DEHP Performance — Dimensional Emerging Markets High Profitability ETF
Data updated: 2026-09-24
DEHP returned +23.07% year to date and +41.57% over one year to Jul 2026. The annualised 3-year return is +19.60%. The fund beat its Emerging Markets Equity category average: $100 invested three years ago grew to $171, against $164 for the category, and to $142 over one year, against $134. Volatility over the past three years was 18.94% a year. In the 12 months to Jul 2026 the fund took in a net $46.1M, and assets reached $420.24M.
DEHP Growth of $100
What $100 invested in Dimensional Emerging Markets High Profitability ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Equity category average over the same months.
| Period | DEHP | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $142 | $134 |
| 3 years (Aug 2023 – Jul 2026) | $171 | $164 |
| Since data start (Feb 2022 – Jul 2026) | $170 | $150 |
DEHP Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +23.07% |
| 1 year | +41.57% |
| 3 years (annualised) | +19.60% |
DEHP Annual Returns
Calendar-year total returns of Dimensional Emerging Markets High Profitability ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +23.07% |
| 2025 | +32.46% |
| 2024 | +4.87% |
| 2023 | +11.86% |
| 2022 (Feb–Dec) | −11.20% |
DEHP Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +8.9% | +5.9% | −12.2% | +17.4% | +12.5% | −1.6% | −6.6% | — | — | — | — | — |
| 2025 | +1.4% | −1.0% | +0.7% | +0.5% | +4.8% | +6.2% | +1.9% | +2.6% | +5.3% | +4.9% | −1.9% | +3.5% |
| 2024 | −4.2% | +4.2% | +2.2% | +0.7% | +1.4% | +4.0% | −1.3% | +0.9% | +5.1% | −5.0% | −2.7% | 0.0% |
| 2023 | +8.3% | −5.0% | +2.8% | −1.4% | −1.6% | +4.0% | +4.7% | −5.2% | −1.6% | −3.5% | +7.9% | +3.1% |
| 2022 | — | 0.0% | 0.0% | 0.0% | 0.0% | −9.2% | 0.0% | −0.2% | −11.2% | −3.2% | +15.9% | −1.6% |
DEHP Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 18.94%
- 3-year Sharpe ratio: 0.80 (vs 4.5% risk-free rate)
- Best month: +17.41% (Apr 2026)
- Worst month: −12.21% (Mar 2026)
DEHP Fund Flows
Monthly money in and out of Dimensional Emerging Markets High Profitability ETF, from SEC Form N-PORT.
- 12-month net flow: $46.1M
- 12-month gross sales (incl. reinvestments): $46.1M
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $4.1M | $0 | $4.1M |
| Jun 2026 | $4.4M | $0 | $4.4M |
| May 2026 | $3.9M | $0 | $3.9M |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $1.8M | $0 | $1.8M |
| Feb 2026 | $14.4M | $0 | $14.4M |
| Jan 2026 | $3.4M | $0 | $3.4M |
| Dec 2025 | $6.3M | $0 | $6.3M |
| Nov 2025 | $3.2M | $0 | $3.2M |
| Oct 2025 | $1.6M | $0 | $1.6M |
| Sep 2025 | $3.1M | $0 | $3.1M |
| Aug 2025 | $0 | $0 | $0 |
DEHP Assets Under Management
Net assets of Dimensional Emerging Markets High Profitability ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $420.24M |
| 2026-04-30 | $396.37M |
| 2026-01-31 | $347.73M |
| 2025-10-31 | $302.72M |
| 2025-07-31 | $264.89M |
| 2025-04-30 | $229.14M |
| 2025-01-31 | $218.88M |
| 2024-10-31 | $206.37M |
| 2024-07-31 | $192.72M |
| 2024-04-30 | $180.43M |
| 2024-01-31 | $181.18M |
| 2023-10-31 | $159.78M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.