DIMENSIONAL EMERGING MARKETS SUSTAINABILITY CORE 1 ETF
Symbol: DFSE
Exchange: NYSE
Sector: Technology
Category: Diversified Emerging Mkts
Inception date: 01/11/2022
Latest date: 20/07/2026
Current price: $45.81
Expense ratio: 0.41%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-9.65%
Ann. -56.55% (Sharpe / Sortino numerator)
Volatility
33.05%
Sharpe ratio
-1.821
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
-2.29%
Ann. -0.80% (Sharpe / Sortino numerator)
Volatility
23.71%
Sharpe ratio
-0.187
VaR 95%
-3.24%
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
7.45%
Ann. 6.01% (Sharpe / Sortino numerator)
Volatility
19.87%
Sharpe ratio
0.120
VaR 95%
-1.79%
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
20.21%
Ann. 27.29% (Sharpe / Sortino numerator)
Volatility
19.29%
Sharpe ratio
1.226
VaR 95%
-1.60%
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
41.82%
Ann. 16.89% (Sharpe / Sortino numerator)
Volatility
18.13%
Sharpe ratio
0.732
VaR 95%
-1.80%
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
56.96%
Ann. 14.80% (Sharpe / Sortino numerator)
Volatility
16.92%
Sharpe ratio
0.660
VaR 95%
-1.64%
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.
Average daily return
0.083%
Best day
5.427%
Worst day
-5.499%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $45.30 | $46.05 | $45.30 | $45.81 | 41,600 |
| 17/07/2026 | $45.20 | $46.15 | $44.91 | $45.93 | 20,700 |
| 16/07/2026 | $46.52 | $46.73 | $46.25 | $46.41 | 32,200 |
| 15/07/2026 | $47.02 | $47.85 | $46.69 | $47.23 | 23,400 |
| 14/07/2026 | $47.16 | $47.61 | $47.16 | $47.44 | 16,800 |
| 13/07/2026 | $47.13 | $47.19 | $46.75 | $46.77 | 13,300 |
| 10/07/2026 | $47.87 | $48.42 | $47.87 | $48.39 | 11,000 |
| 09/07/2026 | $48.03 | $48.19 | $47.65 | $48.07 | 36,900 |
| 08/07/2026 | $47.31 | $47.66 | $46.87 | $47.62 | 40,100 |
| 07/07/2026 | $47.62 | $47.79 | $47.20 | $47.42 | 40,400 |