PortfoliosLab logoPortfoliosLab logo
CUSIP
25434V831
Inception Date
Feb 23, 2022
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$12B

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

DUHP Performance Chart

DFA Dimensional US High Profitability ETF (DUHP) is up 9.4% since the beginning of the year. DUHP is currently trading at $41 per share.


Loading charts...

S&P 500 Index

Returns By Period

DFA Dimensional US High Profitability ETF (DUHP) has returned 9.38% so far this year and 19.92% over the past 12 months.


DFA Dimensional US High Profitability ETF

1D
-0.50%
1M
4.09%
YTD
9.38%
6M
9.81%
1Y
19.92%
3Y*
17.97%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUHP Monthly Returns History

Based on dividend-adjusted daily data since Feb 24, 2022, DUHP's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Oct 2022 with a return of +10.5%, while the worst month was Sep 2022 at -9.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DUHP closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.5%, while the worst single day was Apr 4, 2025 at -5.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.63%1.50%-6.05%6.45%5.70%0.31%9.38%
20253.05%1.23%-5.76%-1.39%4.96%4.02%1.52%1.99%2.87%0.48%0.18%0.25%13.77%
20241.89%5.11%3.42%-4.90%3.73%2.93%1.78%3.07%1.82%-1.17%5.73%-4.81%19.49%
20234.96%-2.78%2.94%0.12%-1.75%7.70%2.94%-0.48%-5.07%-1.99%8.26%5.46%21.11%
20224.56%3.72%-6.27%-0.28%-8.32%8.80%-3.92%-8.96%10.45%7.47%-4.76%-0.03%

Benchmark Metrics

DFA Dimensional US High Profitability ETF has an annualized alpha of 1.49%, beta of 0.91, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since February 24, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.15%) than losses (91.76%) - typical of diversified or defensive assets.
  • With beta of 0.91 and R2 of 0.94, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.49%
Beta
0.91
0.94
Upside Capture
94.15%
Downside Capture
91.76%

Expense Ratio

DUHP has an expense ratio of 0.21%, which is considered low.


Return for Risk

Risk / Return Rank

DUHP ranks 53 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


DUHP Risk / Return Rank: 5353
Overall Rank
DUHP Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DUHP Sortino Ratio Rank: 5454
Sortino Ratio Rank
DUHP Omega Ratio Rank: 5252
Omega Ratio Rank
DUHP Calmar Ratio Rank: 4747
Calmar Ratio Rank
DUHP Martin Ratio Rank: 5858
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 DFA Dimensional US High Profitability ETF (DUHP) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DUHPBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.31

1.36

-0.05

Calmar ratioReturn relative to maximum drawdown

2.23

2.71

-0.48

Martin ratioReturn relative to average drawdown

9.65

12.15

-2.51

Dividends

Dividend History

DFA Dimensional US High Profitability ETF provided a 0.97% dividend yield over the last twelve months, with an annual payout of $0.40 per share.


1.00%1.10%1.20%1.30%1.40%1.50%$0.00$0.10$0.20$0.30$0.402022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.40$0.39$0.38$0.43$0.26

Dividend yield

0.97%1.02%1.13%1.51%1.10%

Monthly Dividends

The table displays the monthly dividend distributions for DFA Dimensional US 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$0.10$0.00$0.00$0.00$0.10
2025$0.00$0.00$0.08$0.00$0.00$0.12$0.00$0.00$0.11$0.00$0.00$0.09$0.39
2024$0.00$0.00$0.08$0.00$0.00$0.11$0.00$0.00$0.10$0.00$0.00$0.10$0.38
2023$0.00$0.00$0.08$0.00$0.00$0.09$0.00$0.00$0.12$0.00$0.00$0.14$0.43
2022$0.01$0.00$0.00$0.06$0.00$0.00$0.08$0.00$0.00$0.11$0.26

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the DFA Dimensional US 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 DFA Dimensional US High Profitability ETF was 20.05%, occurring on Sep 30, 2022. Recovery took 187 trading sessions.

The current DFA Dimensional US High Profitability ETF drawdown is 0.50%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-20.05%Sep 2022
6mo 4d9mo 3d
1y 3moMar 2022 - Jun 2023
2025 selloff2025
-17.86%Apr 2025
1mo 17d2mo 24d
4mo 11dFeb 2025 - Jul 2025
2026 pullback2026
-8.99%Mar 2026
1mo 16d18d
2mo 4dFeb 2026 - Apr 2026
2023 pullback2023
-8.84%Oct 2023
2mo 26d1mo 4d
4moAug 2023 - Nov 2023
2024 pullback2024
-7.58%Aug 2024
19d16d
1mo 5dJul 2024 - Aug 2024

Drawdown Indicators


DUHPBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-20.05%

-56.78%

+36.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-9.10%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-17.86%

-18.90%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.50%

-1.29%

+0.79%

Average Drawdown

Average peak-to-trough decline

-4.01%

-10.72%

+6.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

2.02%

+0.05%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with DUHP

Add DFA Dimensional US High Profitability ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with DUHP