DIMENSIONAL EMERGING MARKETS CORE EQUITY 2 ETF
Symbol: DFEM
Exchange: NYSE
Sector: Technology
Category: Diversified Emerging Mkts
Inception date: 26/04/2022
Latest date: 15/10/2026
Current price: $38.46
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
-1.68%
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
-0.87%
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
3.49%
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
21.18%
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
46.02%
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
76.49%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.087%
Best day
5.167%
Worst day
-6.139%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $38.04 | $38.47 | $37.86 | $38.46 | 1,447,600 |
| 14/10/2026 | $38.93 | $39.13 | $38.70 | $38.76 | 1,205,800 |
| 13/10/2026 | $39.20 | $39.49 | $39.20 | $39.46 | 1,181,000 |
| 12/10/2026 | $39.86 | $39.86 | $39.63 | $39.67 | 579,400 |
| 09/10/2026 | $39.98 | $40.07 | $39.90 | $40.01 | 822,500 |
| 08/10/2026 | $39.70 | $39.89 | $39.40 | $39.58 | 930,800 |
| 07/10/2026 | $40.06 | $40.28 | $39.94 | $40.20 | 615,200 |
| 06/10/2026 | $40.84 | $40.88 | $40.65 | $40.67 | 646,400 |
| 05/10/2026 | $40.66 | $40.88 | $40.64 | $40.80 | 529,800 |
| 02/10/2026 | $40.22 | $40.42 | $40.06 | $40.31 | 724,200 |