DFEV vs. EEM
Compare and contrast key facts about Dimensional Emerging Markets Value ETF (DFEV) and iShares MSCI Emerging Markets ETF (EEM).
DFEV and EEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFEV is an actively managed fund by Dimensional. It was launched on Apr 26, 2022. EEM is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Index. It was launched on Apr 11, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFEV or EEM.
Key characteristics
| DFEV | EEM | |
|---|---|---|
| YTD Return | 9.46% | 8.85% |
| 1Y Return | 18.31% | 16.32% |
| Sharpe Ratio | 1.24 | 1.03 |
| Sortino Ratio | 1.74 | 1.54 |
| Omega Ratio | 1.23 | 1.19 |
| Calmar Ratio | 1.98 | 0.54 |
| Martin Ratio | 6.37 | 5.32 |
| Ulcer Index | 2.91% | 3.06% |
| Daily Std Dev | 14.95% | 15.77% |
| Max Drawdown | -18.49% | -66.44% |
| Current Drawdown | -7.42% | -19.07% |
Correlation
The correlation between DFEV and EEM is 0.94, 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.
Performance
DFEV vs. EEM - Performance Comparison
In the year-to-date period, DFEV achieves a 9.46% return, which is significantly higher than EEM's 8.85% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DFEV vs. EEM - Expense Ratio Comparison
DFEV has a 0.43% expense ratio, which is lower than EEM's 0.68% expense ratio.
Risk-Adjusted Performance
DFEV vs. EEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets Value ETF (DFEV) and iShares MSCI Emerging Markets ETF (EEM). 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
DFEV vs. EEM - Dividend Comparison
DFEV's dividend yield for the trailing twelve months is around 2.82%, more than EEM's 2.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFEV Dimensional Emerging Markets Value ETF | 2.82% | 3.47% | 3.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EEM iShares MSCI Emerging Markets ETF | 2.39% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% | 2.23% | 2.06% |
Drawdowns
DFEV vs. EEM - Drawdown Comparison
The maximum DFEV drawdown since its inception was -18.49%, smaller than the maximum EEM drawdown of -66.44%. Use the drawdown chart below to compare losses from any high point for DFEV and EEM. For additional features, visit the drawdowns tool.
Volatility
DFEV vs. EEM - Volatility Comparison
Dimensional Emerging Markets Value ETF (DFEV) and iShares MSCI Emerging Markets ETF (EEM) have volatilities of 5.25% and 5.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.