DFEM Performance — Dimensional Emerging Markets Core Equity 2 ETF
Data updated: 2026-09-24
DFEM returned +16.43% year to date and +29.84% over one year to Jul 2026. The annualised 3-year return is +17.66%. The fund trailed its Emerging Markets Equity category average: $100 invested three years ago grew to $163, against $164 for the category, and to $130 over one year, against $134. Volatility over the past three years was 16.61% a year. In the 12 months to Jul 2026 the fund took in a net $1.5B, and assets reached $8.96B.
DFEM Growth of $100
What $100 invested in Dimensional Emerging Markets Core Equity 2 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 | DFEM | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $130 | $134 |
| 3 years (Aug 2023 – Jul 2026) | $163 | $164 |
| Since data start (Feb 2022 – Jul 2026) | $166 | $150 |
DFEM Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +16.43% |
| 1 year | +29.84% |
| 3 years (annualised) | +17.66% |
DFEM Annual Returns
Calendar-year total returns of Dimensional Emerging Markets Core Equity 2 ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +16.43% |
| 2025 | +29.15% |
| 2024 | +7.80% |
| 2023 | +13.60% |
| 2022 (Feb–Dec) | −9.92% |
DFEM 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% | −11.9% | +14.2% | +7.9% | −1.9% | −4.5% | — | — | — | — | — |
| 2025 | +0.3% | −0.3% | +0.5% | +1.0% | +5.6% | +5.9% | +1.9% | +2.2% | +4.8% | +3.4% | −1.8% | +2.6% |
| 2024 | −3.7% | +4.0% | +1.8% | +1.6% | +1.1% | +3.2% | −0.2% | +1.4% | +5.7% | −4.2% | −2.5% | −0.2% |
| 2023 | +7.3% | −5.1% | +2.7% | −0.5% | −1.4% | +4.2% | +5.7% | −4.8% | −1.8% | −4.1% | +8.1% | +3.7% |
| 2022 | — | 0.0% | 0.0% | 0.0% | 0.0% | −8.3% | +0.1% | +0.5% | −11.5% | −2.0% | +14.4% | −1.6% |
DFEM Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 16.61%
- 3-year Sharpe ratio: 0.79 (vs 4.5% risk-free rate)
- Best month: +14.25% (Apr 2026)
- Worst month: −11.88% (Mar 2026)
DFEM Fund Flows
Monthly money in and out of Dimensional Emerging Markets Core Equity 2 ETF, from SEC Form N-PORT.
- 12-month net flow: $1.5B
- 12-month gross sales (incl. reinvestments): $1.5B
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $127.6M | $0 | $127.6M |
| Jun 2026 | $190.8M | $0 | $190.8M |
| May 2026 | $83.3M | $0 | $83.3M |
| Apr 2026 | $15.2M | $0 | $15.2M |
| Mar 2026 | $142.0M | $0 | $142.0M |
| Feb 2026 | $132.5M | $0 | $132.5M |
| Jan 2026 | $96.2M | $0 | $96.2M |
| Dec 2025 | $283.5M | $0 | $283.5M |
| Nov 2025 | $140.7M | $0 | $140.7M |
| Oct 2025 | $89.2M | $0 | $89.2M |
| Sep 2025 | $176.3M | $0 | $176.3M |
| Aug 2025 | $70.2M | $0 | $70.2M |
DFEM Assets Under Management
Net assets of Dimensional Emerging Markets Core Equity 2 ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $8.96B |
| 2026-04-30 | $8.54B |
| 2026-01-31 | $7.75B |
| 2025-10-31 | $6.62B |
| 2025-07-31 | $5.71B |
| 2025-04-30 | $4.83B |
| 2025-01-31 | $4.56B |
| 2024-10-31 | $4.34B |
| 2024-07-31 | $3.98B |
| 2024-04-30 | $3.61B |
| 2024-01-31 | $3.06B |
| 2023-10-31 | $2.36B |
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.