DFSE vs. VEU
Compare and contrast key facts about Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) and Vanguard FTSE All-World ex-US ETF (VEU).
DFSE and VEU 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. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007.
Performance
DFSE vs. VEU - Performance Comparison
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DFSE vs. VEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFSE Dimensional Emerging Markets Sustainability Core 1 ETF | 2.27% | 28.22% | 6.90% | 14.66% | 11.62% |
VEU Vanguard FTSE All-World ex-US ETF | 2.25% | 32.35% | 5.56% | 15.84% | 10.95% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DFSE having a 2.27% return and VEU slightly lower at 2.25%.
DFSE
- 1D
- 3.27%
- 1M
- -8.75%
- YTD
- 2.27%
- 6M
- 3.96%
- 1Y
- 28.74%
- 3Y*
- 14.83%
- 5Y*
- —
- 10Y*
- —
VEU
- 1D
- 3.23%
- 1M
- -8.07%
- YTD
- 2.25%
- 6M
- 7.22%
- 1Y
- 27.68%
- 3Y*
- 15.69%
- 5Y*
- 7.46%
- 10Y*
- 9.02%
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DFSE vs. VEU - Expense Ratio Comparison
DFSE has a 0.41% expense ratio, which is higher than VEU's 0.07% expense ratio.
Return for Risk
DFSE vs. VEU — Risk / Return Rank
DFSE
VEU
DFSE vs. VEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) and Vanguard FTSE All-World ex-US ETF (VEU). 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.
| DFSE | VEU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 1.62 | -0.11 |
Sortino ratioReturn per unit of downside risk | 2.06 | 2.23 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.33 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 2.36 | -0.19 |
Martin ratioReturn relative to average drawdown | 8.14 | 9.13 | -0.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFSE | VEU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 1.62 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.47 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.10 | 0.23 | +0.88 |
Correlation
The correlation between DFSE and VEU is 0.85, 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
DFSE vs. VEU - Dividend Comparison
DFSE's dividend yield for the trailing twelve months is around 2.18%, less than VEU's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSE Dimensional Emerging Markets Sustainability Core 1 ETF | 2.18% | 2.26% | 2.06% | 2.06% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEU Vanguard FTSE All-World ex-US ETF | 2.92% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
Drawdowns
DFSE vs. VEU - Drawdown Comparison
The maximum DFSE drawdown since its inception was -19.77%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for DFSE and VEU.
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Drawdown Indicators
| DFSE | VEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.77% | -61.52% | +41.75% |
Max Drawdown (1Y)Largest decline over 1 year | -12.88% | -11.43% | -1.45% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.31% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.98% | — |
Current DrawdownCurrent decline from peak | -10.03% | -8.57% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -4.07% | -13.23% | +9.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.95% | +0.47% |
Volatility
DFSE vs. VEU - Volatility Comparison
Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) has a higher volatility of 9.85% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 8.23%. This indicates that DFSE's price experiences larger fluctuations and is considered to be riskier than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSE | VEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.85% | 8.23% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 13.91% | 11.54% | +2.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.20% | 17.22% | +1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 15.83% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 17.13% | -0.04% |