See what your fund actually adds
Dimensional Emerging Markets High Profitability ETF DEHP
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DEHP | Replication |
|---|---|---|
| Annualized growth | 13.8% | 11.8% |
| Annualized volatility | 16.4% | 13.6% |
| Sharpe ratio | 0.87 | 0.89 |
| Maximum drawdown | 20.8% | 16.6% |
| Replication fit (R²) | 0.83 · Tracking error 6.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model DEHP’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| DGS | EM Small Cap | 52.4% |
| VWO | Emerging Markets | 40.2% |
| SLV | Alternatives · Silver | 3.8% |
| XLK | Sector · Technology | 3.6% |