The dexterity, or DEX, is a character stat.

You will receive 3 points (The first on 25%, the second on 50%, the third on 75% of the total XP) for every level you gain, and then you can distribute them & add points to the following character stats: CON, DEX, INT or STR.

Every 3 DEX points will give you +1 DR (damage reduction).
It also increases your AP (attack power).