DIMENSIONAL EMERGING MARKETS SUSTAINABILITY CORE 1 ETF

Symbol: DFSE

Exchange: NYSE ARCA

Sector: Technology

Category: Diversified Emerging Mkts

Inception Date: 01/11/2022

Latest Date: 02/04/2026

Current Price: $42.31

Expense Ratio: 0.41%

Assets Under Management
$582.5M
0.68% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

-7.33%

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
Return

-0.20%

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
Return

2.94%

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
Return

27.16%

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
Return

36.47%

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
Return

51.04%

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

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.103%

Best Day

6.848%

09/04/2025
Worst Day

-5.191%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $42.03 $42.43 $41.94 $42.31 16,800
01/04/2026 $42.59 $43.17 $42.59 $42.73 13,600
31/03/2026 $41.08 $42.42 $40.99 $42.37 19,000
30/03/2026 $41.77 $41.77 $40.67 $41.03 31,700
27/03/2026 $41.33 $41.61 $41.08 $41.24 26,000
26/03/2026 $41.92 $42.24 $41.42 $41.48 24,800
25/03/2026 $43.18 $43.18 $42.65 $42.91 18,100
24/03/2026 $41.99 $42.54 $41.99 $42.29 27,800
23/03/2026 $42.72 $43.58 $42.46 $42.86 22,600
20/03/2026 $42.40 $42.71 $41.62 $41.64 22,400