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DEHP vs. ESGE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DEHP vs. ESGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Emerging Markets High Profitability ETF (DEHP) and iShares ESG Aware MSCI EM ETF (ESGE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DEHP achieves a 39.55% return, which is significantly higher than ESGE's 29.55% return.


DEHP

1D
1.08%
1M
9.87%
YTD
39.55%
6M
41.30%
1Y
69.20%
3Y*
26.84%
5Y*
10Y*

ESGE

1D
0.41%
1M
8.95%
YTD
29.55%
6M
31.12%
1Y
54.89%
3Y*
25.08%
5Y*
7.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEHP vs. ESGE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DEHP
Dimensional Emerging Markets High Profitability ETF
39.55%32.86%4.47%12.31%-9.73%
ESGE
iShares ESG Aware MSCI EM ETF
29.55%35.86%6.63%9.51%-7.52%

Correlation

The correlation between DEHP and ESGE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2022

0.96

The correlation between DEHP and ESGE has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

DEHP vs. ESGE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEHP
DEHP Risk / Return Rank: 8989
Overall Rank
DEHP Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DEHP Sortino Ratio Rank: 8686
Sortino Ratio Rank
DEHP Omega Ratio Rank: 8989
Omega Ratio Rank
DEHP Calmar Ratio Rank: 9090
Calmar Ratio Rank
DEHP Martin Ratio Rank: 9090
Martin Ratio Rank

ESGE
ESGE Risk / Return Rank: 7979
Overall Rank
ESGE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ESGE Sortino Ratio Rank: 7474
Sortino Ratio Rank
ESGE Omega Ratio Rank: 8282
Omega Ratio Rank
ESGE Calmar Ratio Rank: 7979
Calmar Ratio Rank
ESGE Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DEHP vs. ESGE - Risk-Adjusted Trends 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.

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.


DEHPESGEDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.54

1.47

+0.07

Calmar ratioReturn relative to maximum drawdown

5.29

3.97

+1.32

Martin ratioReturn relative to average drawdown

20.02

14.85

+5.16

DEHP vs. ESGE - Sharpe Ratio Comparison

The current DEHP Sharpe Ratio is 2.95, which is comparable to the ESGE Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of DEHP and ESGE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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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Drawdown Indicators


DEHPESGEDifference

Max Drawdown

Largest peak-to-trough decline

-22.90%

-41.07%

+18.17%

Max Drawdown (1Y)

Largest decline over 1 year

-13.16%

-13.90%

+0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

-16.71%

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-39.18%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.73%

-14.41%

+8.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

3.71%

-0.24%

Volatility

DEHP vs. ESGE - Volatility Comparison

Dimensional Emerging Markets High Profitability ETF (DEHP) has a higher volatility of 12.96% compared to iShares ESG Aware MSCI EM ETF (ESGE) at 10.79%. 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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Volatility by Period


DEHPESGEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.96%

10.79%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

21.55%

19.79%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

23.65%

22.06%

+1.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.30%

19.55%

-0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.30%

20.11%

-0.81%

DEHP vs. ESGE - Expense Ratio Comparison

DEHP has a 0.41% expense ratio, which is higher than ESGE's 0.25% expense ratio.


Dividends

DEHP vs. ESGE - Dividend Comparison

DEHP's dividend yield for the trailing twelve months is around 1.28%, less than ESGE's 2.00% yield.


PositionTTM2025202420232022202120202019201820172016
DEHP
Dimensional Emerging Markets High Profitability ETF
1.28%1.73%2.44%2.84%1.65%0.00%0.00%0.00%0.00%0.00%0.00%
ESGE
iShares ESG Aware MSCI EM ETF
2.00%2.50%2.41%2.64%2.68%2.66%1.31%2.59%2.19%1.86%0.27%

Frequently Asked Questions


With a correlation of 0.95, DEHP and ESGE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DEHP has higher volatility (12.96%) compared to ESGE (10.79%). In terms of maximum drawdown, DEHP dropped -22.90% vs ESGE's -41.07%.

On 3-year performance, DEHP leads with 26.84% vs 25.08% for ESGE. On fees, ESGE is cheaper at 0.25% per year. On volatility, ESGE has been the lower-risk option at 10.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DEHP has performed better with a 26.84% return vs 25.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ESGE is cheaper with a 0.25% expense ratio, compared with 0.41% for DEHP.

ESGE has the higher dividend yield at 2.00%, compared with 1.28% for DEHP.

DEHP is categorized as Emerging Markets Diversified, while ESGE is Emerging Markets Equities. They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.41% for DEHP and 0.25% for ESGE.

DEHP currently has the higher Sharpe Ratio (2.95 vs 2.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DEHP and ESGE

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