DFSE Performance — Dimensional Emerging Markets Sustainability Core 1 ETF
Data updated: 2026-09-24
DFSE returned +13.20% year to date and +23.63% over one year to Jul 2026. The annualised 3-year return is +15.60%. The fund trailed its Emerging Markets Thematic Equity category average: $100 invested three years ago grew to $154, against $161 for the category, and to $124 over one year, against $134. Volatility over the past three years was 16.52% a year. In the 12 months to Jul 2026 the fund took in a net $84.5M, and assets reached $602.30M.
DFSE Growth of $100
What $100 invested in Dimensional Emerging Markets Sustainability Core 1 ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Emerging Markets Thematic Equity category average over the same months.
| Period | DFSE | Category average |
|---|---|---|
| 1 year (Aug 2025 – Jul 2026) | $124 | $134 |
| 3 years (Aug 2023 – Jul 2026) | $154 | $161 |
| Since data start (Nov 2022 – Jul 2026) | $176 | $188 |
DFSE Trailing Returns
Total returns to Jul 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +13.20% |
| 1 year | +23.63% |
| 3 years (annualised) | +15.60% |
DFSE Annual Returns
Calendar-year total returns of Dimensional Emerging Markets Sustainability Core 1 ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jul) | +13.20% |
| 2025 | +27.70% |
| 2024 | +7.19% |
| 2023 | +14.50% |
| 2022 (Nov–Dec) | −1.07% |
DFSE 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 | +7.4% | +4.9% | −12.3% | +13.8% | +6.6% | −2.4% | −3.3% | — | — | — | — | — |
| 2025 | +0.7% | +0.5% | −0.2% | +1.6% | +5.7% | +6.1% | +1.7% | +2.6% | +4.5% | +2.1% | −2.1% | +1.8% |
| 2024 | −4.6% | +4.8% | +1.7% | +1.0% | +1.0% | +3.0% | +0.2% | +1.3% | +6.1% | −4.3% | −2.6% | −0.2% |
| 2023 | +7.5% | −5.0% | +3.0% | −0.8% | −0.8% | +4.2% | +6.4% | −5.1% | −2.4% | −4.5% | +8.8% | +3.5% |
| 2022 | — | — | — | — | — | — | — | — | — | — | 0.0% | −1.1% |
DFSE Risk
Risk measures from monthly returns over Aug 2023 – Jul 2026.
- 3-year volatility (annualised): 16.52%
- 3-year Sharpe ratio: 0.67 (vs 4.5% risk-free rate)
- Best month: +13.83% (Apr 2026)
- Worst month: −12.26% (Mar 2026)
DFSE Fund Flows
Monthly money in and out of Dimensional Emerging Markets Sustainability Core 1 ETF, from SEC Form N-PORT.
- 12-month net flow: $84.5M
- 12-month gross sales (incl. reinvestments): $84.5M
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2026 | $7.1M | $0 | $7.1M |
| Jun 2026 | $5.0M | $0 | $5.0M |
| May 2026 | $0 | $0 | $0 |
| Apr 2026 | $4.7M | $0 | $4.7M |
| Mar 2026 | $4.4M | $0 | $4.4M |
| Feb 2026 | $13.7M | $0 | $13.7M |
| Jan 2026 | $12.9M | $0 | $12.9M |
| Dec 2025 | $8.3M | $0 | $8.3M |
| Nov 2025 | $8.2M | $0 | $8.2M |
| Oct 2025 | $8.3M | $0 | $8.3M |
| Sep 2025 | $4.1M | $0 | $4.1M |
| Aug 2025 | $7.9M | $0 | $7.9M |
DFSE Assets Under Management
Net assets of Dimensional Emerging Markets Sustainability Core 1 ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-07-31 | $602.30M |
| 2026-04-30 | $590.37M |
| 2026-01-31 | $542.08M |
| 2025-10-31 | $480.40M |
| 2025-07-31 | $422.70M |
| 2025-04-30 | $370.18M |
| 2025-01-31 | $347.37M |
| 2024-10-31 | $315.53M |
| 2024-07-31 | $278.92M |
| 2024-04-30 | $249.67M |
| 2024-01-31 | $183.86M |
| 2023-10-31 | $154.87M |
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.