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CGUS vs. DUHP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CGUS and DUHP is 0.96, 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.


Performance

CGUS vs. DUHP - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CGUS:

0.77

DUHP:

0.69

Sortino Ratio

CGUS:

1.04

DUHP:

1.00

Omega Ratio

CGUS:

1.15

DUHP:

1.14

Calmar Ratio

CGUS:

0.68

DUHP:

0.63

Martin Ratio

CGUS:

2.49

DUHP:

2.35

Ulcer Index

CGUS:

4.92%

DUHP:

4.75%

Daily Std Dev

CGUS:

18.46%

DUHP:

18.10%

Max Drawdown

CGUS:

-21.86%

DUHP:

-20.05%

Current Drawdown

CGUS:

-4.04%

DUHP:

-4.04%

Returns By Period

In the year-to-date period, CGUS achieves a 0.49% return, which is significantly lower than DUHP's 1.75% return.


CGUS

YTD

0.49%

1M

6.44%

6M

-0.89%

1Y

14.14%

3Y*

15.29%

5Y*

N/A

10Y*

N/A

DUHP

YTD

1.75%

1M

4.96%

6M

-3.14%

1Y

12.33%

3Y*

13.25%

5Y*

N/A

10Y*

N/A

*Annualized

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Capital Group Core Equity ETF

CGUS vs. DUHP - Expense Ratio Comparison

CGUS has a 0.33% expense ratio, which is higher than DUHP's 0.21% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CGUS vs. DUHP — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CGUS
The Risk-Adjusted Performance Rank of CGUS is 6363
Overall Rank
The Sharpe Ratio Rank of CGUS is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of CGUS is 6060
Sortino Ratio Rank
The Omega Ratio Rank of CGUS is 6464
Omega Ratio Rank
The Calmar Ratio Rank of CGUS is 6666
Calmar Ratio Rank
The Martin Ratio Rank of CGUS is 6262
Martin Ratio Rank

DUHP
The Risk-Adjusted Performance Rank of DUHP is 5959
Overall Rank
The Sharpe Ratio Rank of DUHP is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of DUHP is 5858
Sortino Ratio Rank
The Omega Ratio Rank of DUHP is 5858
Omega Ratio Rank
The Calmar Ratio Rank of DUHP is 6262
Calmar Ratio Rank
The Martin Ratio Rank of DUHP is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current CGUS Sharpe Ratio is 0.77, which is comparable to the DUHP Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of CGUS and DUHP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CGUS vs. DUHP - Dividend Comparison

CGUS's dividend yield for the trailing twelve months is around 1.04%, less than DUHP's 1.13% yield.


TTM202420232022
CGUS
Capital Group Core Equity ETF
1.04%1.02%1.22%1.11%
DUHP
DFA Dimensional US High Profitability ETF
1.13%1.13%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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CGUS vs. DUHP - Volatility Comparison

Capital Group Core Equity ETF (CGUS) and DFA Dimensional US High Profitability ETF (DUHP) have volatilities of 4.83% and 4.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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