- ISIN
- US25434V6829
- Issuer
- Dimensional
- Inception Date
- Nov 1, 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
- Blend
- Assets Under Management
- $637M
Share Price Chart
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Performance
DFSE Performance Chart
Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) is up 23.0% since the beginning of the year. DFSE is currently trading at $51 per share.
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Returns By Period
Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) has returned 23.03% so far this year and 42.52% over the past 12 months.
Dimensional Emerging Markets Sustainability Core 1 ETF
- 1D
- 0.10%
- 1M
- 5.56%
- YTD
- 23.03%
- 6M
- 23.96%
- 1Y
- 42.52%
- 3Y*
- 21.72%
- 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%
DFSE Monthly Returns History
Based on dividend-adjusted daily data since Nov 2, 2022, DFSE's average daily return is +0.09%, while the average monthly return is +1.84%. At this rate, an investment would double in approximately 3.2 years.
Historically, 70% of months were positive and 30% were negative. The best month was Nov 2022 with a return of +13.4%, while the worst month was Mar 2026 at -8.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DFSE closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +6.9%, while the worst single day was Jun 5, 2026 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.94% | 4.80% | -8.75% | 12.36% | 4.36% | 2.59% | 23.03% | ||||||
| 2025 | 0.69% | 0.66% | 0.50% | 0.59% | 5.08% | 7.71% | 0.18% | 4.12% | 4.27% | 2.07% | -1.72% | 1.33% | 28.22% |
| 2024 | -4.41% | 4.43% | 2.07% | 0.43% | 1.95% | 2.09% | 1.17% | 0.53% | 4.96% | -3.29% | -1.71% | -1.09% | 6.90% |
| 2023 | 8.35% | -5.64% | 3.82% | -0.88% | -1.13% | 4.47% | 6.24% | -5.53% | -2.73% | -3.88% | 8.57% | 3.58% | 14.66% |
| 2022 | 13.39% | -2.39% | 10.68% |
Benchmark Metrics
Dimensional Emerging Markets Sustainability Core 1 ETF has an annualized alpha of 7.56%, beta of 0.79, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since November 02, 2022.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (91.15%) than losses (60.98%) - typical of diversified or defensive assets.
- R2 of 0.46 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
- 7.56%
- Beta
- 0.79
- R²
- 0.46
- Upside Capture
- 91.15%
- Downside Capture
- 60.98%
Expense Ratio
DFSE has an expense ratio of 0.41%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DFSE ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) 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.
| DFSE | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 2.78 | +0.53 |
| Martin ratioReturn relative to average drawdown | 11.94 | 12.44 | -0.49 |
Dividends
Dividend History
Dimensional Emerging Markets Sustainability Core 1 ETF provided a 1.81% dividend yield over the last twelve months, with an annual payout of $0.92 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.92 | $0.94 | $0.68 | $0.65 | $0.10 |
Dividend yield | 1.81% | 2.26% | 2.06% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.00 | $0.05 | ||||||
| 2025 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.28 | $0.94 |
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.18 | $0.68 |
| 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.
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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 19.77%, occurring on Apr 8, 2025. Recovery took 42 trading sessions.
The current Dimensional Emerging Markets Sustainability Core 1 ETF drawdown is 0.02%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -19.77%Apr 2025 | 6mo 3d | 2mo 2d | 8mo 5dOct 2024 - Jun 2025 |
2026 correction2026 | -12.88%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
2023 correction2023 | -11.93%Oct 2023 | 2mo 27d | 3mo 29d | 6mo 26dAug 2023 - Feb 2024 |
2023 pullback2023 | -9.46%Mar 2023 | 1mo 17d | 3mo 2d | 4mo 19dJan 2023 - Jun 2023 |
2024 pullback2024 | -9.08%Aug 2024 | 22d | 13d | 1mo 5dJul 2024 - Aug 2024 |
Drawdown Indicators
| DFSE | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.77% | -56.78% | +37.01% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -9.10% | -3.78% |
Max Drawdown (3Y)Largest decline over 3 years | -19.77% | -18.90% | -0.87% |
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 | -0.02% | -1.80% | +1.78% |
Average DrawdownAverage peak-to-trough decline | -3.99% | -10.71% | +6.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 2.03% | +1.54% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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