Summary
DFEM
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 26.55% 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: 20/07/2026

Current price: $37.73

Expense ratio: 0.39%

Assets under management
$9.3B
-0.45% 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

-10.39%

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

-1.07%

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

10.02%

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

26.55%

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

47.38%

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

65.41%

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: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.104%

Best day

5.167%

08/04/2026
Worst day

-6.139%

05/06/2026
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