Correlation
The correlation between DEHP and VWO is 0.62, 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. VWO
Compare and contrast key facts about Dimensional Emerging Markets High Profitability ETF (DEHP) and Vanguard FTSE Emerging Markets ETF (VWO).
DEHP and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEHP or VWO.
Performance
DEHP vs. VWO - Performance Comparison
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Key characteristics
DEHP:
0.25
VWO:
0.63
DEHP:
0.39
VWO:
0.89
DEHP:
1.05
VWO:
1.12
DEHP:
0.18
VWO:
0.52
DEHP:
0.50
VWO:
1.72
DEHP:
6.81%
VWO:
5.83%
DEHP:
19.35%
VWO:
18.56%
DEHP:
-22.90%
VWO:
-67.68%
DEHP:
-4.42%
VWO:
-4.90%
Returns By Period
In the year-to-date period, DEHP achieves a 6.42% return, which is significantly lower than VWO's 6.83% return.
DEHP
6.42%
4.29%
4.89%
4.89%
3.64%
N/A
N/A
VWO
6.83%
3.87%
5.73%
11.65%
6.16%
7.97%
4.03%
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DEHP vs. VWO - Expense Ratio Comparison
DEHP has a 0.41% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
DEHP vs. VWO — Risk-Adjusted Performance Rank
DEHP
VWO
DEHP vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets High Profitability ETF (DEHP) and Vanguard FTSE Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
DEHP's dividend yield for the trailing twelve months is around 2.27%, less than VWO's 3.01% 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% |
VWO Vanguard FTSE Emerging Markets ETF | 3.01% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
Drawdowns
DEHP vs. VWO - Drawdown Comparison
The maximum DEHP drawdown since its inception was -22.90%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for DEHP and VWO.
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Volatility
DEHP vs. VWO - Volatility Comparison
Dimensional Emerging Markets High Profitability ETF (DEHP) has a higher volatility of 4.92% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 4.29%. This indicates that DEHP's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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