Correlation
The correlation between DEHP and EFV is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
DEHP vs. EFV
Compare and contrast key facts about Dimensional Emerging Markets High Profitability ETF (DEHP) and iShares MSCI EAFE Value ETF (EFV).
DEHP and EFV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEHP is an actively managed fund by Dimensional. It was launched on Apr 26, 2022. EFV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Value Index. It was launched on Aug 1, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEHP or EFV.
Performance
DEHP vs. EFV - Performance Comparison
Loading data...
Key characteristics
DEHP:
0.25
EFV:
1.19
DEHP:
0.39
EFV:
1.62
DEHP:
1.05
EFV:
1.23
DEHP:
0.18
EFV:
1.38
DEHP:
0.50
EFV:
4.63
DEHP:
6.81%
EFV:
4.10%
DEHP:
19.35%
EFV:
16.71%
DEHP:
-22.90%
EFV:
-63.94%
DEHP:
-4.42%
EFV:
-0.53%
Returns By Period
In the year-to-date period, DEHP achieves a 6.42% return, which is significantly lower than EFV's 21.29% return.
DEHP
6.42%
4.29%
4.89%
4.89%
3.64%
N/A
N/A
EFV
21.29%
4.40%
18.23%
19.74%
13.64%
14.62%
5.44%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DEHP vs. EFV - Expense Ratio Comparison
DEHP has a 0.41% expense ratio, which is higher than EFV's 0.39% expense ratio.
Risk-Adjusted Performance
DEHP vs. EFV — Risk-Adjusted Performance Rank
DEHP
EFV
DEHP vs. EFV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets High Profitability ETF (DEHP) and iShares MSCI EAFE Value ETF (EFV). 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.
Loading data...
Dividends
DEHP vs. EFV - Dividend Comparison
DEHP's dividend yield for the trailing twelve months is around 2.27%, less than EFV's 3.85% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEHP Dimensional Emerging Markets High Profitability ETF | 2.27% | 2.44% | 2.85% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFV iShares MSCI EAFE Value ETF | 3.85% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% | 4.87% |
Drawdowns
DEHP vs. EFV - Drawdown Comparison
The maximum DEHP drawdown since its inception was -22.90%, smaller than the maximum EFV drawdown of -63.94%. Use the drawdown chart below to compare losses from any high point for DEHP and EFV.
Loading data...
Volatility
DEHP vs. EFV - Volatility Comparison
Dimensional Emerging Markets High Profitability ETF (DEHP) has a higher volatility of 4.92% compared to iShares MSCI EAFE Value ETF (EFV) at 3.00%. This indicates that DEHP's price experiences larger fluctuations and is considered to be riskier than EFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...