DEHP vs LEO

Comparison between DIMENSIONAL EMERGING MARKETS HIGH PROFITABILITY ETF (DEHP, ETF) and BNY Mellon Strategic Municipals Inc (LEO, ETF).

DEHP vs LEO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DEHP(ETF)	LEO(ETF)
Net Assets	$420M	$420M
Expense Ratio	0.41%	N/A
Max Drawdown	23.53%	54.53%
Sharpe Ratio	1.33	0.57
5Y Beta	0.90	0.18
5Y Dividends CAGR	N/A	-6.11%

Net Assets

Winner

DEHP

$420M

LEO

$420M

Expense Ratio

DEHP

0.41%

LEO

N/A

Max Drawdown

Winner

DEHP

23.53%

LEO

54.53%

Sharpe Ratio

Winner

DEHP

1.33

LEO

0.57

5Y Beta

DEHP

0.90

Winner

LEO

0.18

5Y Dividends CAGR

DEHP

N/A

LEO

-6.11%

DEHP vs LEO - Historical Returns

Returns include dividend reinvestment.

Period	DEHP	LEO
1 month	+6.86%	-0.65%
3 months	-2.45%	-2.22%
6 months	+12.91%	-2.68%
1 year	+44.41%	+10.17%
5 years(CAGR)	+14.94%	-4.07%
10 years(CAGR)	N/A	+0.87%
Max(CAGR)	+14.94%	+4.69%

Winner

DEHP

+6.86%

LEO

-0.65%

DEHP

-2.45%

Winner

LEO

-2.22%

Winner

DEHP

+12.91%

LEO

-2.68%

Winner

DEHP

+44.41%

LEO

+10.17%

5Y(CAGR)

Winner

DEHP

+14.94%

LEO

-4.07%

10Y(CAGR)

DEHP

N/A

LEO

+0.87%

Max(CAGR)

Winner

DEHP

+14.94%

LEO

+4.69%

DEHP vs LEO - Annual Returns (2001 - 2026)

Returns include dividend reinvestment.

Year	DEHP	LEO
2026	+26.78%	+0.05%
2025	+32.69%	+8.40%
2024	+5.59%	+6.40%
2023	+11.16%	-1.05%
2022	-9.71%	-23.74%
2021	N/A	+5.05%
2020	N/A	+4.86%
2019	N/A	+22.72%
2018	N/A	-12.42%
2017	N/A	+8.83%
2016	N/A	+3.50%
2015	N/A	+11.03%
2014	N/A	+15.50%
2013	N/A	-16.60%
2012	N/A	+14.70%
2011	N/A	+23.10%
2010	N/A	+3.15%
2009	N/A	+46.92%
2008	N/A	-27.48%
2007	N/A	-7.07%
2006	N/A	+13.96%
2005	N/A	+7.55%
2004	N/A	-7.35%
2003	N/A	+10.84%
2002	N/A	+6.78%
2001	N/A	+22.11%

DEHP vs LEO Drawdown Comparison

The maximum drawdown for DEHP was -22.89%, occurring on Oct 31, 2022. Recovery took 462 trading sessions.

The maximum drawdown for LEO was -47.31%, occurring on Oct 10, 2008. Recovery took 671 trading sessions.

The current DEHP drawdown is -6.90%. The current LEO drawdown is -18.76%.

Rank	DEHP	LEO
#1	-22.89% May 4, 2022 - Mar 7, 2024	-47.31% May 7, 2007 - Jan 5, 2010
#2	-19.13% Oct 7, 2024 - Jun 10, 2025	-41.48% Aug 27, 2021 - Oct 25, 2023
#3	-17.23% Jun 22, 2026 - Jul 29, 2026	-30.28% Feb 25, 2020 - Feb 5, 2021
#4	-13.16% Feb 25, 2026 - Apr 14, 2026	-23.62% Jan 8, 2013 - Nov 3, 2015
#5	-9.91% Jul 12, 2024 - Sep 26, 2024	-21.68% Jan 21, 2004 - Sep 7, 2005
#6	-9.88% Jun 2, 2026 - Jun 18, 2026	-19.81% Sep 10, 2010 - Oct 12, 2011
#7	-6.50% May 11, 2026 - May 26, 2026	-17.32% Aug 1, 2017 - Jul 2, 2019
#8	-4.82% Nov 3, 2025 - Dec 26, 2025	-12.16% Jul 8, 2016 - Jul 11, 2017
#9	-4.79% Apr 9, 2024 - May 2, 2024	-11.77% Oct 1, 2002 - Apr 29, 2003
#10	-4.64% Jan 28, 2026 - Feb 11, 2026	-11.61% Jun 12, 2003 - Jan 7, 2004
#11	-4.14% Oct 8, 2025 - Oct 20, 2025	-9.85% Aug 28, 2001 - Dec 31, 2001
#12	-3.21% Jul 23, 2025 - Aug 13, 2025	-8.30% Sep 7, 2005 - Mar 29, 2006
#13	-2.97% May 17, 2024 - Jun 17, 2024	-6.69% Mar 12, 2012 - May 9, 2012
#14	-2.31% Jun 11, 2025 - Jun 24, 2025	-6.02% Nov 29, 2012 - Jan 8, 2013
#15	-1.93% Apr 22, 2026 - Apr 24, 2026	-5.98% Dec 31, 2001 - Apr 5, 2002

Correlation

Correlation between DEHP and LEO is 0.80 which considered as a strong positive correlation - the stocks tend to move together.

0.80

-101

Dividend Comparison (2001 - 2026)

DEHP vs LEO dividend yield comparison.

Year	DEHP	LEO
2026	0.57%	3.52%
2025	1.73%	4.03%
2024	2.44%	3.77%
2023	2.84%	4.37%
2022	1.65%	5.66%
2021	0.00%	4.84%
2020	0.00%	4.95%
2019	0.00%	4.94%
2018	0.00%	5.96%
2017	0.00%	5.97%
2016	0.00%	6.14%
2015	0.00%	6.04%
2014	0.00%	7.11%
2013	0.00%	7.74%
2012	0.00%	6.16%
2011	0.00%	6.61%
2010	0.00%	7.54%
2009	0.00%	6.32%
2008	0.00%	8.94%
2007	0.00%	6.13%
2006	0.00%	5.03%
2005	0.00%	6.51%
2004	0.00%	7.38%
2003	0.00%	7.32%
2002	0.00%	7.14%
2001	0.00%	5.74%