Correlation
The correlation between DFSE and VWO is 0.60, 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. VWO
Compare and contrast key facts about Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) and Vanguard FTSE Emerging Markets ETF (VWO).
DFSE and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSE or VWO.
Performance
DFSE vs. VWO - Performance Comparison
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Key characteristics
DFSE:
0.47
VWO:
0.63
DFSE:
0.71
VWO:
0.89
DFSE:
1.09
VWO:
1.12
DFSE:
0.39
VWO:
0.52
DFSE:
1.05
VWO:
1.72
DFSE:
7.44%
VWO:
5.83%
DFSE:
19.87%
VWO:
18.56%
DFSE:
-19.77%
VWO:
-67.68%
DFSE:
-4.13%
VWO:
-4.90%
Returns By Period
In the year-to-date period, DFSE achieves a 7.67% return, which is significantly higher than VWO's 6.83% return.
DFSE
7.67%
5.08%
6.50%
9.26%
N/A
N/A
N/A
VWO
6.83%
3.87%
5.73%
11.65%
6.16%
7.97%
4.03%
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DFSE vs. VWO - Expense Ratio Comparison
DFSE has a 0.41% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
DFSE vs. VWO — Risk-Adjusted Performance Rank
DFSE
VWO
DFSE vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) and Vanguard FTSE Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
DFSE's dividend yield for the trailing twelve months is around 2.04%, less than VWO's 3.01% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSE Dimensional Emerging Markets Sustainability Core 1 ETF | 2.04% | 2.06% | 2.06% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 3.01% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
Drawdowns
DFSE vs. VWO - Drawdown Comparison
The maximum DFSE drawdown since its inception was -19.77%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for DFSE and VWO.
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Volatility
DFSE vs. VWO - Volatility Comparison
Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 4.31% and 4.29%, 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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