DFSE vs EMHY

Comparison between DIMENSIONAL EMERGING MARKETS SUSTAINABILITY CORE 1 ETF (DFSE, ETF) and ISHARES J.P. MORGAN EM HIGH YIELD BOND ETF (EMHY, ETF).

DFSE vs EMHY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DFSE(ETF)	EMHY(ETF)
Net Assets	$616M	$607M
Expense Ratio	0.41%	0.50%
Max Drawdown	20.35%	43.77%
Sharpe Ratio	0.94	1.24
5Y Beta	0.84	0.29
5Y Dividends CAGR	N/A	0.69%

Net Assets

Winner

DFSE

$616M

EMHY

$607M

Expense Ratio

Winner

DFSE

0.41%

EMHY

0.50%

Max Drawdown

Winner

DFSE

20.35%

EMHY

43.77%

Sharpe Ratio

DFSE

0.94

Winner

EMHY

1.24

5Y Beta

DFSE

0.84

Winner

EMHY

0.29

5Y Dividends CAGR

DFSE

N/A

EMHY

0.69%

DFSE vs EMHY - Historical Returns

Returns include dividend reinvestment.

Period	DFSE	EMHY
1 month	-7.22%	-0.15%
3 months	+1.72%	+1.33%
6 months	+8.80%	+2.69%
1 year	+23.46%	+10.86%
5 years(CAGR)	N/A	+4.43%
10 years(CAGR)	N/A	+4.28%
Max(CAGR)	+20.55%	+4.95%

DFSE

-7.22%

Winner

EMHY

-0.15%

Winner

DFSE

+1.72%

EMHY

+1.33%

Winner

DFSE

+8.80%

EMHY

+2.69%

Winner

DFSE

+23.46%

EMHY

+10.86%

5Y(CAGR)

DFSE

N/A

EMHY

+4.43%

10Y(CAGR)

DFSE

N/A

EMHY

+4.28%

Max(CAGR)

Winner

DFSE

+20.55%

EMHY

+4.95%

DFSE vs EMHY - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	DFSE	EMHY
2026	+11.68%	+3.29%
2025	+28.68%	+13.16%
2024	+8.43%	+12.94%
2023	+13.80%	+10.68%
2022	+11.62%	-12.40%
2021	N/A	-1.83%
2020	N/A	+3.40%
2019	N/A	+12.72%
2018	N/A	-5.59%
2017	N/A	+8.51%
2016	N/A	+15.66%
2015	N/A	+1.72%
2014	N/A	+1.66%
2013	N/A	-6.95%
2012	N/A	+18.07%

DFSE vs EMHY Drawdown Comparison

The maximum drawdown for DFSE was -19.77%, occurring on Apr 8, 2025. Recovery took 168 trading sessions.

The maximum drawdown for EMHY was -30.11%, occurring on Mar 18, 2020. Recovery took 204 trading sessions.

The current DFSE drawdown is -7.24%. The current EMHY drawdown is -0.58%.

Rank	DFSE	EMHY
#1	-19.77% Oct 4, 2024 - Jun 9, 2025	-30.11% Feb 14, 2020 - Dec 4, 2020
#2	-12.87% Feb 25, 2026 - Apr 17, 2026	-25.84% Sep 14, 2021 - Jul 31, 2024
#3	-11.93% Jul 31, 2023 - Feb 23, 2024	-14.90% Jul 24, 2014 - Apr 19, 2016
#4	-9.64% Jun 2, 2026 - Jul 20, 2026	-14.03% May 9, 2013 - May 23, 2014
#5	-9.46% Jan 26, 2023 - Jun 15, 2023	-9.70% Jan 5, 2018 - Mar 15, 2019
#6	-9.08% Jul 12, 2024 - Aug 19, 2024	-6.31% May 7, 2012 - Jul 6, 2012
#7	-6.10% Aug 19, 2024 - Sep 24, 2024	-5.96% Feb 28, 2025 - May 16, 2025
#8	-5.67% May 11, 2026 - May 26, 2026	-5.88% Oct 25, 2016 - Feb 3, 2017
#9	-5.34% Oct 29, 2025 - Jan 2, 2026	-4.47% Dec 30, 2020 - May 25, 2021
#10	-4.70% Apr 9, 2024 - May 2, 2024	-4.34% Feb 18, 2026 - Apr 17, 2026
#11	-4.57% Oct 8, 2025 - Oct 24, 2025	-3.99% Jul 26, 2019 - Dec 16, 2019
#12	-4.40% May 17, 2024 - Jul 5, 2024	-2.95% Jan 3, 2013 - May 2, 2013
#13	-4.25% Jun 15, 2023 - Jul 13, 2023	-2.73% Oct 19, 2017 - Jan 4, 2018
#14	-3.29% Nov 15, 2022 - Nov 30, 2022	-2.34% Dec 6, 2024 - Jan 30, 2025
#15	-3.29% Jul 23, 2025 - Aug 12, 2025	-2.20% Sep 7, 2016 - Oct 24, 2016

Correlation

Correlation between DFSE and EMHY is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2012 - 2026)

DFSE vs EMHY dividend yield comparison.

Year	DFSE	EMHY
2026	0.68%	3.27%
2025	2.26%	6.52%
2024	2.06%	6.86%
2023	2.06%	6.73%
2022	0.36%	7.08%
2021	0.00%	5.58%
2020	0.00%	5.44%
2019	0.00%	5.72%
2018	0.00%	6.79%
2017	0.00%	5.59%
2016	0.00%	6.43%
2015	0.00%	6.99%
2014	0.00%	6.36%
2013	0.00%	6.03%
2012	0.00%	3.54%