Correlation
The correlation between DFSE and DFAE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
DFSE vs. DFAE
Compare and contrast key facts about Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) and Dimensional Emerging Core Equity Market ETF (DFAE).
DFSE and DFAE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFSE is an actively managed fund by Dimensional. It was launched on Nov 1, 2022. DFAE is an actively managed fund by Dimensional Fund Advisors LP. It was launched on Dec 2, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSE or DFAE.
Performance
DFSE vs. DFAE - Performance Comparison
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Key characteristics
DFSE:
0.47
DFAE:
0.51
DFSE:
0.71
DFAE:
0.72
DFSE:
1.09
DFAE:
1.09
DFSE:
0.39
DFAE:
0.42
DFSE:
1.05
DFAE:
1.25
DFSE:
7.44%
DFAE:
6.14%
DFSE:
19.87%
DFAE:
18.62%
DFSE:
-19.77%
DFAE:
-32.21%
DFSE:
-4.13%
DFAE:
-2.51%
Returns By Period
The year-to-date returns for both stocks are quite close, with DFSE having a 7.67% return and DFAE slightly lower at 7.56%.
DFSE
7.67%
5.08%
6.50%
9.26%
N/A
N/A
N/A
DFAE
7.56%
4.77%
5.88%
9.37%
5.72%
N/A
N/A
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DFSE vs. DFAE - Expense Ratio Comparison
DFSE has a 0.41% expense ratio, which is higher than DFAE's 0.35% expense ratio.
Risk-Adjusted Performance
DFSE vs. DFAE — Risk-Adjusted Performance Rank
DFSE
DFAE
DFSE vs. DFAE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) and Dimensional Emerging Core Equity Market ETF (DFAE). 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.
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Dividends
DFSE vs. DFAE - Dividend Comparison
DFSE's dividend yield for the trailing twelve months is around 2.04%, less than DFAE's 2.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|
DFSE Dimensional Emerging Markets Sustainability Core 1 ETF | 2.04% | 2.06% | 2.06% | 0.36% | 0.00% | 0.00% |
DFAE Dimensional Emerging Core Equity Market ETF | 2.29% | 2.35% | 2.43% | 2.85% | 1.63% | 0.01% |
Drawdowns
DFSE vs. DFAE - Drawdown Comparison
The maximum DFSE drawdown since its inception was -19.77%, smaller than the maximum DFAE drawdown of -32.21%. Use the drawdown chart below to compare losses from any high point for DFSE and DFAE.
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Volatility
DFSE vs. DFAE - Volatility Comparison
Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) and Dimensional Emerging Core Equity Market ETF (DFAE) have volatilities of 4.31% and 4.34%, 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.
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