Summary
DFSE
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 20.21% 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: 20/07/2026

Current price: $45.81

Expense ratio: 0.41%

Assets under management
$615.9M
1.13% 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

-9.65%

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

-2.29%

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

7.45%

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

20.21%

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

41.82%

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

56.96%

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

Methodology: adjusted prices + daily simple return
Average daily return

0.083%

Best day

5.427%

08/04/2026
Worst day

-5.499%

05/06/2026
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