EFV vs. DEHP
EFV (iShares MSCI EAFE Value ETF) and DEHP (Dimensional Emerging Markets High Profitability ETF) are both exchange-traded funds - EFV is a Foreign Large Cap Equities fund tracking the MSCI EAFE Value Index (Net), while DEHP is a Emerging Markets Diversified fund actively managed by Dimensional. EFV is passively managed, while DEHP is actively managed. Over the past 3 years, EFV returned 21.37%/yr vs 20.32%/yr for DEHP. A 0.68 correlation means they provide meaningful diversification when combined. EFV charges 0.31%/yr vs 0.41%/yr for DEHP.
Performance
EFV vs. DEHP - Performance Comparison
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Returns By Period
In the year-to-date period, EFV achieves a 12.17% return, which is significantly lower than DEHP's 24.36% return.
EFV
- 1D
- -0.46%
- 1M
- 1.46%
- 6M
- 9.84%
- YTD
- 12.17%
- 1Y
- 28.73%
- 3Y*
- 21.37%
- 5Y*
- 13.47%
- 10Y*
- 10.22%
DEHP
- 1D
- -3.95%
- 1M
- -5.29%
- 6M
- 17.27%
- YTD
- 24.36%
- 1Y
- 44.89%
- 3Y*
- 20.32%
- 5Y*
- —
- 10Y*
- —
EFV vs. DEHP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 12.17% | 42.22% | 5.35% | 18.85% | 1.01% |
DEHP Dimensional Emerging Markets High Profitability ETF | 24.36% | 32.86% | 4.47% | 12.31% | -9.73% |
Correlation
The correlation between EFV and DEHP is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2022 | 0.68 |
The correlation between EFV and DEHP has been stable across timeframes, ranging from 0.59 to 0.68 - a consistent structural relationship.
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Return for Risk
EFV vs. DEHP — Risk / Return Rank
EFV
DEHP
EFV vs. DEHP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) and Dimensional Emerging Markets High Profitability ETF (DEHP). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EFV | DEHP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.33 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.65 | 3.43 | -0.78 |
| Martin ratioReturn relative to average drawdown | 9.73 | 11.67 | -1.94 |
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Drawdowns
EFV vs. DEHP - Drawdown Comparison
The maximum EFV drawdown since its inception was -63.94%, which is greater than DEHP's maximum drawdown of -22.90%. Use the drawdown chart below to compare losses from any high point for EFV and DEHP.
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Drawdown Indicators
| EFV | DEHP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.94% | -22.90% | -41.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.90% | -13.16% | +2.26% |
Max Drawdown (3Y)Largest decline over 3 years | -13.72% | -19.14% | +5.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.84% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.16% | — | — |
Current DrawdownCurrent decline from peak | -0.59% | -10.88% | +10.29% |
Average DrawdownAverage peak-to-trough decline | -14.76% | -5.74% | -9.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 3.86% | -0.90% |
Volatility
EFV vs. DEHP - Volatility Comparison
The current volatility for iShares MSCI EAFE Value ETF (EFV) is 3.94%, while Dimensional Emerging Markets High Profitability ETF (DEHP) has a volatility of 13.04%. This indicates that EFV experiences smaller price fluctuations and is considered to be less risky than DEHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFV | DEHP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 13.04% | -9.10% |
Volatility (6M)Calculated over the trailing 6-month period | 12.14% | 23.75% | -11.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.50% | 25.64% | -11.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 19.80% | -3.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 19.80% | -2.36% |
EFV vs. DEHP - Expense Ratio Comparison
EFV has a 0.31% expense ratio, which is lower than DEHP's 0.41% expense ratio.
Dividends
EFV vs. DEHP - Dividend Comparison
EFV's dividend yield for the trailing twelve months is around 4.68%, more than DEHP's 1.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEHP Dimensional Emerging Markets High Profitability ETF | 1.40% | 1.73% | 2.44% | 2.84% | 1.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFV iShares MSCI EAFE Value ETF | 4.68% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
Frequently Asked Questions
EFV and DEHP have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DEHP has higher volatility (13.04%) compared to EFV (3.94%). In terms of maximum drawdown, EFV dropped -63.94% vs DEHP's -22.90%.
On 3-year performance, EFV leads with 21.37% vs 20.32% for DEHP. On fees, EFV is cheaper at 0.31% per year. On volatility, EFV has been the lower-risk option at 3.94%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, EFV has performed better with a 21.37% return vs 20.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EFV is cheaper with a 0.31% expense ratio, compared with 0.41% for DEHP.
EFV has the higher dividend yield at 4.68%, compared with 1.40% for DEHP.
EFV is categorized as Foreign Large Cap Equities, while DEHP is Emerging Markets Diversified. They also come from different issuers: iShares and Dimensional. Their fees differ too: 0.31% for EFV and 0.41% for DEHP.
EFV currently has the higher Sharpe Ratio (1.99 vs 1.76), 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.
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