Dimensional Emerging Markets Value ETF (DFEV) Total Returns
Growth of $10,000 chart
2022-04-27 to 2026-06-03 to
$
%
%
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Investment Performance
Final Value
$19,324
Total Return
93.24%
CAGR
17.42%
Dividends
$1,429.05
Yield on Cost
14.29%
Rolling Returns
1-Month (21 Trading Days)
| Average | +1.44% |
| Median | +1.47% |
| Best | +16.06% |
| Worst | -11.97% |
| % of Windows Positive | 63.5% |
1-Year (252 Trading Days)
| Average | +17.20% |
| Median | +13.88% |
| Best | +63.37% |
| Worst | -7.73% |
| % of Windows Positive | 96.8% |
3-Year (756 Trading Days)
| Average | +58.38% |
| Median | +61.19% |
| Best | +104.29% |
| Worst | +15.89% |
| % of Windows Positive | 100.0% |
Risk Metrics
| Maximum Drawdown | -18.87% |
| Average Drawdown | -4.82% |
| Drawdown Duration | 297 Trading Days |
| Sortino Ratio | 1.55 |
| Calmar Ratio | 0.92 |
| CVaR (5%) | -2.36% |
Yearly Returns
| Year | Percentage | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|
| 2026 partial | +29.44% (+84.40% ann.) | +$2943.51 | $9.48 | $1.90 | $0.01 |
| 2025 | +31.75% | +$3174.84 | $348.51 | $69.71 | $0.56 |
| 2024 | +6.59% | +$659.24 | $332.85 | $66.57 | $0.54 |
| 2023 | +14.69% | +$1468.96 | $389.70 | $77.94 | $0.63 |
| 2022 partial | -7.31% (-10.62% ann.) | $730.86 | $304.91 | $60.99 | $0.49 |
Market Regimes
about| Regime | Period | Percentage | Annual | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|---|---|
| Inflation shock / duration crash / aggressive tightening partial | April 27, 2022 – November 9, 2022 | -13.12% | -23.06% | $1312.20 | $219.46 | $43.90 | $0.35 |
| Disinflation rebound / AI-led narrow bull / higher-for-longer | November 10, 2022 – September 17, 2024 | +28.65% | +14.56% | +$2864.93 | $784.31 | $156.86 | $1.27 |
| Disinflationary easing / resilient growth / AI capex under oil-shock test partial | September 18, 2024 – June 3, 2026 | +68.02% | +35.56% | +$6802.07 | $439.35 | $87.87 | $0.70 |
Dividend History
Annual Dividends Per Share
TTM Yield
—
Consecutive Years Paid
— current
Consecutive Years of Growth
— current
| Date | Per Share | Yield % |
|---|---|---|
| 2022-06-22 | $0.1300 | 0.55% |
| 2022-09-20 | $0.4180 | 1.83% |
| 2022-12-20 | $0.2100 | 0.93% |
| 2023-06-21 | $0.2070 | 0.84% |
| 2023-09-19 | $0.5150 | 2.09% |
| 2023-12-19 | $0.1520 | 0.62% |
| 2024-03-19 | $0.0270 | 0.10% |
| 2024-06-18 | $0.2050 | 0.75% |
| 2024-09-17 | $0.3760 | 1.38% |
| 2024-12-17 | $0.2240 | 0.83% |
| 2025-03-25 | $0.0550 | 0.20% |
| 2025-06-24 | $0.2660 | 0.91% |
| 2025-09-23 | $0.3900 | 1.20% |
| 2025-12-16 | $0.1950 | 0.59% |
| 2026-03-24 | $0.0320 | 0.09% |
| Total | 15 payments |
Portfolio Dividend Returns
Based on $10,000 initial investment, 20% tax rate, 0.2% transaction cost. Showing 2022-04-27 to 2026-06-03. Change
| Date | Total Yield | Tax | Trans. Cost | Shares Bought |
|---|---|---|---|---|
| 2022-06-22 | $51.88 | $10.38 | $0.08 | 1.7940 |
| 2022-09-20 | $167.58 | $33.52 | $0.27 | 6.0226 |
| 2022-12-20 | $85.45 | $17.09 | $0.14 | 3.0350 |
| 2023-06-21 | $84.86 | $16.97 | $0.14 | 2.7643 |
| 2023-09-19 | $212.55 | $42.51 | $0.34 | 7.0621 |
| 2023-12-19 | $63.81 | $12.76 | $0.10 | 2.0709 |
| 2024-03-19 | $11.39 | $2.28 | $0.02 | 0.3550 |
| 2024-06-18 | $86.55 | $17.31 | $0.14 | 2.5174 |
| 2024-09-17 | $159.70 | $31.94 | $0.26 | 4.7399 |
| 2024-12-17 | $96.20 | $19.24 | $0.15 | 2.8702 |
| 2025-03-25 | $23.78 | $4.76 | $0.04 | 0.6869 |
| 2025-06-24 | $115.18 | $23.04 | $0.18 | 3.0954 |
| 2025-09-23 | $170.09 | $34.02 | $0.27 | 4.2582 |
| 2025-12-16 | $85.87 | $17.17 | $0.14 | 2.0986 |
| 2026-03-24 | $14.16 | $2.83 | $0.02 | 0.3184 |
| Total | $1429.05 | $285.82 | $2.29 | 43.6888 |
All calculations use split-adjusted closing prices. Dividends are reinvested on the ex-dividend date at that day's closing price.
For each rolling window, returns are calculated at every possible starting point:
return = (value[i] ÷ value[i − windowSize] − 1) × 100
- Windows
- 1-month = 21 trading days, 1-year = 252 trading days, 3-year = 756 trading days.
- Statistics
- Average: arithmetic mean. Median: middle value when sorted. Best / Worst: max and min. % Positive: share of windows with return > 0.
The series is segmented by calendar year:
return = (endValue ÷ startValue − 1) × 100
startValue is the last value of the prior year (or the first value for the initial year). Partial first/last years are flagged. Dividends, taxes, and transaction costs are scaled proportionally to the initial investment.