iShares ESG Advanced MSCI EAFE ETF (DMXF) Performance
DMXF total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +11.5% since Dec 31, 2025
- 1 year
- +11.7% total return
- 5 years
- +6.5% a year
- Since first price
- +10.5% a year since 2020
DMXF trailing returns vs SPY, QQQ, AGG
| Period | DMXF total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −2.4% | −2.4% | −1.0% | −5.0% | +0.9% |
| 3 months | +0.4% | +0.4% | +3.2% | +1.9% | −0.4% |
| 6 months | +5.2% | +3.9% | +7.8% | +8.4% | −1.5% |
| YTD | +11.5% | +10.2% | +12.3% | +15.1% | −1.0% |
| 1 year | +11.7% | +6.8% | +14.4% | +15.9% | −1.1% |
| 3 years | +65.5%+18.3%/yr | +50.1% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +37.2%+6.5%/yr | +18.7% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionJun 16, 2020 | +88.6%+10.5%/yr | +61.2% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: DMXF vs SPY
From Jun 16, 2020: DMXF grew to $18,860, SPY to $26,551.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DMXF returns by calendar year
4 of 5 full years positive. Best 2025 (+22.1%), worst 2022 (−19.3%). 2026 is year to date.
DMXF annual returns table
| Year | DMXF | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +11.5% | −11.8% | +12.3% | +15.1% | −1.0% |
| 2025 | +22.1% | −14.5% | +17.7% | +20.8% | +7.2% |
| 2024 | +4.0% | −10.3% | +24.9% | +25.6% | +1.3% |
| 2023 | +20.5% | −13.0% | +26.2% | +54.9% | +5.7% |
| 2022 | −19.3% | −32.5% | −18.2% | −32.6% | −13.0% |
| 2021 | +10.9% | −7.3% | +28.7% | +27.4% | −1.8% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
DMXF largest drawdowns
Now 5.7% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Sep 7, 2021 | −34.5% | Oct 12, 2022 | Mar 7, 2024 | 1.1 years | 2.5 years |
| Sep 26, 2024 | −16.5% | Apr 8, 2025 | May 13, 2025 | 6 months | 8 months |
| Feb 25, 2026 | −11.8% | Mar 27, 2026 | May 6, 2026 | 30 days | 2 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
DMXF risk statistics
| Statistic | 3 years | 5 years | Since 2020 |
|---|---|---|---|
| Annualized return | +17.8% | +7.6% | +11.2% |
| Volatility (annualized) | 13.0% | 16.4% | 16.0% |
| Sharpe ratio | 1.00 | 0.31 | 0.57 |
| Sortino ratio | 1.65 | 0.47 | 0.90 |
| Best month | +10.1% | +13.6% | +13.6% |
| Worst month | −8.1% | −9.9% | −9.9% |
| Best 12 months | +29.2% | +29.2% | +34.2% |
| Worst 12 months | +1.6% | −29.4% | −29.4% |
| Positive months | 69% | 60% | 61% |
| Beta vs S&P 500 | 0.74 | 0.85 | — |
| Correlation with S&P 500 | 0.71 | 0.82 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
DMXF rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 65 | −29.4% | +13.4% | +34.2% | 78% |
| 3-year (a year) | 41 | +0.4% | +7.6% | +20.5% | 100% |
| 5-year (a year) | 17 | +6.0% | +7.5% | +10.3% | 100% |
Every holding period starting at a month-end since 2020. Returns for 3 years and longer are annualized.
DMXF performance overview
iShares ESG Advanced MSCI EAFE ETF (DMXF) returned +11.7% over the past year and +6.5% a year over five years, with distributions reinvested. Since its first recorded price in 2020 it has returned +10.5% a year, turning $10,000 into about $18,860. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −34.5%, from Sep 7, 2021 to Oct 12, 2022, and it took 1.4 years to get back to the old high. DMXF finished 4 of its 5 full calendar years with a gain; the best year was 2025 (+22.1%) and the worst 2022 (−19.3%). Volatility has been 16.0% a year.
Related: DMXF chart, DMXF holdings, DMXF dividends. See the DMXF overview for the latest quote and fund facts.
DMXF performance FAQ
What is the DMXF return over the past year?
DMXF returned +11.7% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 6.8%.
What is the average annual return of DMXF?
DMXF has returned +6.5% a year over 5 years, +10.5% a year since June 16, 2020 (total return, distributions reinvested).
How much would $10,000 invested in DMXF be worth?
$10,000 invested in DMXF at its first recorded close on June 16, 2020 would be worth about $18,860 on October 23, 2026 with distributions reinvested.
What was the worst year for DMXF?
The worst calendar year was 2022, with a total return of −19.3%. The best was 2025 at +22.1%.
What is the biggest drawdown of DMXF?
The largest peak-to-trough decline was −34.5% between September 7, 2021 and October 12, 2022. It recovered to the old high on March 7, 2024, 1.4 years after the bottom.
How volatile is DMXF?
Over the past 3 years DMXF had an annualized volatility of 13.0% and a Sharpe ratio of 1.00 (excess return over 1–3 month T-bills per unit of risk).