DAADX vs. XCEM
Compare and contrast key facts about DFA Emerging Markets ex China Core Equity Portfolio (DAADX) and Columbia EM Core ex-China ETF (XCEM).
DAADX is managed by Dimensional. It was launched on Nov 14, 2021. XCEM is a passively managed fund by Ameriprise Financial that tracks the performance of the MSCI Emerging Markets ex China Index. It was launched on Sep 2, 2015.
Performance
DAADX vs. XCEM - Performance Comparison
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DAADX vs. XCEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 5.71% | 27.59% | 3.44% | 24.58% | -15.81% | 0.20% |
XCEM Columbia EM Core ex-China ETF | 7.38% | 34.05% | 0.42% | 19.96% | -17.59% | -0.84% |
Returns By Period
In the year-to-date period, DAADX achieves a 5.71% return, which is significantly lower than XCEM's 7.38% return.
DAADX
- 1D
- 2.51%
- 1M
- -9.55%
- YTD
- 5.71%
- 6M
- 12.68%
- 1Y
- 36.94%
- 3Y*
- 18.36%
- 5Y*
- —
- 10Y*
- —
XCEM
- 1D
- 0.93%
- 1M
- -7.91%
- YTD
- 7.38%
- 6M
- 16.57%
- 1Y
- 43.07%
- 3Y*
- 17.87%
- 5Y*
- 7.54%
- 10Y*
- 10.01%
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DAADX vs. XCEM - Expense Ratio Comparison
DAADX has a 0.43% expense ratio, which is higher than XCEM's 0.16% expense ratio.
Return for Risk
DAADX vs. XCEM — Risk / Return Rank
DAADX
XCEM
DAADX vs. XCEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets ex China Core Equity Portfolio (DAADX) and Columbia EM Core ex-China ETF (XCEM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DAADX | XCEM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.40 | 2.14 | +0.25 |
Sortino ratioReturn per unit of downside risk | 2.99 | 2.82 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.41 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.65 | 3.06 | -0.41 |
Martin ratioReturn relative to average drawdown | 10.55 | 12.61 | -2.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DAADX | XCEM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.40 | 2.14 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.44 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.52 | +0.15 |
Correlation
The correlation between DAADX and XCEM is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DAADX vs. XCEM - Dividend Comparison
DAADX's dividend yield for the trailing twelve months is around 2.37%, less than XCEM's 3.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAADX DFA Emerging Markets ex China Core Equity Portfolio | 2.37% | 2.28% | 2.64% | 2.82% | 3.02% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XCEM Columbia EM Core ex-China ETF | 3.03% | 3.25% | 2.76% | 1.22% | 2.42% | 1.94% | 1.63% | 2.11% | 2.70% | 9.56% | 1.24% | 2.63% |
Drawdowns
DAADX vs. XCEM - Drawdown Comparison
The maximum DAADX drawdown since its inception was -24.98%, smaller than the maximum XCEM drawdown of -41.24%. Use the drawdown chart below to compare losses from any high point for DAADX and XCEM.
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Drawdown Indicators
| DAADX | XCEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.98% | -41.24% | +16.26% |
Max Drawdown (1Y)Largest decline over 1 year | -13.14% | -14.46% | +1.32% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.67% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.24% | — |
Current DrawdownCurrent decline from peak | -10.96% | -10.16% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -6.94% | -8.70% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 3.51% | -0.20% |
Volatility
DAADX vs. XCEM - Volatility Comparison
The current volatility for DFA Emerging Markets ex China Core Equity Portfolio (DAADX) is 9.19%, while Columbia EM Core ex-China ETF (XCEM) has a volatility of 10.37%. This indicates that DAADX experiences smaller price fluctuations and is considered to be less risky than XCEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAADX | XCEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.19% | 10.37% | -1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 12.44% | 15.60% | -3.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.07% | 20.21% | -4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.92% | 17.15% | -3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.92% | 19.53% | -5.61% |