AVUS vs. DUHP

Last updated Jul 31, 2026

AVUS (Avantis U.S. Equity ETF) and DUHP (Dimensional US High Profitability ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, AVUS returned 18.84%/yr vs 16.17%/yr for DUHP. Their correlation of 0.95 means they have usually moved in the same direction. AVUS charges 0.15%/yr vs 0.21%/yr for DUHP.

Performance

AVUS vs. DUHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Equity ETF (AVUS) and Dimensional US High Profitability ETF (DUHP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVUS achieves a 14.06% return, which is significantly higher than DUHP's 9.08% return.

AVUS

• 1D: 1.68%
• 1M: -0.94%
• 6M: 9.63%
• YTD: 14.06%
• 1Y: 23.90%
• 3Y*: 18.84%
• 5Y*: 12.64%
• 10Y*: —
• ALL TIME*: 16.02%

DUHP

• 1D: 1.05%
• 1M: -1.08%
• 6M: 6.58%
• YTD: 9.08%
• 1Y: 15.10%
• 3Y*: 16.17%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVUS Avantis U.S. Equity ETF	$38.04M	$39.21M	$43.08M
DUHP Dimensional US High Profitability ETF	$29.52M	$30.23M	$35.32M

AVUS vs. DUHP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AVUS Avantis U.S. Equity ETF	14.06%	16.68%	20.43%	21.77%	-4.74%
DUHP Dimensional US High Profitability ETF	9.08%	13.77%	19.49%	21.11%	-0.03%

Correlation

The correlation between AVUS and DUHP is 0.92, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.92
Correlation (3Y) Balances recent behavior with more history.	0.93
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.95

The correlation between AVUS and DUHP has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

AVUS vs. DUHP - Sectors Allocation Comparison

Sectors	AVUS	DUHP
Technology	29.3%	37.0%
Financial Services	16.2%	9.1%
Industrials	11.1%	15.8%
Consumer Cyclical	11.0%	9.0%
Communication Services	8.5%	5.6%
Healthcare	7.3%	13.0%
Energy	7.1%	2.0%
Consumer Defensive	4.4%	7.0%
Basic Materials	2.7%	0.7%
Utilities	2.4%	1.0%
Real Estate	0.1%	-

Return for Risk

AVUS vs. DUHP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AVUS

AVUS Risk / Return Rank: 84
AVUS Sharpe Ratio Rank: 83
AVUS Sortino Ratio Rank: 82
AVUS Omega Ratio Rank: 81
AVUS Calmar Ratio Rank: 84
AVUS Martin Ratio Rank: 90

DUHP

DUHP Risk / Return Rank: 55
DUHP Sharpe Ratio Rank: 56
DUHP Sortino Ratio Rank: 55
DUHP Omega Ratio Rank: 54
DUHP Calmar Ratio Rank: 50
DUHP Martin Ratio Rank: 63

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AVUS vs. DUHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Equity ETF (AVUS) and Dimensional US High Profitability ETF (DUHP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	AVUS	DUHP	Difference
Sharpe ratio: Return per unit of total volatility	1.86	1.27	+0.58
Sortino ratio: Return per unit of downside risk	2.57	1.83	+0.74
Omega ratio: Gain probability vs. loss probability	1.33	1.23	+0.10
Calmar ratio: Return relative to maximum drawdown	3.06	1.69	+1.37
Martin ratio: Return relative to average drawdown	13.47	7.23	+6.25

AVUS vs. DUHP - Sharpe Ratio Comparison

The current AVUS Sharpe Ratio is 1.86, which is higher than the DUHP Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of AVUS and DUHP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AVUS vs. DUHP - Drawdown Comparison

The maximum AVUS drawdown since its inception was -37.04%, which is greater than DUHP's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for AVUS and DUHP.

Drawdown Indicators

	AVUS	DUHP	Difference
Max Drawdown Largest peak-to-trough decline	-37.04%	-20.05%	-16.99%
Max Drawdown (1Y) Largest decline over 1 year	-7.85%	-8.99%	+1.14%
Max Drawdown (3Y) Largest decline over 3 years	-19.74%	-17.86%	-1.88%
Max Drawdown (5Y) Largest decline over 5 years	-22.19%	—	—
Current Drawdown Current decline from peak	-1.27%	-1.41%	+0.14%
Average Drawdown Average peak-to-trough decline	-5.00%	-3.93%	-1.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.78%	2.10%	-0.32%

Volatility

AVUS vs. DUHP - Volatility Comparison

Avantis U.S. Equity ETF (AVUS) has a higher volatility of 3.36% compared to Dimensional US High Profitability ETF (DUHP) at 2.89%. This indicates that AVUS's price experiences larger fluctuations and is considered to be riskier than DUHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVUS	DUHP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.36%	2.89%	+0.47%
Volatility (6M) Calculated over the trailing 6-month period	9.92%	9.63%	+0.29%
Volatility (1Y) Calculated over the trailing 1-year period	12.94%	11.91%	+1.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.33%	16.20%	+1.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.72%	16.20%	+4.52%

AVUS vs. DUHP - Expense Ratio Comparison

AVUS has a 0.15% expense ratio, which is lower than DUHP's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

AVUS vs. DUHP - Dividend Comparison

AVUS's dividend yield for the trailing twelve months is around 0.93%, more than DUHP's 0.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVUS Avantis U.S. Equity ETF	0.93%	1.08%	1.27%	1.41%	1.59%	1.08%	1.19%	0.35%
DUHP Dimensional US High Profitability ETF	0.92%	1.02%	1.13%	1.51%	1.10%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AVUS and DUHP in my portfolio?

With a correlation of 0.92, AVUS and DUHP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AVUS or DUHP?

AVUS has higher volatility (3.36%) compared to DUHP (2.89%). In terms of maximum drawdown, AVUS dropped -37.04% vs DUHP's -20.05%.

Which ETF is better, AVUS or DUHP?

On 3-year performance, AVUS leads with 18.84% vs 16.17% for DUHP. On fees, AVUS is cheaper at 0.15% per year. On volatility, DUHP has been the lower-risk option at 2.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVUS or DUHP?

Over the 3-year period, AVUS has performed better with a 18.84% return vs 16.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVUS or DUHP?

AVUS is cheaper with a 0.15% expense ratio, compared with 0.21% for DUHP.

Which ETF pays a higher dividend yield, AVUS or DUHP?

AVUS and DUHP have nearly identical dividend yields, around 0.93%.

What is the main difference between AVUS and DUHP?

They also come from different issuers: Avantis and Dimensional. Their fees differ too: 0.15% for AVUS and 0.21% for DUHP.

Which has better risk-adjusted returns?

AVUS currently has the higher Sharpe Ratio (1.86 vs 1.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.