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DFETX vs. EMPTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DFETX vs. EMPTX

Last updated Apr 2, 2026

Compare and contrast key facts about DFA Emerging Markets II Portfolio (DFETX) and UBS Emerging Markets Equity Opportunity Fund (EMPTX).

DFETX is managed by Dimensional. It was launched on Aug 13, 1997. EMPTX is managed by UBS. It was launched on May 30, 2018.

Performance

DFETX vs. EMPTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Emerging Markets II Portfolio (DFETX) and UBS Emerging Markets Equity Opportunity Fund (EMPTX). The values are adjusted to include any dividend payments, if applicable.

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DFETX vs. EMPTX - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
DFETX
DFA Emerging Markets II Portfolio		3.68%33.54%6.86%13.11%-16.84%2.58%14.08%16.30%-12.33%
EMPTX
UBS Emerging Markets Equity Opportunity Fund		2.95%43.82%2.51%8.92%-25.38%-9.36%24.79%14.98%0.55%

Returns By Period

In the year-to-date period, DFETX achieves a 3.68% return, which is significantly higher than EMPTX's 2.95% return.

DFETX

1D
2.51%
1M
-9.01%
YTD
3.68%
6M
8.24%
1Y
33.89%
3Y*
16.71%
5Y*
6.15%
10Y*
8.91%

EMPTX

1D
3.14%
1M
-9.75%
YTD
2.95%
6M
8.93%
1Y
38.76%
3Y*
17.16%
5Y*
1.70%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

DFA Emerging Markets II Portfolio

UBS Emerging Markets Equity Opportunity Fund

Often compared with DFETX:
DFETX vs. DFEMXDFETX vs. VWODFETX vs. DFAEDFETX vs. DFCEXDFETX vs. DRESXDFETX vs. BEMIXDFETX vs. GQGPX
Often compared with EMPTX:
EMPTX vs. PCSIXEMPTX vs. PASIXEMPTX vs. DRESXEMPTX vs. WBELXEMPTX vs. FSSGXEMPTX vs. GBFAXEMPTX vs. GQGPX

DFETX vs. EMPTX - Expense Ratio Comparison

DFETX has a 0.37% expense ratio, which is higher than EMPTX's 0.19% expense ratio.

DFETX
DFA Emerging Markets II Portfolio
EMPTX
UBS Emerging Markets Equity Opportunity Fund

Return for Risk

DFETX vs. EMPTX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DFETX
DFETX Risk / Return Rank: 9090
Overall Rank
DFETX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DFETX Sortino Ratio Rank: 9191
Sortino Ratio Rank
DFETX Omega Ratio Rank: 8989
Omega Ratio Rank
DFETX Calmar Ratio Rank: 8989
Calmar Ratio Rank
DFETX Martin Ratio Rank: 8787
Martin Ratio Rank
EMPTX
EMPTX Risk / Return Rank: 9090
Overall Rank
EMPTX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EMPTX Sortino Ratio Rank: 9292
Sortino Ratio Rank
EMPTX Omega Ratio Rank: 9191
Omega Ratio Rank
EMPTX Calmar Ratio Rank: 8888
Calmar Ratio Rank
EMPTX Martin Ratio Rank: 8686
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.

DFETX vs. EMPTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Emerging Markets II Portfolio (DFETX) and UBS Emerging Markets Equity Opportunity Fund (EMPTX). 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.

DFETXEMPTXDifference

Sharpe ratio

Return per unit of total volatility

2.14

2.26

-0.12

Sortino ratio

Return per unit of downside risk

2.77

2.84

-0.07

Omega ratio

Gain probability vs. loss probability

1.41

1.43

-0.02

Calmar ratio

Return relative to maximum drawdown

2.52

2.42

+0.11

Martin ratio

Return relative to average drawdown

9.68

9.35

+0.33

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFETX vs. EMPTX - Sharpe Ratio Comparison

The current DFETX Sharpe Ratio is 2.14, which is comparable to the EMPTX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of DFETX and EMPTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

DFETXEMPTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

2.26

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.09

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.33

+0.03

Correlation

The correlation between DFETX and EMPTX is 0.80, 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.

Dividends

DFETX vs. EMPTX - Dividend Comparison

DFETX's dividend yield for the trailing twelve months is around 7.95%, more than EMPTX's 1.86% yield.

TTM20252024202320222021202020192018201720162015
DFETX
DFA Emerging Markets II Portfolio		7.95%8.24%3.50%3.84%9.30%19.29%11.79%12.48%8.49%1.93%2.40%3.40%
EMPTX
UBS Emerging Markets Equity Opportunity Fund		1.86%1.91%3.40%3.20%3.84%11.93%1.50%2.75%0.54%0.00%0.00%0.00%

Drawdowns

DFETX vs. EMPTX - Drawdown Comparison

The maximum DFETX drawdown since its inception was -62.33%, which is greater than EMPTX's maximum drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for DFETX and EMPTX.

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Drawdown Indicators

DFETXEMPTXDifference

Max Drawdown

Largest peak-to-trough decline

-62.33%

-46.03%

-16.30%

Max Drawdown (1Y)

Largest decline over 1 year

-12.84%

-14.50%

+1.66%

Max Drawdown (5Y)

Largest decline over 5 years

-31.80%

-41.73%

+9.93%

Max Drawdown (10Y)

Largest decline over 10 years

-40.20%

—

—

Current Drawdown

Current decline from peak

-10.65%

-11.81%

+1.16%

Average Drawdown

Average peak-to-trough decline

-15.76%

-18.72%

+2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.94%

-0.60%

Volatility

DFETX vs. EMPTX - Volatility Comparison

The current volatility for DFA Emerging Markets II Portfolio (DFETX) is 8.56%, while UBS Emerging Markets Equity Opportunity Fund (EMPTX) has a volatility of 9.66%. This indicates that DFETX experiences smaller price fluctuations and is considered to be less risky than EMPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DFETXEMPTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.56%

9.66%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.06%

13.96%

-1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

18.98%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

18.90%

-3.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

19.24%

-2.84%