CGUS vs. DUHP
Compare and contrast key facts about Capital Group Core Equity ETF (CGUS) and DFA Dimensional US High Profitability ETF (DUHP).
CGUS and DUHP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CGUS is an actively managed fund by Capital Group. It was launched on Feb 22, 2022. DUHP is an actively managed fund by Dimensional. It was launched on Feb 23, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CGUS or DUHP.
Performance
CGUS vs. DUHP - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with CGUS having a 24.80% return and DUHP slightly lower at 24.04%.
CGUS
24.80%
1.77%
11.42%
31.23%
N/A
N/A
DUHP
24.04%
2.69%
13.24%
31.15%
N/A
N/A
Key characteristics
| CGUS | DUHP | |
|---|---|---|
| Sharpe Ratio | 2.62 | 2.77 |
| Sortino Ratio | 3.50 | 3.86 |
| Omega Ratio | 1.48 | 1.50 |
| Calmar Ratio | 4.67 | 4.15 |
| Martin Ratio | 20.45 | 15.90 |
| Ulcer Index | 1.54% | 1.98% |
| Daily Std Dev | 12.01% | 11.37% |
| Max Drawdown | -21.86% | -20.05% |
| Current Drawdown | -1.71% | -0.26% |
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CGUS vs. DUHP - Expense Ratio Comparison
CGUS has a 0.33% expense ratio, which is higher than DUHP's 0.21% expense ratio.
Correlation
The correlation between CGUS and DUHP is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
CGUS vs. DUHP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group Core Equity ETF (CGUS) and DFA 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.
Dividends
CGUS vs. DUHP - Dividend Comparison
CGUS's dividend yield for the trailing twelve months is around 1.00%, less than DUHP's 1.19% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
CGUS Capital Group Core Equity ETF | 1.00% | 1.22% | 1.11% |
DUHP DFA Dimensional US High Profitability ETF | 1.19% | 1.51% | 1.10% |
Drawdowns
CGUS vs. DUHP - Drawdown Comparison
The maximum CGUS drawdown since its inception was -21.86%, which is greater than DUHP's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for CGUS and DUHP. For additional features, visit the drawdowns tool.
Volatility
CGUS vs. DUHP - Volatility Comparison
Capital Group Core Equity ETF (CGUS) has a higher volatility of 3.92% compared to DFA Dimensional US High Profitability ETF (DUHP) at 3.65%. This indicates that CGUS'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.