Summary
DFEV
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 32.50% Volatility 17.81% Sharpe 1.77
Official loaded data — not a live quote.

DIMENSIONAL EMERGING MARKETS VALUE ETF

Symbol: DFEV

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 26/04/2022

Latest date: 20/07/2026

Current price: $39.75

Expense ratio: 0.43%

Assets under management
$2.0B
-0.30% 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

-10.53%

Ann. -54.20% (Sharpe / Sortino numerator)

Volatility

30.16%

Sharpe ratio

-1.917

VaR 95%

-3.15%

CVaR 95%: -3.87%
Max drawdown: -5.25%
Sortino ratio: -2.643
Calmar ratio: -10.32

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

1.49%

Ann. 16.94% (Sharpe / Sortino numerator)

Volatility

21.73%

Sharpe ratio

0.613

VaR 95%

-2.32%

CVaR 95%: -3.30%
Max drawdown: -11.43%
Sortino ratio: 0.771
Calmar ratio: 1.48

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

13.55%

Ann. 25.90% (Sharpe / Sortino numerator)

Volatility

18.26%

Sharpe ratio

1.220

VaR 95%

-1.58%

CVaR 95%: -2.80%
Max drawdown: -11.43%
Sortino ratio: 1.540
Calmar ratio: 2.27

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

32.50%

Ann. 35.23% (Sharpe / Sortino numerator)

Volatility

17.81%

Sharpe ratio

1.774

VaR 95%

-1.54%

CVaR 95%: -2.82%
Max drawdown: -11.55%
Sortino ratio: 2.098
Calmar ratio: 3.05

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

53.41%

Ann. 20.26% (Sharpe / Sortino numerator)

Volatility

16.50%

Sharpe ratio

1.008

VaR 95%

-1.59%

CVaR 95%: -2.55%
Max drawdown: -17.94%
Sortino ratio: 1.265
Calmar ratio: 1.13

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

75.09%

Ann. 19.02% (Sharpe / Sortino numerator)

Volatility

15.43%

Sharpe ratio

0.997

VaR 95%

-1.51%

CVaR 95%: -2.29%
Max drawdown: -17.94%
Sortino ratio: 1.329
Calmar ratio: 1.06

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

0.121%

Best day

4.611%

08/04/2026
Worst day

-5.825%

05/06/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $39.87 $40.06 $39.67 $39.75 524,300
17/07/2026 $39.32 $40.24 $39.28 $39.97 323,300
16/07/2026 $40.58 $40.70 $40.19 $40.41 180,100
15/07/2026 $41.28 $41.32 $40.51 $41.12 230,600
14/07/2026 $41.09 $41.34 $40.90 $41.32 202,700
13/07/2026 $41.15 $41.15 $40.65 $40.75 244,100
10/07/2026 $41.80 $42.09 $41.60 $42.00 230,500
09/07/2026 $41.70 $41.96 $41.64 $41.83 302,000
08/07/2026 $40.86 $41.55 $40.72 $41.42 249,700
07/07/2026 $41.21 $41.37 $40.76 $41.04 334,300