DFSE Dimensional Emerging Markets Sustainability Core 1 ETF
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Dimensional Emerging Markets Sustainability Core 1 ETF (DFSE) ETF
No description available.
- Exchange
- ARCX
- Inception
- 2022-11-01
- Has Options
- No
- Expense ratio
- 0.41% issuer, Oct 21, 2026
- Assets
- $611M issuer-reported, Oct 19, 2026
- Trailing yield
- 2.06% paid quarterly
- Average daily volume
- $1.4M 30 sessions
- Holdings
- 3,686 top 10 are 22.9%
- Listed
- Nov 1, 2022 NYSE Arca
- Net asset value
- $46.23 issuer, Oct 19, 2026 · closed -0.08% to NAV
- Median bid/ask spread
- 0.40% 30 days, issuer-reported
Moves with. Emerging markets over US (54% of its variance, beta 0.85); US large-cap stocks (43% of its variance, beta 1.00). These factors explain 96% of its daily moves over the last year.
Stated objective. The investment objective of the Dimensional Emerging Markets Sustainability Core 1 ETF (the Emerging Markets Sustainability ETF or Portfolio) is to achieve long-term capital appreciation. (from the fund's prospectus)
All 3,686 holdingsFlow historySimilar fundsOverlap toolAll Emerging Markets ETFs
- Jul 2026
- +$7.1M latest reported month
- Latest 3 months
- +$12M +2.0% of assets
- Latest 12 months
- +$85M +14.0% of assets
View as a table
| Month | Net flow |
|---|---|
| Jul 2026 | +$7.1M |
| Jun 2026 | +$5.0M |
| May 2026 | $0 |
| Apr 2026 | +$4.7M |
| Mar 2026 | +$4.4M |
| Feb 2026 | +$14M |
| Jan 2026 | +$13M |
| Dec 2025 | +$8.3M |
| Nov 2025 | +$8.2M |
| Oct 2025 | +$8.3M |
| Sep 2025 | +$4.1M |
| Aug 2025 | +$7.9M |
Net creations and redemptions from the fund's SEC filings, which become public about 60 days after each quarter. Every month since 45 months ago
| Fund | Overlap | Fee | Assets | 1Y | |
|---|---|---|---|---|---|
| DFEMDimensional Emerging Markets Core Equity 2 ETF | 68% | 0.39% | $9.2B | +17.2% | compare |
| DFAEDimensional Emerging Core Equity Market ETF | 66% | 0.29% | $9.5B | +17.2% | compare |
| IEMGiShares Core MSCI Emerging Markets ETF | 58% | 0.09% | $152.4B | +15.6% | compare |
| DEXCDimensional Emerging Markets ex China Core Equity ETF | 58% | 0.43% | $277M | +29.2% | compare |
| AVEMAvantis Emerging Markets Equity ETF | 54% | 0.33% | $27.5B | +17.7% | compare |
Ranked by how much of the two portfolios is the same securities.
- Insider buying
- 0% of weight had net insider buying, 90 days; 2% net selling
- Reporting earnings
- 0.5% of weight in 7 days; 1.1% in 14
Each figure is the fund's holdings weighted by position size, using our data on those stocks, and covers only the share of the stock holdings stated. Positive fair value means the holdings trade below our estimate.
| Action | Holding | Weight before | Weight after | Shares vs flows |
|---|---|---|---|---|
| Increase | KING SLIDE WORKS CO LTD | 0.20% | 0.25% | +25.0% |
| Decrease | SAMSUNG HEAVY INDUSTRIES | 0.10% | 0.06% | −42.7% |
| Increase | EMEMORY TECHNOLOGY INC | 0.08% | 0.09% | +16.7% |
| Increase | HELLENIQ ENGY HLDGS S.A. | 0.05% | 0.05% | +11.1% |
0 new, 0 exited, 3 increased and 1 decreased between the fund's two latest holdings reports; turnover 0.8%. Full holdings and history
- Authorized participants
- 5 active of 21 with agreements; top 3 did 88%
- Created · redeemed
- $81M · $0 over the fiscal year
- Redemptions in kind
- 0% creations 12% in kind
- Creation unit
- 100,000 shares
- Securities lending
- 3.03% of assets on loan on average; earned 10.8 bp
From the fund's annual census filing with the SEC. In-kind redemptions are what let an ETF shed appreciated securities without realising gains.
| Ex-Date | Pay Date | Amount | Type |
|---|---|---|---|
| 2026-09-22 | 2026-09-24 | $0.3497 | CD |
| 2026-06-23 | 2026-06-25 | $0.2668 | CD |
| 2026-03-24 | 2026-03-26 | $0.0544 | CD |
| 2025-12-16 | 2025-12-18 | $0.2838 | CD |
| 2025-09-23 | 2025-09-25 | $0.3062 | CD |
| 2025-06-24 | 2025-06-26 | $0.2773 | CD |
| Symbol | Name | Weight % | Asset Class | Country |
|---|---|---|---|---|
| — | TAIWAN SEMICONDUCTOR MANU | 8.30% | Equity (Foreign) | TW |
| — | SK HYNIX INC | 3.45% | Equity (Foreign) | KR |
| — | SAMSUNG ELECTRONICS CO LT | 2.64% | Equity (Foreign) | KR |
| — | TENCENT HOLDINGS LTD | 2.26% | Equity (Foreign) | CN |
| — | SAMSUNG ELECTRONICS CO | 1.90% | Equity (Foreign) | KR |
| — | LENOVO GROUP LTD | 0.91% | Equity (Foreign) | CN |
| — | MEDIATEK INC | 0.90% | Equity (Foreign) | TW |
| — | ALIBABA GROUP HOLDING LTD | 0.84% | Equity (Foreign) | CN |
| — | CHINA CONSTRUCTION BANK C | 0.76% | Equity (Foreign) | CN |
| — | HON HAI PRECISION INDUSTR | 0.63% | Equity (Foreign) | TW |
| — | ELITE MATERIAL CO LTD | 0.55% | Equity (Foreign) | TW |
| — | ASIA VITAL COMPONENTS CO | 0.51% | Equity (Foreign) | TW |
| — | WISTRON CORP | 0.46% | Equity (Foreign) | TW |
| IBN | ICICI BANK LTD | 0.45% | Equity (Foreign) | IN |
| — | ASPEED TECHNOLOGY INC | 0.43% | Equity (Foreign) | TW |
| — | ASUSTEK COMPUTER INC | 0.43% | Equity (Foreign) | TW |
| — | DELTA ELECTRONICS INC | 0.42% | Equity (Foreign) | TW |
| — | MPI CORP | 0.42% | Equity (Foreign) | TW |
| — | PING AN INSURANCE GROUP C | 0.41% | Equity (Foreign) | CN |
| — | XIAOMI CORP | 0.40% | Equity (Foreign) | CN |
| — | FUBON FINANCIAL HOLDING C | 0.38% | Equity (Foreign) | TW |
| — | WIWYNN CORP | 0.37% | Equity (Foreign) | TW |
| — | ASE TECHNOLOGY HOLDING CO | 0.37% | Equity (Foreign) | TW |
| — | HANA FINANCIAL GROUP INC | 0.36% | Equity (Foreign) | KR |
| — | KGI FINANCIAL HOLDING CO | 0.36% | Equity (Foreign) | TW |
| — | CHROMA ATE INC | 0.35% | Equity (Foreign) | TW |
| NU | NU HOLDINGS LTD/CAYMAN IS | 0.34% | Equity (Foreign) | BR |
| — | NAN YA PLASTICS CORP | 0.34% | Equity (Foreign) | TW |
| — | YUANTA FINANCIAL HOLDING | 0.33% | Equity (Foreign) | TW |
| — | TS FINANCIAL HOLDING CO | 0.33% | Equity (Foreign) | TW |
| — | ACCTON TECHNOLOGY CORP | 0.32% | Equity (Foreign) | TW |
| AU | ANGLOGOLD | 0.32% | Equity (Foreign) | GB |
| — | GLOBAL UNICHIP CORP | 0.31% | Equity (Foreign) | TW |
| — | WUXI BIOLOGICS | 0.31% | Equity (Foreign) | CN |
| — | BANK OF CHINA LTD | 0.30% | Equity (Foreign) | CN |
| — | UNI-PRESIDENT ENTERPRISES | 0.30% | Equity (Foreign) | TW |
| — | E.SUN FINANCIAL HOLDING C | 0.30% | Equity (Foreign) | TW |
| — | LG ELECTRONICS INC | 0.30% | Equity (Foreign) | KR |
| NTES | NETEASE INC - ADR | 0.29% | Equity (ADR) | — |
| — | SAMSUNG FIRE & MARINE INS | 0.29% | Equity (Foreign) | KR |
| — | QUANTA COMPUTER INC | 0.28% | Equity (Foreign) | TW |
| — | ZHONGJI INNOLIGHT CO LTD | 0.28% | Equity (Foreign) | CN |
| — | CTBC FINANCIAL HOLDING CO | 0.28% | Equity (Foreign) | TW |
| — | TRIP.COM GROUP LTD | 0.28% | Equity (Foreign) | CN |
| PDD | PDD HOLDINGS INC | 0.28% | Equity (Foreign) | IE |
| — | BHARTI AIRTEL LTD | 0.27% | Equity (Foreign) | IN |
| — | HYUNDAI MOTOR CO | 0.26% | Equity (Foreign) | KR |
| — | AL RAJHI BANK | 0.26% | Equity (Foreign) | SA |
| — | NETEASE INC | 0.26% | Equity (Foreign) | CN |
| — | MEGA FINANCIAL HOLDING CO | 0.25% | Equity (Foreign) | TW |
| Category | Weight | Value | Positions |
|---|---|---|---|
| Other | 7.47% | $44.1M | 99 |
| Short-term investment | 1.53% | $9.0M | 1 |
| Derivative (equity) | 0.00% | $1197 | 2 |
| Month | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|
| Jan | -- | 7.54% | -3.05% | 1.06% | 4.62% | 2.54% |
| Feb | -- | -6.77% | 3.41% | 1.29% | 4.63% | 0.64% |
| Mar | -- | 1.67% | 0.69% | 1.08% | -7.21% | -0.94% |
| Apr | -- | -0.52% | 0.00% | 0.04% | 11.43% | 2.74% |
| May | -- | -0.88% | 1.95% | 4.83% | 4.52% | 2.60% |
| Jun | -- | 2.22% | 0.54% | 5.75% | -3.36% | 1.29% |
| Jul | -- | 4.92% | 0.77% | 0.10% | -3.89% | 0.47% |
| Aug | -- | -4.44% | 2.17% | 4.64% | 4.71% | 1.77% |
| Sep | -- | -4.83% | 5.35% | 3.82% | -0.74% | 0.90% |
| Oct | -- | -3.60% | -4.74% | 1.47% | -3.83%* | -2.68% |
| Nov | 14.35% | 7.39% | -2.19% | -2.00% | -- | 4.39% |
| Dec | -2.51% | 2.75% | -2.07% | 0.85% | -- | -0.24% |
| Total | 11.48% | 4.28% | 2.41% | 25.14% | 9.82% | 10.63% |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
LLM Stock Analysis Report: DFSE
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers: Technical signals are mixed, with a bullish MACD histogram and oversold Bollinger Bands indicating potential for a short-term bounce. However, the stock's high volatility and beta above 1.4 suggest higher risk.
Primary Risks: Market correction, technical failure to break above resistance, increased competition in the industry.
Recent News Sentiment Impact: No recent news headlines available, which reduces the impact on our analysis.
Technical Analysis
Trend Direction:
- Short-term (1-4 weeks): NEUTRAL
- Medium-term (1-3 months): BEARISH
- Long-term (3-12 months): BULLISH
Support/Resistance Levels: $47.73 (SMA 50), $48.67 (SMA 20), and $49.85 (Upper Bollinger Band)
Momentum Signals:
- RSI interpretation: NEUTRAL (63.49)
- MACD signal: BULLISH
- Bollinger Bands position: OVERBOUGHT
Volume Analysis: Volume trends are mixed, with a moderate increase in volume over the past month.
News & Sentiment Analysis
Recent Headlines Summary: No recent news headlines available.
Sentiment Assessment: NEUTRAL (no recent news headlines)
Catalyst Identification: None
Market Narrative: The absence of recent news headlines reduces our confidence in this analysis, as technical signals are more prominent.
Risk & Volatility Assessment
Beta Interpretation: HIGH RISK (beta above 1.4)
Volatility Regime: CURRENT VOLATILITY IS HIGHER THAN HISTORICAL AVERAGE
Options Market Signals: No options data available.
Downside Protection: Support levels at $47.73 (SMA 50) and $48.67 (SMA 20).
Market Context & Positioning
Sector Performance: DFSE is outperforming the sector, but this may not be sustainable in the long term.
Institutional Activity: No significant institutional buying or selling activity detected.
Correlation Analysis: The stock has a moderate correlation with the market (R-squared: 0.78).
Relative Valuation: DFSE is positioned within its trading range, with no clear value proposition at this time.
Key Levels & Action Items
Critical Price Levels: $47.73 (SMA 50) and $49.85 (Upper Bollinger Band)
Breakout/Breakdown Levels: $48.67 (SMA 20) and $45.60 (SMA 200)
Time-Sensitive Catalysts: Earnings date is not available, but the absence of recent news headlines reduces our confidence in this analysis.
Risk Management: Consider a stop-loss order around $47.73 (SMA 50) to manage risk. Position sizing should be cautious due to high volatility.
This report presents both bullish and bearish cases, focusing on risk/reward analysis rather than buy/sell advice. The mixed technical signals suggest that DFSE is poised for a short-term bounce but may not necessarily break above resistance. The absence of recent news headlines reduces our confidence in this analysis, making it essential to monitor the stock's price action closely.
DFSE Options Activity & IV Rank
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
Risk Metrics
Analysis Details
Data Points: 251
Period: 252 trading days
High volatility - stock moves more than market
DFSE Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
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| Symbol | Name | Weight % | Price | 1 Day | 1 Week | 1 Month |
|---|