Summary
DEHP
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 66.88% Volatility 20.64% Sharpe 1.53
Official loaded data — not a live quote.

DIMENSIONAL EMERGING MARKETS HIGH PROFITABILITY ETF

Symbol: DEHP

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 26/04/2022

Latest date: 03/06/2026

Current price: $43.62

Expense ratio: 0.41%

Assets under management
$396.4M
-0.71% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

10.85%

Ann. -58.99% (Sharpe / Sortino numerator)

Volatility

35.91%

Sharpe ratio

-1.744

VaR 95%

-3.64%

CVaR 95%: -4.47%
Max drawdown: -7.46%
Sortino ratio: -2.557
Calmar ratio: -7.91

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

25.63%

Ann. 8.76% (Sharpe / Sortino numerator)

Volatility

26.71%

Sharpe ratio

0.192

VaR 95%

-2.73%

CVaR 95%: -3.76%
Max drawdown: -13.28%
Sortino ratio: 0.269
Calmar ratio: 0.66

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

39.02%

Ann. 19.14% (Sharpe / Sortino numerator)

Volatility

22.14%

Sharpe ratio

0.701

VaR 95%

-2.27%

CVaR 95%: -3.33%
Max drawdown: -13.28%
Sortino ratio: 0.931
Calmar ratio: 1.44

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

66.88%

Ann. 35.25% (Sharpe / Sortino numerator)

Volatility

20.64%

Sharpe ratio

1.532

VaR 95%

-1.66%

CVaR 95%: -3.14%
Max drawdown: -13.28%
Sortino ratio: 1.942
Calmar ratio: 2.65

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

76.73%

Ann. 18.70% (Sharpe / Sortino numerator)

Volatility

18.47%

Sharpe ratio

0.816

VaR 95%

-1.78%

CVaR 95%: -2.70%
Max drawdown: -19.13%
Sortino ratio: 1.100
Calmar ratio: 0.98

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

98.36%

Ann. 15.32% (Sharpe / Sortino numerator)

Volatility

17.05%

Sharpe ratio

0.685

VaR 95%

-1.61%

CVaR 95%: -2.44%
Max drawdown: -19.13%
Sortino ratio: 0.962
Calmar ratio: 0.80

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.213%

Best day

5.54%

26/05/2026
Worst day

-5.0%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $43.93 $43.93 $43.44 $43.62 25,100
02/06/2026 $43.89 $44.20 $43.73 $44.14 22,300
01/06/2026 $43.50 $44.22 $43.34 $43.99 57,600
29/05/2026 $43.31 $43.34 $43.00 $43.01 21,000
28/05/2026 $42.53 $43.40 $42.39 $43.22 30,100
27/05/2026 $43.26 $43.26 $42.67 $42.89 33,400
26/05/2026 $42.64 $43.17 $42.53 $43.17 76,500
22/05/2026 $41.04 $41.28 $40.87 $40.90 22,600
21/05/2026 $40.28 $40.98 $40.23 $40.77 13,400
20/05/2026 $39.68 $40.28 $39.62 $40.22 24,700