Correlation
The correlation between DEHP and ESGE 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. 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.
Performance
DEHP vs. ESGE - Performance Comparison
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Key characteristics
DEHP:
0.25
ESGE:
0.70
DEHP:
0.39
ESGE:
0.97
DEHP:
1.05
ESGE:
1.12
DEHP:
0.18
ESGE:
0.41
DEHP:
0.50
ESGE:
2.00
DEHP:
6.81%
ESGE:
5.69%
DEHP:
19.35%
ESGE:
19.37%
DEHP:
-22.90%
ESGE:
-41.07%
DEHP:
-4.42%
ESGE:
-14.14%
Returns By Period
In the year-to-date period, DEHP achieves a 6.42% return, which is significantly lower than ESGE's 9.67% return.
DEHP
6.42%
4.29%
4.89%
4.89%
3.64%
N/A
N/A
ESGE
9.67%
4.15%
7.73%
13.40%
4.71%
6.35%
N/A
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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 Rank
DEHP
ESGE
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.
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Dividends
DEHP vs. ESGE - Dividend Comparison
DEHP's dividend yield for the trailing twelve months is around 2.27%, more than ESGE's 2.19% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ESGE iShares ESG Aware MSCI EM ETF | 2.19% | 2.40% | 2.65% | 2.68% | 2.66% | 1.31% | 2.59% | 2.18% | 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.
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Volatility
DEHP vs. ESGE - Volatility Comparison
Dimensional Emerging Markets High Profitability ETF (DEHP) has a higher volatility of 4.92% compared to iShares ESG Aware MSCI EM ETF (ESGE) at 4.54%. This indicates that DEHP's price experiences larger fluctuations and is considered to be riskier than ESGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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