DFAE Performance — Dimensional Emerging Core Equity Market ETF
Data updated: 2026-09-24
DFAE returned +17.68% year to date and +32.32% over one year to Jul 2026. Annualised returns are +18.23% over 3 years and +9.05% over 5 years. Against its Emerging Markets Equity category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $165, against $164 for the category, and to $132 over one year, against $134. Volatility over the past three years was 16.98% a year. In the 12 months to Jul 2026 the fund took in a net $1.3B, and assets reached $9.47B.
DFAE Growth of $100
What $100 invested in Dimensional Emerging Core Equity Market 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 | DFAE | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $132 | $134 |
| 3 years (Aug 2023 – Jul 2026) | $165 | $164 |
| 5 years (Aug 2021 – Jul 2026) | $154 | $143 |
| Since data start (Nov 2020 – Jul 2026) | $161 | $175 |
DFAE Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +17.68% |
| 1 year | +32.32% |
| 3 years (annualised) | +18.23% |
| 5 years (annualised) | +9.05% |
DFAE Annual Returns
Calendar-year total returns of Dimensional Emerging Core Equity Market ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +17.68% |
| 2025 | +30.98% |
| 2024 | +8.04% |
| 2023 | +12.61% |
| 2022 | −17.26% |
| 2021 | +3.47% |
| 2020 (Nov–Dec) | 0.00% |
DFAE 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 | +8.4% | +5.7% | −12.3% | +14.2% | +8.4% | −1.7% | −3.8% | — | — | — | — | — |
| 2025 | +1.0% | −0.1% | +0.3% | +1.1% | +5.2% | +6.0% | +2.0% | +1.7% | +5.8% | +3.9% | −2.1% | +2.8% |
| 2024 | −4.0% | +4.4% | +2.1% | +1.1% | +0.8% | +3.8% | +0.1% | +1.4% | +6.0% | −4.2% | −3.0% | −0.2% |
| 2023 | +7.6% | −5.6% | +3.0% | −0.8% | −1.2% | +4.4% | +6.0% | −5.3% | −2.3% | −4.2% | +7.7% | +3.9% |
| 2022 | −1.6% | −1.6% | +0.1% | −5.4% | 0.0% | −7.7% | 0.0% | +0.6% | −11.5% | −2.4% | +14.0% | −1.3% |
| 2021 | +1.9% | +2.2% | −0.7% | +4.0% | +1.4% | +1.2% | −5.9% | +2.7% | −3.6% | +0.5% | −3.5% | +3.5% |
| 2020 | — | — | — | — | — | — | — | — | — | — | 0.0% | 0.0% |
DFAE Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 16.98%
- 3-year Sharpe ratio: 0.81 (vs 4.5% risk-free rate)
- Best month: +14.24% (Apr 2026)
- Worst month: −12.27% (Mar 2026)
DFAE Fund Flows
Monthly money in and out of Dimensional Emerging Core Equity Market ETF, from SEC Form N-PORT.
- 12-month net flow: $1.3B
- 12-month gross sales (incl. reinvestments): $1.3B
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $153.9M | $0 | $153.9M |
| Jun 2026 | $284.9M | $0 | $284.9M |
| May 2026 | $11.9M | $0 | $11.9M |
| Apr 2026 | $57.0M | $0 | $57.0M |
| Mar 2026 | $10.4M | $0 | $10.4M |
| Feb 2026 | $99.4M | $0 | $99.4M |
| Jan 2026 | $224.2M | $0 | $224.2M |
| Dec 2025 | $112.5M | $0 | $112.5M |
| Nov 2025 | $71.8M | $0 | $71.8M |
| Oct 2025 | $40.8M | $0 | $40.8M |
| Sep 2025 | $168.4M | $0 | $168.4M |
| Aug 2025 | $59.9M | $0 | $59.9M |
DFAE Assets Under Management
Net assets of Dimensional Emerging Core Equity Market ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $9.47B |
| 2026-04-30 | $8.86B |
| 2026-01-31 | $8.22B |
| 2025-10-31 | $7.18B |
| 2025-07-31 | $6.22B |
| 2025-04-30 | $5.29B |
| 2025-01-31 | $4.93B |
| 2024-10-31 | $4.82B |
| 2024-07-31 | $4.39B |
| 2024-04-30 | $3.82B |
| 2024-01-31 | $3.38B |
| 2023-10-31 | $2.88B |
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.