Existential rules, also known as data dependencies in Databases, have been recently rediscovered as a promising family of languages for Ontology-based Query Answering. In this paper, we prove that disjunctive embedded dependencies exactly capture the class of recursively enumerable ontologies in Ontology-based Conjunctive Query Answering (OCQA). Our expressive completeness result does not rely on any built-in linear order on the database. To establish the expressive completeness, we introduce a novel semantic definition for OCQA ontologies. We also show that neither the class of disjunctive tuple-generating dependencies nor the class of embedded dependencies is expressively complete for recursively enumerable OCQA ontologies.