LEO vs DEHP

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

LEO vs DEHP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

LEO

$420M

Winner

DEHP

$420M

Expense Ratio

LEO

N/A

DEHP

0.41%

Max Drawdown

LEO

54.53%

Winner

DEHP

23.53%

Sharpe Ratio

LEO

0.57

Winner

DEHP

1.33

5Y Beta

Winner

LEO

0.18

DEHP

0.90

5Y Dividends CAGR

LEO

-6.11%

DEHP

N/A

LEO vs DEHP - Historical Returns

Returns include dividend reinvestment.

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

LEO

-0.65%

Winner

DEHP

+6.86%

Winner

LEO

-2.22%

DEHP

-2.45%

LEO

-2.68%

Winner

DEHP

+12.91%

LEO

+10.17%

Winner

DEHP

+44.41%

5Y(CAGR)

LEO

-4.07%

Winner

DEHP

+14.94%

10Y(CAGR)

LEO

+0.87%

DEHP

N/A

Max(CAGR)

LEO

+4.69%

Winner

DEHP

+14.94%

LEO vs DEHP - Annual Returns (2001 - 2026)

Returns include dividend reinvestment.

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

LEO vs DEHP Drawdown Comparison

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

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

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

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

Correlation

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

0.80

-101

Dividend Comparison (2001 - 2026)

LEO vs DEHP dividend yield comparison.

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