DEHP vs. AVUV

Last updated Aug 2, 2026

DEHP (Dimensional Emerging Markets High Profitability ETF) and AVUV (Avantis US Small Cap Value ETF) are both exchange-traded funds - DEHP is a Emerging Markets Equities fund actively managed by Dimensional, while AVUV is a Small Cap Value Equities fund actively managed by Avantis. Both are actively managed. Over the past 3 years, DEHP returned 19.29%/yr vs 16.14%/yr for AVUV. Their 0.53 correlation means they have sometimes moved together and sometimes differently. DEHP charges 0.41%/yr vs 0.25%/yr for AVUV.

Performance

DEHP vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Emerging Markets High Profitability ETF (DEHP) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DEHP achieves a 21.21% return, which is significantly lower than AVUV's 23.62% return.

DEHP

• 1D: 0.62%
• 1M: -5.17%
• 6M: 11.94%
• YTD: 21.21%
• 1Y: 40.81%
• 3Y*: 19.29%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.35%

AVUV

• 1D: 0.03%
• 1M: 1.43%
• 6M: 15.37%
• YTD: 23.62%
• 1Y: 40.65%
• 3Y*: 16.14%
• 5Y*: 13.16%
• 10Y*: —
• ALL TIME*: 16.14%

*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)
AVUV Avantis US Small Cap Value ETF	$143.14M	$148.43M	$155.85M
DEHP Dimensional Emerging Markets High Profitability ETF	$1.33M	$1.77M	$1.71M

DEHP vs. AVUV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DEHP Dimensional Emerging Markets High Profitability ETF	21.21%	32.86%	4.47%	12.31%	-9.73%
AVUV Avantis US Small Cap Value ETF	23.62%	7.44%	9.28%	22.82%	0.55%

Correlation

The correlation between DEHP and AVUV is 0.45, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.45
Correlation (3Y) Balances recent behavior with more history.	0.48
Correlation (All Time) Calculated using the full available price history since Apr 27, 2022	0.53

The correlation between DEHP and AVUV has been stable across timeframes, ranging from 0.45 to 0.53 - a consistent structural relationship.

DEHP vs. AVUV - Sectors Allocation Comparison

Sectors	DEHP	AVUV
Technology	50.8%	7.4%
Communication Services	10.3%	2.9%
Industrials	9.6%	13.5%
Consumer Cyclical	7.2%	18.5%
Basic Materials	6.1%	4.8%
Financial Services	5.5%	27.8%
Consumer Defensive	3.6%	4.9%
Energy	3.6%	13.9%
Healthcare	2.4%	5.3%
Utilities	0.5%	0.2%
Real Estate	0.3%	0.7%

Return for Risk

DEHP vs. AVUV — Risk / Return Rank

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

DEHP

DEHP Risk / Return Rank: 65
DEHP Sharpe Ratio Rank: 65
DEHP Sortino Ratio Rank: 60
DEHP Omega Ratio Rank: 67
DEHP Calmar Ratio Rank: 67
DEHP Martin Ratio Rank: 68

AVUV

AVUV Risk / Return Rank: 91
AVUV Sharpe Ratio Rank: 90
AVUV Sortino Ratio Rank: 91
AVUV Omega Ratio Rank: 88
AVUV Calmar Ratio Rank: 94
AVUV Martin Ratio Rank: 91

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.

DEHP vs. AVUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Emerging Markets High Profitability ETF (DEHP) and Avantis US Small Cap Value ETF (AVUV). 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.

	DEHP	AVUV	Difference
Sharpe ratio: Return per unit of total volatility	1.50	2.24	-0.73
Sortino ratio: Return per unit of downside risk	2.03	3.23	-1.20
Omega ratio: Gain probability vs. loss probability	1.28	1.40	-0.11
Calmar ratio: Return relative to maximum drawdown	2.33	4.74	-2.41
Martin ratio: Return relative to average drawdown	8.29	14.98	-6.68

DEHP vs. AVUV - Sharpe Ratio Comparison

The current DEHP Sharpe Ratio is 1.50, which is lower than the AVUV Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of DEHP and AVUV, 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

DEHP vs. AVUV - Drawdown Comparison

The maximum DEHP drawdown since its inception was -22.90%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for DEHP and AVUV.

Drawdown Indicators

	DEHP	AVUV	Difference
Max Drawdown Largest peak-to-trough decline	-22.90%	-49.42%	+26.52%
Max Drawdown (1Y) Largest decline over 1 year	-17.25%	-7.95%	-9.30%
Max Drawdown (3Y) Largest decline over 3 years	-19.14%	-28.79%	+9.65%
Max Drawdown (5Y) Largest decline over 5 years	—	-28.79%	—
Current Drawdown Current decline from peak	-13.14%	-0.72%	-12.42%
Average Drawdown Average peak-to-trough decline	-5.83%	-7.78%	+1.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.84%	2.52%	+2.32%

Volatility

DEHP vs. AVUV - Volatility Comparison

Dimensional Emerging Markets High Profitability ETF (DEHP) has a higher volatility of 10.35% compared to Avantis US Small Cap Value ETF (AVUV) at 2.88%. This indicates that DEHP's price experiences larger fluctuations and is considered to be riskier than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEHP	AVUV	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.35%	2.88%	+7.47%
Volatility (6M) Calculated over the trailing 6-month period	24.84%	10.51%	+14.33%
Volatility (1Y) Calculated over the trailing 1-year period	26.76%	16.90%	+9.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.06%	22.40%	-2.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.06%	28.02%	-7.96%

DEHP vs. AVUV - Expense Ratio Comparison

DEHP has a 0.41% expense ratio, which is higher than AVUV's 0.25% expense ratio.

Dividends

DEHP vs. AVUV - Dividend Comparison

DEHP's dividend yield for the trailing twelve months is around 1.44%, more than AVUV's 1.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVUV Avantis US Small Cap Value ETF	1.25%	1.58%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%
DEHP Dimensional Emerging Markets High Profitability ETF	1.44%	1.73%	2.44%	2.84%	1.65%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DEHP and AVUV in my portfolio?

DEHP and AVUV have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DEHP or AVUV?

DEHP has higher volatility (10.35%) compared to AVUV (2.88%). In terms of maximum drawdown, DEHP dropped -22.90% vs AVUV's -49.42%.

Which ETF is better, DEHP or AVUV?

On 3-year performance, DEHP leads with 19.29% vs 16.14% for AVUV. On fees, AVUV is cheaper at 0.25% per year. On volatility, AVUV has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEHP or AVUV?

Over the 3-year period, DEHP has performed better with a 19.29% return vs 16.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEHP or AVUV?

AVUV is cheaper with a 0.25% expense ratio, compared with 0.41% for DEHP.

Which ETF pays a higher dividend yield, DEHP or AVUV?

DEHP has the higher dividend yield at 1.44%, compared with 1.25% for AVUV.

What is the main difference between DEHP and AVUV?

DEHP is categorized as Emerging Markets Equities, while AVUV is Small Cap Value Equities. They also come from different issuers: Dimensional and Avantis. Their fees differ too: 0.41% for DEHP and 0.25% for AVUV.

Which has better risk-adjusted returns?

AVUV currently has the higher Sharpe Ratio (2.24 vs 1.50), 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.