Summary
DEXC
Prices · period metrics · 12M
NAV as of 16/07/2026
30/05/2025 → 28/05/2026
Return 40.14% 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: 16/07/2026

Current price: $75.76

Expense ratio: 0.43%

Assets under management
$337.6M
-0.44% 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

-7.41%

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

5.67%

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

19.82%

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

40.14%

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

58.15%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.147%

Best day

5.847%

08/04/2026
Worst day

-7.01%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $76.09 $76.34 $75.69 $75.76 2,100
15/07/2026 $78.25 $78.25 $76.77 $77.65 23,000
14/07/2026 $77.82 $78.17 $77.48 $78.14 8,100
13/07/2026 $77.58 $77.69 $76.93 $76.93 20,100
10/07/2026 $79.45 $80.19 $79.37 $79.89 12,200
09/07/2026 $79.74 $79.99 $79.57 $79.57 6,100
08/07/2026 $78.03 $78.92 $77.53 $78.84 19,200
07/07/2026 $78.95 $79.28 $78.15 $78.49 37,400
06/07/2026 $80.95 $81.47 $80.95 $81.04 11,500
02/07/2026 $80.13 $80.67 $77.89 $78.87 48,000