DIMENSIONAL EMERGING MARKETS CORE EQUITY 2 ETF
Symbol: DFEM
Exchange: NYSE
Sector: Technology
Category: Diversified Emerging Mkts
Inception date: 26/04/2022
Latest date: 20/07/2026
Current price: $37.73
Expense ratio: 0.39%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-10.39%
Ann. -55.91% (Sharpe / Sortino numerator)
Volatility
33.55%
Sharpe ratio
-1.775
VaR 95%
-3.43%
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
-1.07%
Ann. 8.68% (Sharpe / Sortino numerator)
Volatility
23.82%
Sharpe ratio
0.212
VaR 95%
-2.71%
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
10.02%
Ann. 14.99% (Sharpe / Sortino numerator)
Volatility
19.77%
Sharpe ratio
0.575
VaR 95%
-1.93%
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
26.55%
Ann. 32.56% (Sharpe / Sortino numerator)
Volatility
19.18%
Sharpe ratio
1.508
VaR 95%
-1.72%
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
47.38%
Ann. 18.90% (Sharpe / Sortino numerator)
Volatility
17.11%
Sharpe ratio
0.892
VaR 95%
-1.75%
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
65.41%
Ann. 16.41% (Sharpe / Sortino numerator)
Volatility
15.90%
Sharpe ratio
0.804
VaR 95%
-1.56%
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: 21/07/2025 - 20/07/2026.
Average daily return
0.104%
Best day
5.167%
Worst day
-6.139%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $37.90 | $38.05 | $37.67 | $37.73 | 1,062,400 |
| 17/07/2026 | $37.22 | $38.08 | $37.12 | $37.77 | 1,370,500 |
| 16/07/2026 | $38.57 | $38.65 | $38.26 | $38.41 | 1,132,400 |
| 15/07/2026 | $39.31 | $39.33 | $38.61 | $39.08 | 1,082,000 |
| 14/07/2026 | $39.03 | $39.23 | $38.88 | $39.15 | 786,600 |
| 13/07/2026 | $39.01 | $39.07 | $38.60 | $38.65 | 864,300 |
| 10/07/2026 | $39.74 | $39.99 | $39.52 | $39.93 | 1,089,800 |
| 09/07/2026 | $39.67 | $39.86 | $39.53 | $39.73 | 656,100 |
| 08/07/2026 | $38.89 | $39.43 | $38.73 | $39.40 | 908,200 |
| 07/07/2026 | $39.42 | $39.52 | $38.97 | $39.18 | 846,500 |