DEHP vs. ESGE
Compare and contrast key facts about Dimensional Emerging Markets High Profitability ETF (DEHP) and iShares ESG Aware MSCI EM ETF (ESGE).
DEHP and ESGE 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. ESGE is a passively managed fund by iShares that tracks the performance of the MSCI EM Extended ESG Focus Index. It was launched on Jun 28, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEHP or ESGE.
Key characteristics
| DEHP | ESGE | |
|---|---|---|
| YTD Return | 5.94% | 7.39% |
| 1Y Return | 11.18% | 13.18% |
| Sharpe Ratio | 0.77 | 0.84 |
| Daily Std Dev | 14.12% | 14.83% |
| Max Drawdown | -22.90% | -41.07% |
| Current Drawdown | -5.55% | -21.16% |
Correlation
The correlation between DEHP and ESGE is 0.96, 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.
Performance
DEHP vs. ESGE - Performance Comparison
In the year-to-date period, DEHP achieves a 5.94% return, which is significantly lower than ESGE's 7.39% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DEHP vs. ESGE - Expense Ratio Comparison
DEHP has a 0.41% expense ratio, which is higher than ESGE's 0.25% expense ratio.
Risk-Adjusted Performance
DEHP vs. ESGE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets High Profitability ETF (DEHP) and iShares ESG Aware MSCI EM ETF (ESGE). 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.
Dividends
DEHP vs. ESGE - Dividend Comparison
DEHP's dividend yield for the trailing twelve months is around 2.31%, less than ESGE's 2.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
DEHP Dimensional Emerging Markets High Profitability ETF | 2.31% | 2.84% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ESGE iShares ESG Aware MSCI EM ETF | 2.55% | 2.64% | 2.68% | 2.66% | 1.31% | 2.59% | 2.19% | 1.86% | 0.27% |
Drawdowns
DEHP vs. ESGE - Drawdown Comparison
The maximum DEHP drawdown since its inception was -22.90%, smaller than the maximum ESGE drawdown of -41.07%. Use the drawdown chart below to compare losses from any high point for DEHP and ESGE. For additional features, visit the drawdowns tool.
Volatility
DEHP vs. ESGE - Volatility Comparison
Dimensional Emerging Markets High Profitability ETF (DEHP) and iShares ESG Aware MSCI EM ETF (ESGE) have volatilities of 4.27% and 4.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.