DEHP vs SOFR
Comparison between DIMENSIONAL EMERGING MARKETS HIGH PROFITABILITY ETF (DEHP, ETF) and Amplify Samsung SOFR ETF (SOFR, ETF).
DEHP vs SOFR - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
DEHP
$446M
SOFR
$445M
Expense Ratio
DEHP
0.41%
Winner
SOFR
0.20%
Max Drawdown
DEHP
23.53%
Winner
SOFR
0.78%
Sharpe Ratio
Winner
DEHP
1.41
SOFR
0.01
5Y Beta
DEHP
0.88
Winner
SOFR
-0.00
DEHP vs SOFR - Historical Returns
Returns include dividend reinvestment.
1M
DEHP
-9.74%
Winner
SOFR
+0.24%
3M
Winner
DEHP
+7.68%
SOFR
+0.87%
6M
Winner
DEHP
+18.57%
SOFR
+1.76%
1Y
Winner
DEHP
+43.52%
SOFR
+3.84%
5Y(CAGR)
DEHP
+14.48%
SOFR
N/A
Max(CAGR)
Winner
DEHP
+14.48%
SOFR
+4.10%
DEHP vs SOFR - Annual Returns (2022 - 2026)
Returns include dividend reinvestment.
| Year | DEHP | SOFR |
|---|---|---|
| 2026 | +22.91% | +1.92% |
| 2025 | +32.69% | +4.25% |
| 2024 | +5.59% | +1.20% |
| 2023 | +11.16% | N/A |
| 2022 | -9.71% | N/A |
DEHP vs SOFR Drawdown Comparison
The maximum drawdown for DEHP was -22.89%, occurring on Oct 31, 2022. Recovery took 462 trading sessions.
The maximum drawdown for SOFR was -0.41%, occurring on Oct 28, 2025. Recovery took 27 trading sessions.
The current DEHP drawdown is -9.74%. The current SOFR drawdown is -0.15%.
| Rank | DEHP | SOFR |
|---|---|---|
| #1 | -22.89% May 4, 2022 - Mar 7, 2024 | -0.41% Oct 27, 2025 - Dec 4, 2025 |
| #2 | -19.13% Oct 7, 2024 - Jun 10, 2025 | -0.40% Dec 20, 2024 - Dec 24, 2024 |
| #3 | -13.27% Jun 22, 2026 - Jul 17, 2026 | -0.32% Feb 27, 2026 - Apr 1, 2026 |
| #4 | -13.16% Feb 25, 2026 - Apr 14, 2026 | -0.15% May 28, 2026 - Jun 11, 2026 |
| #5 | -9.91% Jul 12, 2024 - Sep 26, 2024 | -0.15% Jul 20, 2026 - Jul 21, 2026 |
| #6 | -9.88% Jun 2, 2026 - Jun 18, 2026 | -0.13% Jun 25, 2026 - Jul 9, 2026 |
| #7 | -6.50% May 11, 2026 - May 26, 2026 | -0.13% Apr 8, 2026 - Apr 20, 2026 |
| #8 | -4.82% Nov 3, 2025 - Dec 26, 2025 | -0.11% Apr 7, 2025 - Apr 15, 2025 |
| #9 | -4.79% Apr 9, 2024 - May 2, 2024 | -0.08% Jul 16, 2026 - Jul 20, 2026 |
| #10 | -4.64% Jan 28, 2026 - Feb 11, 2026 | -0.07% Dec 6, 2024 - Dec 17, 2024 |
| #11 | -4.14% Oct 8, 2025 - Oct 20, 2025 | -0.06% Oct 18, 2024 - Oct 23, 2024 |
| #12 | -3.21% Jul 23, 2025 - Aug 13, 2025 | -0.06% Feb 14, 2025 - Feb 21, 2025 |
| #13 | -2.97% May 17, 2024 - Jun 17, 2024 | -0.05% Dec 3, 2024 - Dec 6, 2024 |
| #14 | -2.31% Jun 11, 2025 - Jun 24, 2025 | -0.05% Jun 27, 2025 - Jul 3, 2025 |
| #15 | -1.93% Apr 22, 2026 - Apr 24, 2026 | -0.04% Jan 22, 2026 - Jan 29, 2026 |
Correlation
Correlation between DEHP and SOFR is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.
0.92
-101
Dividend Comparison (2022 - 2026)
DEHP vs SOFR dividend yield comparison.
| Year | DEHP | SOFR |
|---|---|---|
| 2026 | 0.59% | 1.81% |
| 2025 | 1.73% | 4.22% |
| 2024 | 2.44% | 1.60% |
| 2023 | 2.84% | 0.00% |
| 2022 | 1.65% | 0.00% |
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