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DFEV vs. EVLU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFEV vs. EVLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Emerging Markets Value ETF (DFEV) and iShares MSCI Emerging Markets Value Factor ETF (EVLU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFEV achieves a 29.46% return, which is significantly lower than EVLU's 34.01% return.


DFEV

1D
-1.36%
1M
9.10%
YTD
29.46%
6M
32.40%
1Y
57.15%
3Y*
25.84%
5Y*
10Y*

EVLU

1D
-2.27%
1M
15.31%
YTD
34.01%
6M
37.37%
1Y
72.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFEV vs. EVLU - Yearly Performance Comparison


2026 (YTD)20252024
DFEV
Dimensional Emerging Markets Value ETF
29.46%32.54%0.71%
EVLU
iShares MSCI Emerging Markets Value Factor ETF
34.01%38.54%1.61%

Correlation

The correlation between DFEV and EVLU is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2024

0.93

The correlation between DFEV and EVLU has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

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Return for Risk

DFEV vs. EVLU — Risk / Return Rank

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

DFEV
DFEV Risk / Return Rank: 8989
Overall Rank
DFEV Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DFEV Sortino Ratio Rank: 9090
Sortino Ratio Rank
DFEV Omega Ratio Rank: 9191
Omega Ratio Rank
DFEV Calmar Ratio Rank: 8787
Calmar Ratio Rank
DFEV Martin Ratio Rank: 8787
Martin Ratio Rank

EVLU
EVLU Risk / Return Rank: 9292
Overall Rank
EVLU Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EVLU Sortino Ratio Rank: 9393
Sortino Ratio Rank
EVLU Omega Ratio Rank: 9393
Omega Ratio Rank
EVLU Calmar Ratio Rank: 9090
Calmar Ratio Rank
EVLU Martin Ratio Rank: 9090
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.

DFEV vs. EVLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets Value ETF (DFEV) and iShares MSCI Emerging Markets Value Factor ETF (EVLU). 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.


DFEVEVLUDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.61

1.67

-0.06

Calmar ratioReturn relative to maximum drawdown

5.06

5.61

-0.55

Martin ratioReturn relative to average drawdown

19.06

20.79

-1.72

DFEV vs. EVLU - Sharpe Ratio Comparison

The current DFEV Sharpe Ratio is 3.32, which is comparable to the EVLU Sharpe Ratio of 3.80. The chart below compares the historical Sharpe Ratios of DFEV and EVLU, 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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Sharpe Ratios by Period


DFEVEVLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.32

3.80

-0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.11

2.23

-1.12

Drawdowns

DFEV vs. EVLU - Drawdown Comparison

The maximum DFEV drawdown since its inception was -18.49%, which is greater than EVLU's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for DFEV and EVLU.


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Drawdown Indicators


DFEVEVLUDifference

Max Drawdown

Largest peak-to-trough decline

-18.49%

-17.17%

-1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-11.35%

-12.90%

+1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-17.94%

Current Drawdown

Current decline from peak

-1.36%

-2.27%

+0.91%

Average Drawdown

Average peak-to-trough decline

-4.65%

-3.48%

-1.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

3.48%

-0.47%

Volatility

DFEV vs. EVLU - Volatility Comparison

The current volatility for Dimensional Emerging Markets Value ETF (DFEV) is 7.73%, while iShares MSCI Emerging Markets Value Factor ETF (EVLU) has a volatility of 9.17%. This indicates that DFEV experiences smaller price fluctuations and is considered to be less risky than EVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFEVEVLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.73%

9.17%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

14.85%

16.23%

-1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.31%

19.04%

-1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.42%

19.93%

-3.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

19.93%

-3.51%

DFEV vs. EVLU - Expense Ratio Comparison

DFEV has a 0.43% expense ratio, which is higher than EVLU's 0.35% expense ratio.


Dividends

DFEV vs. EVLU - Dividend Comparison

DFEV's dividend yield for the trailing twelve months is around 2.02%, less than EVLU's 3.88% yield.


PositionTTM2025202420232022
DFEV
Dimensional Emerging Markets Value ETF
2.02%2.69%3.17%3.47%3.35%
EVLU
iShares MSCI Emerging Markets Value Factor ETF
3.88%5.20%1.03%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, DFEV and EVLU 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.

EVLU has higher volatility (9.17%) compared to DFEV (7.73%). In terms of maximum drawdown, DFEV dropped -18.49% vs EVLU's -17.17%.

On 1-year performance, EVLU leads with 72.04% vs 57.15% for DFEV. On fees, EVLU is cheaper at 0.35% per year. On volatility, DFEV has been the lower-risk option at 7.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EVLU has performed better with a 72.04% return vs 57.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EVLU is cheaper with a 0.35% expense ratio, compared with 0.43% for DFEV.

EVLU has the higher dividend yield at 3.88%, compared with 2.02% for DFEV.

DFEV is categorized as Emerging Markets Diversified, while EVLU is Emerging Markets Equities. They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.43% for DFEV and 0.35% for EVLU.

EVLU currently has the higher Sharpe Ratio (3.80 vs 3.32), 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

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