DFAE vs. ECNS
Compare and contrast key facts about Dimensional Emerging Core Equity Market ETF (DFAE) and iShares MSCI China Small-Cap ETF (ECNS).
DFAE and ECNS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFAE is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Dec 2, 2020. ECNS is a passively managed fund by iShares that tracks the performance of the MSCI China Small Cap Index. It was launched on Sep 28, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFAE or ECNS.
Performance
DFAE vs. ECNS - Performance Comparison
Returns By Period
In the year-to-date period, DFAE achieves a 9.35% return, which is significantly higher than ECNS's 2.36% return.
DFAE
9.35%
-4.95%
0.92%
12.68%
N/A
N/A
ECNS
2.36%
-4.59%
-2.24%
-2.85%
-4.35%
-2.49%
Key characteristics
| DFAE | ECNS | |
|---|---|---|
| Sharpe Ratio | 0.93 | -0.02 |
| Sortino Ratio | 1.38 | 0.22 |
| Omega Ratio | 1.17 | 1.03 |
| Calmar Ratio | 0.73 | -0.01 |
| Martin Ratio | 4.56 | -0.05 |
| Ulcer Index | 3.07% | 13.69% |
| Daily Std Dev | 14.97% | 34.09% |
| Max Drawdown | -32.21% | -63.43% |
| Current Drawdown | -7.96% | -54.30% |
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DFAE vs. ECNS - Expense Ratio Comparison
DFAE has a 0.35% expense ratio, which is lower than ECNS's 0.59% expense ratio.
Correlation
The correlation between DFAE and ECNS is 0.74, 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.
Risk-Adjusted Performance
DFAE vs. ECNS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Core Equity Market ETF (DFAE) and iShares MSCI China Small-Cap ETF (ECNS). 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
DFAE vs. ECNS - Dividend Comparison
DFAE's dividend yield for the trailing twelve months is around 2.09%, less than ECNS's 5.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAE Dimensional Emerging Core Equity Market ETF | 2.09% | 2.43% | 2.85% | 1.64% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ECNS iShares MSCI China Small-Cap ETF | 5.42% | 4.90% | 3.54% | 4.87% | 3.59% | 3.23% | 6.16% | 3.18% | 4.30% | 3.58% | 2.51% | 2.85% |
Drawdowns
DFAE vs. ECNS - Drawdown Comparison
The maximum DFAE drawdown since its inception was -32.21%, smaller than the maximum ECNS drawdown of -63.43%. Use the drawdown chart below to compare losses from any high point for DFAE and ECNS. For additional features, visit the drawdowns tool.
Volatility
DFAE vs. ECNS - Volatility Comparison
The current volatility for Dimensional Emerging Core Equity Market ETF (DFAE) is 4.72%, while iShares MSCI China Small-Cap ETF (ECNS) has a volatility of 9.35%. This indicates that DFAE experiences smaller price fluctuations and is considered to be less risky than ECNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.