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Dimensional International High Profitability ETF (...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US25434V7652
Inception Date
Mar 23, 2022
Region
Global ex-U.S. (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dimensional International High Profitability ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Dimensional International High Profitability ETF (DIHP) has returned 2.17% so far this year and 22.36% over the past 12 months.


Dimensional International High Profitability ETF

1D
2.71%
1M
-8.04%
YTD
2.17%
6M
6.84%
1Y
22.36%
3Y*
12.53%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 24, 2022, DIHP's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, your investment would double in approximately 7.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +13.0%, while the worst month was Sep 2022 at -9.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DIHP closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +6.7%, while the worst single day was Apr 4, 2025 at -6.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.66%6.16%-8.04%2.17%
20254.28%2.58%0.11%3.23%4.85%2.23%-2.68%4.34%1.92%0.99%2.04%1.49%28.26%
2024-0.39%2.66%2.87%-4.19%4.65%-1.49%1.98%3.54%0.06%-5.69%0.36%-3.26%0.50%
20239.30%-3.67%4.52%1.74%-4.27%4.75%2.74%-3.50%-3.77%-2.59%8.37%5.32%19.07%
2022-0.48%-7.22%2.02%-9.40%6.18%-6.35%-9.60%5.87%13.03%-2.92%-10.88%

Benchmark Metrics

Dimensional International High Profitability ETF has an annualized alpha of 1.63%, beta of 0.75, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since March 25, 2022.

  • This ETF participated in 85.77% of S&P 500 Index downside but only 82.64% of its upside — more exposed to losses than it benefited from rallies.

Alpha
1.63%
Beta
0.75
0.65
Upside Capture
82.64%
Downside Capture
85.77%

Expense Ratio

DIHP has an expense ratio of 0.29%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DIHP ranks 74 for risk / return — better than 74% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DIHP Risk / Return Rank: 7474
Overall Rank
DIHP Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DIHP Sortino Ratio Rank: 7575
Sortino Ratio Rank
DIHP Omega Ratio Rank: 7474
Omega Ratio Rank
DIHP Calmar Ratio Rank: 7474
Calmar Ratio Rank
DIHP Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Dimensional International High Profitability ETF (DIHP) and compare them to a chosen benchmark (S&P 500 Index).


DIHPBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.90

+0.49

Sortino ratio

Return per unit of downside risk

1.95

1.39

+0.56

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.07

Calmar ratio

Return relative to maximum drawdown

1.97

1.40

+0.58

Martin ratio

Return relative to average drawdown

7.82

6.61

+1.22

Explore DIHP risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Dimensional International High Profitability ETF provided a 2.14% dividend yield over the last twelve months, with an annual payout of $0.69 per share. The fund has been increasing its distributions for 3 consecutive years.


1.70%1.80%1.90%2.00%2.10%2.20%2.30%$0.00$0.10$0.20$0.30$0.40$0.50$0.602022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.69$0.64$0.58$0.56$0.37

Dividend yield

2.14%2.02%2.30%2.17%1.69%

Monthly Dividends

The table displays the monthly dividend distributions for Dimensional International High Profitability ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.13$0.13
2025$0.00$0.00$0.08$0.00$0.00$0.31$0.00$0.00$0.13$0.00$0.00$0.12$0.64
2024$0.00$0.00$0.05$0.00$0.00$0.29$0.00$0.00$0.10$0.00$0.00$0.14$0.58
2023$0.00$0.00$0.08$0.00$0.00$0.19$0.00$0.00$0.17$0.00$0.00$0.12$0.56
2022$0.13$0.00$0.00$0.14$0.00$0.00$0.10$0.37

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Dimensional International High Profitability ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Dimensional International High Profitability ETF was 24.94%, occurring on Sep 27, 2022. Recovery took 180 trading sessions.

The current Dimensional International High Profitability ETF drawdown is 8.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.94%Mar 30, 2022125Sep 27, 2022180Jun 15, 2023305
-12.42%Mar 18, 202516Apr 8, 202514Apr 29, 202530
-10.92%Mar 2, 202615Mar 20, 2026
-10.79%Aug 1, 202363Oct 27, 202332Dec 13, 202395
-9.68%Sep 27, 202473Jan 13, 202543Mar 17, 2025116

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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