DFSE vs. VEU

In the year-to-date period, DFSE achieves a 7.67% return, which is significantly lower than VEU's 13.97% return.

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DFSE has a 0.41% expense ratio, which is higher than VEU's 0.07% expense ratio.

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.

The current DFSE Sharpe Ratio is 0.47, which is lower than the VEU Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of DFSE and VEU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DFSE's dividend yield for the trailing twelve months is around 2.04%, less than VEU's 2.82% yield.

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.

Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) has a higher volatility of 4.31% compared to Vanguard FTSE All-World ex-US ETF (VEU) at 2.92%. 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.