DIMENSIONAL EMERGING MARKETS CORE EQUITY 2 ETF
Symbol: DFEM
Exchange: NYSE
Sector: Technology
Category: Diversified Emerging Mkts
Inception date: 26/04/2022
Latest date: 03/06/2026
Current price: $41.49
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
6.85%
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
17.16%
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
27.96%
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
50.40%
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
64.00%
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
86.91%
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: 03/06/2025 - 03/06/2026.
Average daily return
0.169%
Best day
5.166%
Worst day
-4.703%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $41.73 | $41.73 | $41.35 | $41.49 | 818,100 |
| 02/06/2026 | $41.73 | $42.08 | $41.65 | $42.03 | 1,168,400 |
| 01/06/2026 | $41.46 | $42.04 | $41.32 | $41.86 | 887,300 |
| 29/05/2026 | $41.29 | $41.35 | $41.01 | $41.09 | 573,900 |
| 28/05/2026 | $40.55 | $41.23 | $40.43 | $41.12 | 1,292,500 |
| 27/05/2026 | $41.12 | $41.22 | $40.69 | $40.93 | 790,800 |
| 26/05/2026 | $40.80 | $41.26 | $40.80 | $41.21 | 1,271,000 |
| 22/05/2026 | $39.89 | $40.04 | $39.72 | $39.74 | 692,300 |
| 21/05/2026 | $39.22 | $39.78 | $39.10 | $39.62 | 861,900 |
| 20/05/2026 | $38.80 | $39.35 | $38.71 | $39.33 | 664,800 |