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Dimensional Emerging Core Equity Market ETF

DFAE
$--
Today’s Change
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Snapshot
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Inception Date
Dec 01 2020
Expense Ratio
0.35%
Type
Global Ex. US Equities
Fund Owner
Dimensional
Volume (1m avg. daily)
$17,536,392
AUM
$2,274,502,272
Associated Index
None
Inverse/Leveraged
No
Passive/Active
Active
Dividend
No
Prospectus

Top 10 Holdings

2330
TAIWAN SEMICONDUCTOR MANUFAC
4.74%
700
Tencent Holdings Ltd.
3.74%
005930
Samsung Electronics
2.84%
9988
Alibaba Group Holding Ltd
2.32%
3690
Meituan - Ordinary Shares - Class B
1.11%
2318
Ping AN Insurance (Group) Co. of China, Ltd. - Ordinary Shares - Class H
0.81%
VALE
Vale S.A. - ADR
0.78%
939
China Construction Bank Corp. - Ordinary Shares - Class H
0.77%
500209
Infosys Ltd
0.64%
IBN
ICICI Bank Ltd. - ADR
0.61%
Invest with DFAE

What is DFAE?

The Emerging Markets Core ETF Portfolio is designed to purchase a broad and diverse group of readily marketable emerging markets securities that is composed of companies within the Emerging Markets Universe that meet the Advisor s investment criteria. The Advisor defines the Emerging Markets Universe as a market capitalization weighted set (e.g., the larger the company, the greater the proportion of the Emerging Markets Universe it represents) of non-U.S. companies associated with emerging markets, which may include frontier markets (emerging market countries in an earlier stage of development), that have been designated as Approved Markets (as identified below) for investment by the Advisor. The Portfolio will invest in companies of all sizes, with increased exposure to smaller capitalization, lower relative price, and higher profitability companies as compared to their representation in the Emerging Markets Universe. The Portfolio s increased exposure to smaller capitalization, lower relative price, and higher profitability companies may be achieved by decreasing the allocation of the Portfolio s assets to larger capitalization, higher relative price, or lower profitability companies relative to their weight in the Emerging Markets Universe. An equity issuer is considered to have a high relative price primarily because it has a high price in relation to its book value. An equity issuer is considered to have a low relative price primarily because it has a low price in relation to their book value. In assessing relative price, the Advisor may consider additional factors such as price to cash flow or price to earnings ratios. In assessing profitability, the Advisor considers different ratios, such as that of earnings or profits from operations relative to book value or assets. The criteria the Advisor uses for assessing relative price and profitability are subject to change from time to time. As a non-fundamental policy, under normal circumstances, the Portfolio will invest at least 80% of its net assets in emerging market equity investments that are defined in the Prospectus as Approved Market Securities.

ETFs related toDFAE

ETFs correlated to DFAE include IEMG, AVEM, EEM

DFAE
Dimensional ETF Trust - Dimensional Emerging Core Equity Market ETF
IEMG
BlackRock Institutional Trust Company N.A. - iShares Core MSCI Emerging Markets ETF
AVEM
American Century ETF Trust - Avantis Emerging Markets Equity ETF
EEM
BlackRock Institutional Trust Company N.A. - iShares MSCI Emerging Markets ETF
EDC
Direxion Shares ETF Trust - Direxion Daily Emerging Markets Bull 3X Shares
EET
ProShares Trust - ProShares Ultra MSCI Emerging Markets 2x Shares
GEM
Goldman Sachs ETF Trust - Goldman Sachs ActiveBeta Emerging Markets Equity ETF
DFSE
Dimensional ETF Trust - Dimensional Emerging Markets Sustainability Core 1 ETF
VWO
Vanguard Group, Inc. - Vanguard FTSE Emerging Markets ETF
DEHP
Dimensional ETF Trust - Dimensional Emerging Markets High Profitability ETF
DFEM
Dimensional ETF Trust - Dimensional Emerging Markets Core Equity 2 ETF

What is ETF correlation?

Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.

Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.

Using ETF correlations in portfolio and strategy construction

ETF correlations can help you create investing strategies and portfolios. Use them to:

  • Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
  • Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
  • Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.

Automated Strategies
Related toDFAE

#GLOMO

On Top of the World: Global Momentum

Category

Momentum, Lever Up, Go Global

Risk Rating

Moderate

Can contain

DFAEVWO
#TSMO

Treasury and Stock Momentum

Category

Momentum, Be Risk Aware

Risk Rating

Aggressive

Can contain

DFAEEEM

Create your own algorithmic trading strategy with DFAE using Composer

Disclaimers

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We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.

**

We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.