See what your fund actually adds
Dimensional Emerging Markets Value ETF DFEV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DFEV | Replication |
|---|---|---|
| Annualized growth | 16.1% | 10.5% |
| Annualized volatility | 14.7% | 13.3% |
| Sharpe ratio | 1.09 | 0.82 |
| Maximum drawdown | 15.9% | 17.5% |
| Replication fit (R²) | 0.88 · Tracking error 5.2% | |
Replication portfolio
The published portfolio below is the investable basket used to model DFEV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| DGS | EM Small Cap | 71.1% |
| VWO | Emerging Markets | 28.9% |