Summary
DFEM
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 50.40% Volatility 19.18% Sharpe 1.51
Official loaded data — not a live quote.

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%

Assets under management
$8.5B
-0.58% 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

6.85%

Ann. -55.91% (Sharpe / Sortino numerator)

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

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%

CVaR 95%: -3.60%
Max drawdown: -12.24%
Sortino ratio: 0.266
Calmar ratio: 0.71

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%

CVaR 95%: -3.14%
Max drawdown: -12.24%
Sortino ratio: 0.708
Calmar ratio: 1.22

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%

CVaR 95%: -2.99%
Max drawdown: -12.24%
Sortino ratio: 1.825
Calmar ratio: 2.66

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%

CVaR 95%: -2.55%
Max drawdown: -18.09%
Sortino ratio: 1.156
Calmar ratio: 1.04

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%

CVaR 95%: -2.31%
Max drawdown: -18.09%
Sortino ratio: 1.101
Calmar ratio: 0.91

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.169%

Best day

5.166%

08/04/2026
Worst day

-4.703%

03/03/2026
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