DFEV vs. FTHF

Last updated Jun 4, 2026

DFEV (Dimensional Emerging Markets Value ETF) and FTHF (First Trust Emerging Markets Human Flourishing ETF) are both Emerging Markets Diversified funds. DFEV is actively managed, while FTHF is passively managed. Over the past year, DFEV returned 57.15% vs 109.33% for FTHF. Their correlation of 0.82 suggests significant overlap in exposure. DFEV charges 0.43%/yr vs 0.75%/yr for FTHF.

Performance

DFEV vs. FTHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Emerging Markets Value ETF (DFEV) and First Trust Emerging Markets Human Flourishing ETF (FTHF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DFEV achieves a 29.46% return, which is significantly lower than FTHF's 51.24% return.

DFEV

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

FTHF

• 1D: -1.84%
• 1M: 15.16%
• YTD: 51.24%
• 6M: 61.52%
• 1Y: 109.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFEV vs. FTHF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DFEV Dimensional Emerging Markets Value ETF	29.46%	32.54%	7.26%	11.95%
FTHF First Trust Emerging Markets Human Flourishing ETF	51.24%	65.30%	-8.14%	18.14%

Correlation

The correlation between DFEV and FTHF is 0.83, 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	0.83
Correlation (All Time) Calculated using the full available price history since Nov 1, 2023	0.82

The correlation between DFEV and FTHF has been stable across timeframes, ranging from 0.82 to 0.83 - a consistent structural relationship.

DFEV vs. FTHF - Sectors Allocation Comparison

Sectors	DFEV	FTHF
Technology	28.6%	40.7%
Financial Services	16.8%	27.7%
Consumer Cyclical	10.5%	0.6%
Industrials	9.8%	6.2%
Energy	7.6%	7.2%
Basic Materials	7.4%	10.3%
Communication Services	3.5%	1.0%
Consumer Defensive	3.4%	3.4%
Healthcare	3.3%	0.5%
Real Estate	1.6%	-
Utilities	0.8%	2.5%

Return for Risk

DFEV vs. FTHF — Risk / Return Rank

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

DFEV

DFEV Risk / Return Rank: 89
DFEV Sharpe Ratio Rank: 92
DFEV Sortino Ratio Rank: 90
DFEV Omega Ratio Rank: 91
DFEV Calmar Ratio Rank: 87
DFEV Martin Ratio Rank: 87

FTHF

FTHF Risk / Return Rank: 90
FTHF Sharpe Ratio Rank: 92
FTHF Sortino Ratio Rank: 85
FTHF Omega Ratio Rank: 92
FTHF Calmar Ratio Rank: 93
FTHF Martin Ratio Rank: 87

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. FTHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets Value ETF (DFEV) and First Trust Emerging Markets Human Flourishing ETF (FTHF). 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.

	DFEV	FTHF	Difference
Sharpe ratio: Return per unit of total volatility	3.32	3.36	-0.04
Sortino ratio: Return per unit of downside risk	4.29	3.85	+0.43
Omega ratio: Gain probability vs. loss probability	1.61	1.62	-0.02
Calmar ratio: Return relative to maximum drawdown	5.06	6.74	-1.68
Martin ratio: Return relative to average drawdown	19.06	18.95	+0.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFEV vs. FTHF - Sharpe Ratio Comparison

The current DFEV Sharpe Ratio is 3.32, which is comparable to the FTHF Sharpe Ratio of 3.36. The chart below compares the historical Sharpe Ratios of DFEV and FTHF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DFEV	FTHF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.32	3.36	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	1.11	1.86	-0.75

Drawdowns

DFEV vs. FTHF - Drawdown Comparison

The maximum DFEV drawdown since its inception was -18.49%, which is greater than FTHF's maximum drawdown of -17.36%. Use the drawdown chart below to compare losses from any high point for DFEV and FTHF.

Drawdown Indicators

	DFEV	FTHF	Difference
Max Drawdown Largest peak-to-trough decline	-18.49%	-17.36%	-1.13%
Max Drawdown (1Y) Largest decline over 1 year	-11.35%	-16.31%	+4.96%
Max Drawdown (3Y) Largest decline over 3 years	-17.94%	—	—
Current Drawdown Current decline from peak	-1.36%	-1.84%	+0.48%
Average Drawdown Average peak-to-trough decline	-4.65%	-4.22%	-0.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	5.79%	-2.78%

Volatility

DFEV vs. FTHF - Volatility Comparison

The current volatility for Dimensional Emerging Markets Value ETF (DFEV) is 7.73%, while First Trust Emerging Markets Human Flourishing ETF (FTHF) has a volatility of 12.15%. This indicates that DFEV experiences smaller price fluctuations and is considered to be less risky than FTHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DFEV	FTHF	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.73%	12.15%	-4.42%
Volatility (6M) Calculated over the trailing 6-month period	14.85%	24.47%	-9.62%
Volatility (1Y) Calculated over the trailing 1-year period	17.31%	32.76%	-15.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.42%	25.45%	-9.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.42%	25.45%	-9.03%

DFEV vs. FTHF - Expense Ratio Comparison

DFEV has a 0.43% expense ratio, which is lower than FTHF's 0.75% expense ratio.

Dividends

DFEV vs. FTHF - Dividend Comparison

DFEV's dividend yield for the trailing twelve months is around 2.02%, less than FTHF's 2.98% yield.

Position	TTM	2025	2024	2023	2022
DFEV Dimensional Emerging Markets Value ETF	2.02%	2.69%	3.17%	3.47%	3.35%
FTHF First Trust Emerging Markets Human Flourishing ETF	2.98%	4.40%	3.34%	0.51%	0.00%

Frequently Asked Questions

Can I hold both DFEV and FTHF in my portfolio?

DFEV and FTHF have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFEV or FTHF?

FTHF has higher volatility (12.15%) compared to DFEV (7.73%). In terms of maximum drawdown, DFEV dropped -18.49% vs FTHF's -17.36%.

Which ETF is better, DFEV or FTHF?

On 1-year performance, FTHF leads with 109.33% vs 57.15% for DFEV. On fees, DFEV is cheaper at 0.43% 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.

Which ETF has performed better, DFEV or FTHF?

Over the 1-year period, FTHF has performed better with a 109.33% return vs 57.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFEV or FTHF?

DFEV is cheaper with a 0.43% expense ratio, compared with 0.75% for FTHF.

Which ETF pays a higher dividend yield, DFEV or FTHF?

FTHF has the higher dividend yield at 2.98%, compared with 2.02% for DFEV.

What is the main difference between DFEV and FTHF?

They also come from different issuers: Dimensional and First Trust. Their fees differ too: 0.43% for DFEV and 0.75% for FTHF.

Which has better risk-adjusted returns?

FTHF currently has the higher Sharpe Ratio (3.36 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.