See what your fund actually adds

Dimensional Emerging Markets Sustainability Core 1 ETF DFSE

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

DFSE compared with its replication portfolio
MeasureDFSEReplication
Annualized growth19.6%17.0%
Annualized volatility14.6%12.8%
Sharpe ratio1.301.29
Maximum drawdown11.1%11.9%
Replication fit (R²)0.90 · Tracking error 4.6%

Replication portfolio

The published portfolio below is the investable basket used to model DFSE’s historical return behavior.

DFSE replication basket weights
TickerBuilding blockWeight
DGSEM Small Cap58.0%
VWOEmerging Markets40.0%
SLVAlternatives · Silver2.0%