GNMA vs DEHP
Comparison between ISHARES GNMA BOND ETF (GNMA, ETF) and DIMENSIONAL EMERGING MARKETS HIGH PROFITABILITY ETF (DEHP, ETF).
GNMA vs DEHP - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
GNMA
$421M
DEHP
$420M
Expense Ratio
Winner
GNMA
0.10%
DEHP
0.41%
Max Drawdown
Winner
GNMA
23.27%
DEHP
23.53%
Sharpe Ratio
GNMA
-0.03
Winner
DEHP
1.33
5Y Beta
Winner
GNMA
0.05
DEHP
0.90
5Y Dividends CAGR
GNMA
21.27%
DEHP
N/A
GNMA vs DEHP - Historical Returns
Returns include dividend reinvestment.
1M
GNMA
+0.66%
Winner
DEHP
+6.86%
3M
Winner
GNMA
+0.04%
DEHP
-2.45%
6M
GNMA
-1.25%
Winner
DEHP
+12.91%
1Y
GNMA
+3.67%
Winner
DEHP
+44.41%
5Y(CAGR)
GNMA
+0.56%
Winner
DEHP
+14.94%
10Y(CAGR)
GNMA
+1.18%
DEHP
N/A
Max(CAGR)
GNMA
+1.36%
Winner
DEHP
+14.94%
GNMA vs DEHP - Annual Returns (2012 - 2026)
Returns include dividend reinvestment.
| Year | GNMA | DEHP |
|---|---|---|
| 2026 | +1.08% | +26.78% |
| 2025 | +8.45% | +32.69% |
| 2024 | +1.71% | +5.59% |
| 2023 | +4.84% | +11.16% |
| 2022 | -10.46% | -9.71% |
| 2021 | -1.82% | N/A |
| 2020 | +3.43% | N/A |
| 2019 | +5.88% | N/A |
| 2018 | +0.79% | N/A |
| 2017 | +1.79% | N/A |
| 2016 | +0.96% | N/A |
| 2015 | +0.80% | N/A |
| 2014 | +6.51% | N/A |
| 2013 | -2.32% | N/A |
| 2012 | +1.55% | N/A |
GNMA vs DEHP Drawdown Comparison
The maximum drawdown for GNMA was -17.09%, occurring on Oct 20, 2022. Recovery took 1416 trading sessions.
The maximum drawdown for DEHP was -22.89%, occurring on Oct 31, 2022. Recovery took 462 trading sessions.
The current GNMA drawdown is -1.25%. The current DEHP drawdown is -6.90%.
| Rank | GNMA | DEHP |
|---|---|---|
| #1 | -17.09% Apr 8, 2020 - Nov 25, 2025 | -22.89% May 4, 2022 - Mar 7, 2024 |
| #2 | -9.58% Aug 15, 2012 - Jan 20, 2016 | -19.13% Oct 7, 2024 - Jun 10, 2025 |
| #3 | -3.06% Aug 10, 2016 - Sep 5, 2017 | -17.23% Jun 22, 2026 - Jul 29, 2026 |
| #4 | -2.96% Sep 5, 2017 - Dec 28, 2018 | -13.16% Feb 25, 2026 - Apr 14, 2026 |
| #5 | -2.61% Feb 27, 2026 - May 19, 2026 | -9.91% Jul 12, 2024 - Sep 26, 2024 |
| #6 | -2.52% Mar 9, 2020 - Mar 24, 2020 | -9.88% Jun 2, 2026 - Jun 18, 2026 |
| #7 | -1.33% Jun 15, 2012 - Jul 31, 2012 | -6.50% May 11, 2026 - May 26, 2026 |
| #8 | -1.27% May 31, 2012 - Jun 15, 2012 | -4.82% Nov 3, 2025 - Dec 26, 2025 |
| #9 | -1.25% Feb 11, 2016 - Jun 10, 2016 | -4.79% Apr 9, 2024 - May 2, 2024 |
| #10 | -1.10% Aug 9, 2012 - Aug 15, 2012 | -4.64% Jan 28, 2026 - Feb 11, 2026 |
| #11 | -1.05% Aug 2, 2012 - Aug 9, 2012 | -4.14% Oct 8, 2025 - Oct 20, 2025 |
| #12 | -0.84% May 16, 2012 - May 31, 2012 | -3.21% Jul 23, 2025 - Aug 13, 2025 |
| #13 | -0.84% Mar 13, 2012 - Mar 29, 2012 | -2.97% May 17, 2024 - Jun 17, 2024 |
| #14 | -0.79% Nov 25, 2025 - Dec 31, 2025 | -2.31% Jun 11, 2025 - Jun 24, 2025 |
| #15 | -0.72% Mar 28, 2019 - May 6, 2019 | -1.93% Apr 22, 2026 - Apr 24, 2026 |
Correlation
Correlation between GNMA and DEHP is 0.89 which considered as a strong positive correlation - the stocks tend to move together.
0.89
-101
Dividend Comparison (2012 - 2026)
GNMA vs DEHP dividend yield comparison.
| Year | GNMA | DEHP |
|---|---|---|
| 2026 | 2.49% | 0.57% |
| 2025 | 4.19% | 1.73% |
| 2024 | 4.15% | 2.44% |
| 2023 | 3.43% | 2.84% |
| 2022 | 2.01% | 1.65% |
| 2021 | 0.64% | 0.00% |
| 2020 | 1.89% | 0.00% |
| 2019 | 2.61% | 0.00% |
| 2018 | 2.41% | 0.00% |
| 2017 | 2.15% | 0.00% |
| 2016 | 1.89% | 0.00% |
| 2015 | 1.50% | 0.00% |
| 2014 | 1.22% | 0.00% |
| 2013 | 1.06% | 0.00% |
| 2012 | 1.29% | 0.00% |
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