Summary
DEXC
Prices · period metrics · 12M
NAV as of 03/09/2026
30/05/2025 → 28/05/2026
Return 48.82% Volatility 20.44% Sharpe 2.93
Official loaded data — not a live quote.

DIMENSIONAL EMERGING MARKETS EX CHINA CORE EQUITY ETF

Symbol: DEXC

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 13/11/2024

Latest date: 03/09/2026

Current price: $79.87

Expense ratio: 0.43%

Assets under management
$307.8M
0.31% 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

7.36%

Ann. 252.68% (Sharpe / Sortino numerator)

Volatility

32.99%

Sharpe ratio

7.548

VaR 95%

-3.56%

CVaR 95%: -3.77%
Max drawdown: -5.93%
Sortino ratio: 11.325
Calmar ratio: 42.60

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

-3.32%

Ann. 90.64% (Sharpe / Sortino numerator)

Volatility

34.02%

Sharpe ratio

2.557

VaR 95%

-3.56%

CVaR 95%: -4.02%
Max drawdown: -10.76%
Sortino ratio: 3.961
Calmar ratio: 8.42

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

20.49%

Ann. 98.73% (Sharpe / Sortino numerator)

Volatility

25.94%

Sharpe ratio

3.666

VaR 95%

-2.35%

CVaR 95%: -3.63%
Max drawdown: -12.86%
Sortino ratio: 5.138
Calmar ratio: 7.68

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

48.82%

Ann. 63.44% (Sharpe / Sortino numerator)

Volatility

20.44%

Sharpe ratio

2.926

VaR 95%

-1.80%

CVaR 95%: -2.91%
Max drawdown: -12.86%
Sortino ratio: 3.993
Calmar ratio: 4.93

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

66.73%

Ann. 32.09% (Sharpe / Sortino numerator)

Volatility

22.25%

Sharpe ratio

1.277

VaR 95%

-2.05%

CVaR 95%: -3.50%
Max drawdown: -15.07%
Sortino ratio: 1.557
Calmar ratio: 2.13

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.172%

Best day

5.847%

08/04/2026
Worst day

-7.01%

05/06/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $79.62 $80.17 $79.19 $79.87 15,700
02/09/2026 $79.34 $79.71 $79.10 $79.67 19,900
01/09/2026 $79.27 $79.74 $78.94 $79.03 10,600
31/08/2026 $79.33 $79.64 $79.01 $79.07 15,900
28/08/2026 $80.11 $80.31 $79.21 $79.50 33,700
27/08/2026 $79.49 $79.77 $79.49 $79.74 5,000
26/08/2026 $79.48 $79.48 $79.13 $79.23 5,600
25/08/2026 $78.86 $79.17 $78.80 $79.10 13,200
24/08/2026 $77.91 $77.91 $77.22 $77.50 10,400
21/08/2026 $78.88 $78.88 $78.40 $78.40 46,800