Dimensional Emerging Markets Core Equity 2 ETF (DFEM) Total Returns

Growth of $10,000 chart

2022-04-27 to 2026-03-18
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Final Value Total Return CAGR Dividends Yield on Cost
Nominal $15,030.20 50.30% 11.04% $1,019.40 10.19%
Real * $13,244.76 32.45% 7.49% $942.22 9.42%
* Adjusted to Apr 2022 purchasing power (US CPI-U) Taxes: $203.88 · Transaction costs: $1.65 Reinvested dividends with 20% tax, 0.2% cost per reinvestment.

Rolling 1-Year Returns (252 Trading Days)

Metric Value
Average Rolling Return +13.61%
Median Rolling Return +11.91%
Best Rolling Return +44.14%
Worst Rolling Return -7.07%
% of Windows Positive 94.8%

Risk Metrics

Metric Value
Maximum Drawdown -21.02%
Drawdown Duration 309 Trading Days
Sortino Ratio 1.04
Calmar Ratio 0.57
CVaR (5%) -2.36%

Yearly Returns

Year Return Abs. Return Dividends Taxes Trans. Costs
2026 partial +5.74% (+30.33% ann.) +$574.36 $0.00 $0.00 $0.00
2025 +28.85% +$2884.92 $295.78 $59.15 $0.48
2024 +7.00% +$700.08 $264.20 $52.84 $0.43
2023 +13.34% +$1334.41 $266.18 $53.24 $0.43
2022 partial -9.04% (-13.08% ann.) $904.16 $178.62 $35.72 $0.29

Market Regime Returns

Regime Period Return Ann. Return Abs. Return Dividends Taxes Trans. Costs
Inflation shock / duration crash / aggressive tightening partial 2022-04-27 – 2022-11-09 -14.56% -25.42% $1456.03 $118.20 $23.64 $0.19
Disinflation rebound / AI-led narrow bull / higher-for-longer 2022-11-10 – 2024-09-17 +25.41% +12.99% +$2541.26 $563.72 $112.75 $0.91
Disinflationary easing / resilient growth / AI capex under oil-shock test partial 2024-09-18 – 2026-03-18 +35.31% +22.42% +$3531.22 $360.13 $72.02 $0.59

Dividend History

Date Per Share Yield % Total Yield Tax Trans. Cost Shares Bought
2022-06-22 $0.0690 0.29% $27.50 $5.50 $0.04 0.9441
2022-09-20 $0.2270 1.01% $90.70 $18.14 $0.15 3.2708
2022-12-20 $0.1500 0.66% $60.42 $12.08 $0.10 2.1518
2023-03-21 $0.0270 0.12% $10.93 $2.19 $0.02 0.3812
2023-06-21 $0.1550 0.64% $62.83 $12.57 $0.10 2.0763
2023-09-19 $0.2900 1.20% $118.16 $23.63 $0.19 3.9721
2023-12-19 $0.1220 0.50% $50.19 $10.04 $0.08 1.6356
2024-03-19 $0.0330 0.13% $13.63 $2.73 $0.02 0.4310
2024-06-18 $0.1900 0.71% $78.56 $15.71 $0.13 2.3343
2024-09-17 $0.2560 0.95% $106.45 $21.29 $0.17 3.1938
2024-12-17 $0.1760 0.65% $73.74 $14.75 $0.12 2.2010
2025-03-25 $0.0610 0.22% $25.69 $5.14 $0.04 0.7578
2025-06-24 $0.2470 0.85% $104.22 $20.84 $0.17 2.8400
2025-09-23 $0.2590 0.80% $110.02 $22.00 $0.18 2.7297
2025-12-16 $0.2020 0.62% $86.36 $17.27 $0.14 2.1473
Total 15 payments $1019.40 $203.88 $1.65 31.0669
VWRL.AS

Vanguard FTSE All-World UCITS ETF

CAGR 9.35% Total 243.89% Final €34,388.69
2012-05-22 — 2026-03-18
EEM

iShares MSCI Emerging Markets ETF

CAGR 9.04% Total 627.81% Final $72,780.83
2003-04-14 — 2026-03-18
FVEM.DE

Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF

CAGR 10.29% Total 34.50% Final €13,450.22
2023-03-09 — 2026-03-18