DIMENSIONAL EMERGING MARKETS CORE EQUITY 2 ETF

Symbol: DFEM

Exchange: NYSE ARCA

Sector: Technology

Category: Diversified Emerging Mkts

Inception Date: 26/04/2022

Latest Date: 17/04/2026

Current Price: $38.61

Expense Ratio: 0.39%

Assets Under Management
$7.5B
0.21% daily change

Period Performance

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

Adjusted Return
--
--

Performance Metrics

Return

10.52%

Volatility

33.55%

Sharpe Ratio

-1.775

VaR 95%

-3.43%

CVaR 95%: -4.19%
Max Drawdown: -6.37%
Sortino Ratio: -2.496
Calmar Ratio: -8.78
Return

11.82%

Volatility

23.82%

Sharpe Ratio

0.212

VaR 95%

-2.71%

CVaR 95%: -3.60%
Max Drawdown: -12.24%
Sortino Ratio: 0.266
Calmar Ratio: 0.71
Return

18.20%

Volatility

19.77%

Sharpe Ratio

0.575

VaR 95%

-1.93%

CVaR 95%: -3.14%
Max Drawdown: -12.24%
Sortino Ratio: 0.708
Calmar Ratio: 1.22
Return

54.60%

Volatility

19.18%

Sharpe Ratio

1.508

VaR 95%

-1.72%

CVaR 95%: -2.99%
Max Drawdown: -12.24%
Sortino Ratio: 1.825
Calmar Ratio: 2.66
Return

62.79%

Volatility

17.11%

Sharpe Ratio

0.892

VaR 95%

-1.75%

CVaR 95%: -2.55%
Max Drawdown: -18.09%
Sortino Ratio: 1.156
Calmar Ratio: 1.04
Return

73.14%

Volatility

15.90%

Sharpe Ratio

0.804

VaR 95%

-1.56%

CVaR 95%: -2.31%
Max Drawdown: -18.09%
Sortino Ratio: 1.101
Calmar Ratio: 0.91

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.183%

Best Day

6.545%

10/04/2026
Worst Day

-4.828%

03/03/2026
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $38.53 $38.92 $38.45 $38.61 934,600
16/04/2026 $37.84 $37.98 $37.60 $37.84 572,000
15/04/2026 $37.58 $37.70 $37.44 $37.64 663,600
14/04/2026 $37.42 $37.73 $37.39 $37.73 600,100
13/04/2026 $36.57 $37.19 $36.55 $37.15 651,700
10/04/2026 $36.89 $36.95 $36.67 $36.79 1,012,800
02/04/2026 $33.97 $34.70 $33.86 $34.53 740,700
01/04/2026 $34.73 $35.10 $34.66 $34.80 834,400
31/03/2026 $33.52 $34.56 $33.47 $34.55 1,531,800
30/03/2026 $33.86 $33.91 $33.26 $33.42 1,057,400