See what your fund actually adds
Dimensional Emerging Core Equity Market ETF DFAE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DFAE | Replication |
|---|---|---|
| Annualized growth | 9.8% | 7.9% |
| Annualized volatility | 15.3% | 13.4% |
| Sharpe ratio | 0.69 | 0.63 |
| Maximum drawdown | 28.1% | 24.7% |
| Replication fit (R²) | 0.89 · Tracking error 5.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model DFAE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| DGS | EM Small Cap | 53.6% |
| VWO | Emerging Markets | 43.9% |
| SLV | Alternatives · Silver | 2.5% |