Marco Russo provides an option:
DAX is not like M when it comes to data manipulation, and it is not supposed to do that. However, if you need something in DAX similar to Table.FromList in M, this blog post is for you.
If you have a list of values in a string in DAX and you want to obtain a table with one row for each item in the list, you can do the following:
Definitely an example of “There’s a better way to do this than to use DAX” but sometimes you’re stuck, I suppose.