Performance analysis of DFSE (DIMENSIONAL EMERGING MARKETS SUSTAINABILITY CORE 1 ETF)
Annual Return
Over the past 3 years, DFSE has had an average annual return of +17.24%, underperforming the benchmark SPY, which returned +19.63% annual.
Since Nov 2, 2022, DFSE has had an average annual return of +20.53%, underperforming the benchmark SPY, which returned +22.05% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +14.15% | +28.21% | +6.90% | +14.67% | +11.62% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +6.94% | +4.80% | -8.75% | +12.36% | +4.36% | -1.07% | -3.79% | +14.15% | |||||
| 2025 | +0.69% | +0.66% | +0.50% | +0.59% | +5.08% | +7.70% | +0.18% | +4.12% | +4.27% | +2.07% | -1.71% | +1.33% | +28.21% |
| 2024 | -4.41% | +4.43% | +2.07% | +0.43% | +1.95% | +2.09% | +1.17% | +0.53% | +4.96% | -3.28% | -1.71% | -1.08% | +6.90% |
| 2023 | +8.35% | -5.64% | +3.82% | -0.89% | -1.13% | +4.47% | +6.24% | -5.53% | -2.73% | -3.88% | +8.57% | +3.59% | +14.67% |
| 2022 | +14.35% | -2.39% | +11.62% |
Drawdown analysis of DFSE (DIMENSIONAL EMERGING MARKETS SUSTAINABILITY CORE 1 ETF)
The maximum drawdown for the DFSE was -19.77%, occurring on Apr 8, 2025. Recovery took 42 trading sessions.
The current DFSE drawdown is -7.24%.
Since Nov 2, 2022 DFSE has experienced the following drawdowns:
- 10% or more: 3 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.77% | Oct 4, 2024 | 126 | Apr 8, 2025 | 42 | Jun 9, 2025 | 168 |
| -12.87% | Feb 25, 2026 | 23 | Mar 30, 2026 | 13 | Apr 17, 2026 | 36 |
| -11.93% | Jul 31, 2023 | 63 | Oct 27, 2023 | 80 | Feb 23, 2024 | 143 |
| -9.64% | Jun 2, 2026 | 32 | Jul 20, 2026 | Ongoing | Ongoing | Ongoing |
| -9.46% | Jan 26, 2023 | 33 | Mar 15, 2023 | 64 | Jun 15, 2023 | 97 |
| -9.08% | Jul 12, 2024 | 17 | Aug 6, 2024 | 9 | Aug 19, 2024 | 26 |
| -6.10% | Aug 19, 2024 | 13 | Sep 6, 2024 | 12 | Sep 24, 2024 | 25 |
| -5.67% | May 11, 2026 | 6 | May 19, 2026 | 4 | May 26, 2026 | 10 |
| -5.34% | Oct 29, 2025 | 17 | Nov 21, 2025 | 27 | Jan 2, 2026 | 44 |
| -4.70% | Apr 9, 2024 | 5 | Apr 16, 2024 | 12 | May 2, 2024 | 17 |
| -4.57% | Oct 8, 2025 | 2 | Oct 10, 2025 | 10 | Oct 24, 2025 | 12 |
| -4.40% | May 17, 2024 | 11 | Jun 4, 2024 | 21 | Jul 5, 2024 | 32 |
| -4.24% | Jun 15, 2023 | 5 | Jun 23, 2023 | 13 | Jul 13, 2023 | 18 |
| -3.29% | Nov 15, 2022 | 4 | Nov 21, 2022 | 6 | Nov 30, 2022 | 10 |
| -3.29% | Jul 23, 2025 | 7 | Aug 1, 2025 | 7 | Aug 12, 2025 | 14 |
| -3.19% | Dec 2, 2022 | 17 | Dec 28, 2022 | 4 | Jan 4, 2023 | 21 |
| -2.80% | Jan 28, 2026 | 6 | Feb 5, 2026 | 2 | Feb 9, 2026 | 8 |
| -2.64% | Jun 12, 2025 | 5 | Jun 20, 2025 | 2 | Jun 24, 2025 | 7 |
| -2.24% | Oct 2, 2024 | 1 | Oct 3, 2024 | 1 | Oct 4, 2024 | 2 |
| -2.19% | Apr 17, 2026 | 4 | Apr 23, 2026 | 5 | Apr 30, 2026 | 9 |
| -2.03% | Sep 17, 2025 | 7 | Sep 26, 2025 | 4 | Oct 2, 2025 | 11 |
| -1.83% | Sep 26, 2024 | 2 | Sep 30, 2024 | 2 | Oct 2, 2024 | 4 |
| -1.49% | Nov 8, 2022 | 1 | Nov 9, 2022 | 1 | Nov 10, 2022 | 2 |
| -1.48% | Jul 13, 2023 | 5 | Jul 20, 2023 | 3 | Jul 25, 2023 | 8 |
| -1.48% | Jul 3, 2025 | 1 | Jul 7, 2025 | 7 | Jul 16, 2025 | 8 |