Summary
DFSE
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 42.80% Volatility 19.29% Sharpe 1.23
Official loaded data — not a live quote.

DIMENSIONAL EMERGING MARKETS SUSTAINABILITY CORE 1 ETF

Symbol: DFSE

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 01/11/2022

Latest date: 03/06/2026

Current price: $50.14

Expense ratio: 0.41%

Assets under management
$590.4M
-0.43% 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

5.84%

Ann. -56.55% (Sharpe / Sortino numerator)

Volatility

33.05%

Sharpe ratio

-1.821

VaR 95%

-3.43%

CVaR 95%: -4.08%
Max drawdown: -6.48%
Sortino ratio: -2.553
Calmar ratio: -8.72

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

15.12%

Ann. -0.80% (Sharpe / Sortino numerator)

Volatility

23.71%

Sharpe ratio

-0.187

VaR 95%

-3.24%

CVaR 95%: -3.72%
Max drawdown: -12.99%
Sortino ratio: -0.241
Calmar ratio: -0.06

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.

Period total return

22.69%

Ann. 6.01% (Sharpe / Sortino numerator)

Volatility

19.87%

Sharpe ratio

0.120

VaR 95%

-1.79%

CVaR 95%: -3.16%
Max drawdown: -12.99%
Sortino ratio: 0.149
Calmar ratio: 0.46

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

42.80%

Ann. 27.29% (Sharpe / Sortino numerator)

Volatility

19.29%

Sharpe ratio

1.226

VaR 95%

-1.60%

CVaR 95%: -2.98%
Max drawdown: -12.99%
Sortino ratio: 1.538
Calmar ratio: 2.10

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

57.32%

Ann. 16.89% (Sharpe / Sortino numerator)

Volatility

18.13%

Sharpe ratio

0.732

VaR 95%

-1.80%

CVaR 95%: -2.66%
Max drawdown: -19.77%
Sortino ratio: 0.993
Calmar ratio: 0.85

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

77.21%

Ann. 14.80% (Sharpe / Sortino numerator)

Volatility

16.92%

Sharpe ratio

0.660

VaR 95%

-1.64%

CVaR 95%: -2.42%
Max drawdown: -19.77%
Sortino ratio: 0.941
Calmar ratio: 0.75

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.

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

0.149%

Best day

5.427%

08/04/2026
Worst day

-4.501%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $50.35 $50.45 $50.00 $50.14 17,700
02/06/2026 $50.70 $51.14 $50.63 $50.98 14,700
01/06/2026 $50.50 $50.77 $49.87 $50.58 14,000
29/05/2026 $49.86 $49.86 $49.46 $49.68 27,900
28/05/2026 $49.02 $49.96 $48.84 $49.73 18,500
27/05/2026 $50.09 $50.09 $49.18 $49.60 47,300
26/05/2026 $49.73 $50.08 $49.53 $49.99 30,700
22/05/2026 $48.03 $48.59 $48.03 $48.28 15,700
21/05/2026 $47.10 $48.31 $47.10 $48.05 19,100
20/05/2026 $46.83 $47.84 $46.83 $47.77 8,000