Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE)
DFSE is an actively managed ETF by Dimensional. DFSE launched on Nov 1, 2022 and has a 0.41% expense ratio.
ETF Info
| ISIN | US25434V6829 |
|---|---|
| Issuer | Dimensional |
| Inception Date | Nov 1, 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 | Blend |
Expense Ratio
DFSE features an expense ratio of 0.41%, falling within the medium range.
Share Price Chart
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Popular comparisons: DFSE vs. VEU
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dimensional Emerging Markets Sustainability Core 1 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 Sustainability Core 1 ETF had a return of 7.18% year-to-date (YTD) and 12.40% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 7.18% | 18.10% |
| 1 month | -0.91% | 1.42% |
| 6 months | 5.90% | 9.39% |
| 1 year | 12.40% | 26.58% |
| 5 years (annualized) | N/A | 13.42% |
| 10 years (annualized) | N/A | 10.88% |
Monthly Returns
The table below presents the monthly returns of DFSE, 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 | -4.41% | 4.43% | 2.07% | 0.43% | 1.95% | 2.09% | 1.17% | 0.53% | 7.18% | ||||
| 2023 | 8.35% | -5.63% | 3.82% | -0.88% | -1.13% | 4.47% | 6.24% | -5.53% | -2.73% | -3.88% | 8.57% | 3.58% | 14.66% |
| 2022 | 14.35% | -2.39% | 11.62% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DFSE is 37, 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 Sustainability Core 1 ETF (DFSE) 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 Sustainability Core 1 ETF granted a 2.07% dividend yield in the last twelve months. The annual payout for that period amounted to $0.70 per share.
| Period | TTM | 2023 | 2022 |
|---|---|---|---|
| Dividend | $0.70 | $0.65 | $0.10 |
Dividend yield | 2.07% | 2.06% | 0.36% |
Monthly Dividends
The table displays the monthly dividend distributions for Dimensional Emerging Markets Sustainability Core 1 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 | $0.02 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.00 | $0.22 | |||
| 2023 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.14 | $0.65 |
| 2022 | $0.10 | $0.10 |
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 Sustainability Core 1 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 Sustainability Core 1 ETF was 11.93%, occurring on Oct 27, 2023. Recovery took 80 trading sessions.
The current Dimensional Emerging Markets Sustainability Core 1 ETF drawdown is 3.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.93% | Aug 1, 2023 | 63 | Oct 27, 2023 | 80 | Feb 23, 2024 | 143 |
| -9.46% | Jan 27, 2023 | 33 | Mar 15, 2023 | 64 | Jun 15, 2023 | 97 |
| -9.08% | Jul 15, 2024 | 17 | Aug 6, 2024 | 9 | Aug 19, 2024 | 26 |
| -6.1% | Aug 20, 2024 | 13 | Sep 6, 2024 | — | — | — |
| -4.7% | Apr 10, 2024 | 5 | Apr 16, 2024 | 12 | May 2, 2024 | 17 |
Volatility
Volatility Chart
The current Dimensional Emerging Markets Sustainability Core 1 ETF volatility is 5.78%, 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.