Summary
DEHP
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 26.06% 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: 15/10/2026

Current price: $38.60

Expense ratio: 0.41%

Assets under management
$455.8M
1.37% 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

-4.35%

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

-4.02%

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

4.50%

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

26.06%

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

51.75%

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

78.93%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.108%

Best day

5.54%

26/05/2026
Worst day

-7.402%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $38.08 $38.63 $38.04 $38.60 37,800
14/10/2026 $39.41 $39.43 $39.00 $39.03 29,800
13/10/2026 $39.85 $40.11 $39.80 $40.01 23,100
12/10/2026 $40.71 $40.71 $40.39 $40.56 23,400
09/10/2026 $41.06 $41.06 $40.79 $40.98 53,000
08/10/2026 $40.77 $40.93 $40.38 $40.58 37,000
07/10/2026 $41.17 $41.48 $40.98 $41.33 24,700
06/10/2026 $42.37 $42.37 $41.94 $42.02 51,900
05/10/2026 $42.31 $42.49 $42.24 $42.36 13,000
02/10/2026 $41.70 $41.98 $41.62 $41.85 22,300