, 2022 and has a 0.43% expense ratio.
ETF Info
| ISIN | US25434V7405 |
|---|---|
| Issuer | Dimensional |
| Inception Date | Apr 26, 2022 |
| Region | Emerging Markets (Broad) |
| Category | Emerging Markets Diversified |
| Leveraged | 1x |
| Index Tracked | No Index (Active) |
| Asset Class | Multi-Asset |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
DFEV features an expense ratio of 0.43%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: DFEV vs. AVES, DFEV vs. SCHG, DFEV vs. DGS
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dimensional Emerging Markets Value 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 Markets Value ETF had a return of 9.17% year-to-date (YTD) and 14.80% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 9.17% | 18.13% |
| 1 month | -0.45% | 1.45% |
| 6 months | 7.27% | 8.81% |
| 1 year | 14.80% | 26.52% |
| 5 years (annualized) | N/A | 13.43% |
| 10 years (annualized) | N/A | 10.88% |
Monthly Returns
The table below presents the monthly returns of DFEV, 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 | -2.68% | 3.36% | 2.52% | 1.72% | 2.52% | 2.35% | 0.07% | 0.18% | 9.17% | ||||
| 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 | 0.71% | -0.37% | -6.69% | 0.21% | -0.39% | -10.18% | -0.13% | 13.65% | -2.10% | -6.71% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFEV is 44, 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 Markets Value ETF (DFEV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Dimensional Emerging Markets Value ETF granted a 2.83% dividend yield in the last twelve months. The annual payout for that period amounted to $0.76 per share.
| Period | TTM | 2023 | 2022 |
|---|---|---|---|
| Dividend | $0.76 | $0.87 | $0.76 |
Dividend yield | 2.83% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.38 | $0.61 | |||
| 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.
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.
The current Dimensional Emerging Markets Value ETF drawdown is 3.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.49% | May 5, 2022 | 124 | Oct 31, 2022 | 155 | Jun 14, 2023 | 279 |
| -10.74% | Aug 1, 2023 | 63 | Oct 27, 2023 | 42 | Dec 28, 2023 | 105 |
| -9.36% | Jul 15, 2024 | 16 | Aug 5, 2024 | — | — | — |
| -5.71% | Jan 2, 2024 | 11 | Jan 17, 2024 | 22 | Feb 16, 2024 | 33 |
| -4.66% | Apr 10, 2024 | 5 | Apr 16, 2024 | 9 | Apr 29, 2024 | 14 |
Volatility
Volatility Chart
The current Dimensional Emerging Markets Value ETF volatility is 4.09%, 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.