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Dimensional Emerging Markets Value ETF ETF , DFEV

27.38 -0.31 -1.12%
07/19/2024 10:15 PM NYA
Plus500. 80% of retail CFD accounts lose money


NAV

27.4305
Nav
07/18/2024
Last Update

Ratings

n/a
Morningstar Rating
n/a
Sustainability Rating

Key Data

Dimensional Fund Advisors
Issuer
MSCI EM Value
Benchmark
675.97 M
Net Asset
USD
Currency
0.43 %
TER
04/26/2022
Inception
Yes
Distributing
Diversified Emerging Mkts
Type
United States
Applied In
Citibank, N.A.
Custodian
US25434V7405
ISIN
DFEV
Symbol

Asset Allocation Top Instruments

Asset Allocation Top Sectors

Asset Allocation Top Countries

Asset Allocation Top Holdings

Performance

Name %
High 1 Year 174.19
Volatility 1 Year 18.97
Sharpe Ratio 1 Year -0.66
Maximum Loss 1 Year -17.61
Name %
Alpha 1 Year -1.08
Alpha 3 Years -5.37
Alpha 5 Years 0.56
Average Gain 1 Year 6.30
Average Gain 3 Years 4.50
Average Gain 5 Years 4.85
Average Loss 1 Year -4.06
Average Loss 3 Years -4.71
Average Loss 5 Years -4.53
Batting Average 1 Year 66.67
Batting Average 3 Years 55.56
Batting Average 5 Years 60.00
Beta 1 Year 0.78
Beta 3 Years 0.69
Beta 5 Years 0.76
Capture Ratio Down 1 Year 88.08
Capture Ratio Down 3 Years 81.47
Capture Ratio Down 5 Years 79.92
Capture Ratio Up 1 Year 91.84
Capture Ratio Up 3 Years 68.68
Capture Ratio Up 5 Years 82.17
Correlation 1 Year 81.35
Correlation 3 Years 86.56
Correlation 5 Years 89.61
High 1 Year 174.19
Information Ratio 1 Year 0.18
Information Ratio 3 Years -0.27
Information Ratio 5 Years 0.02
Low 1 Year 147.97
Maximum Loss 1 Year -17.61
Maximum Loss 3 Years -30.77
Maximum Loss 5 Years -30.77
Risk adjusted Return 3 Years -12.09
Risk adjusted Return 5 Years -0.04
Risk adjusted Return Since Inception -4.86
R-Squared (R²) 1 Year 66.18
R-Squared (R²) 3 Years 74.92
R-Squared (R²) 5 Years 80.30
Sharpe Ratio 1 Year -0.66
Sharpe Ratio 3 Years -0.36
Sharpe Ratio 5 Years 0.20
Sortino Ratio 1 Year -0.88
Sortino Ratio 3 Years -0.46
Sortino Ratio 5 Years 0.30
Tracking Error 1 Year 11.88
Tracking Error 3 Years 12.55
Tracking Error 5 Years 10.88
Trailing Return 1 Month -3.21
Trailing Return 1 Year -8.31
Trailing Return 2 Months -4.84
Trailing Return 2 Years -6.72
Trailing Return 3 Months -9.26
Trailing Return 3 Years -5.47
Trailing Return 4 Years 8.05
Trailing Return 5 Years 4.48
Trailing Return 6 Months -6.78
Trailing Return 6 Years 4.51
Trailing Return 7 Years 5.65
Trailing Return 8 Years 6.95
Trailing Return 9 Months -5.01
Trailing Return 9 Years 4.88
Trailing Return Since Inception 3.61
Trailing Return YTD - Year to Date -6.78
Treynor Ratio 1 Year -17.89
Treynor Ratio 3 Years -12.87
Treynor Ratio 5 Years 2.85
Volatility 1 Year 18.97
Volatility 3 Years 19.79
Volatility 5 Years 20.46

Historical Prices for Dimensional Emerging Markets Value ETF

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Price change over selected period: 0% 0

Sustainability Rating

No Rating available
Rating vs. Category
Equity
Category

Investment Policy

The investment seeks to achieve long-term capital appreciation. The Portfolio is designed to purchase emerging market equity securities that are deemed by the Advisor to be value stocks at the time of purchase, which may include frontier markets (emerging market countries in an earlier stage of development). As a non-fundamental policy, under normal circumstances, the Portfolio will invest at least 80% of its net assets in emerging markets investments that are defined in the Prospectus as Approved Markets securities. The Portfolio may purchase emerging market equity securities across all market capitalizations.

Terms

Initial minimum savings amount
Distribution Distributing

funds category comparison

Name 1y Perf.
Morgan Stanley Variable Insurance Fund, Inc. Emerging Markets Equity Portfolio Class I 13.75
Hartford Emerging Markets Equity Fund Class C 13.76
Goldman Sachs Emerging Markets Equity Insights Fund Investor Class 13.77
Callan Emerging Markets Equity Fd CL R7 13.78
BlackRock Emerging Markets Alpha Tilts Fund F 13.78

Investment Trust

Name Dimensional Fund Advisors
Address Dimensional Fund Advisors
Zip Code 90401
Website http://www.dimensional.com