DFAR vs. DUHP

Last updated Jun 4, 2026

DFAR (Dimensional US Real Estate ETF) and DUHP (DFA Dimensional US High Profitability ETF) are both exchange-traded funds - DFAR is a REIT fund actively managed by Dimensional, while DUHP is a Large Cap Blend Equities fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, DFAR returned 9.64%/yr vs 19.22%/yr for DUHP. A 0.61 correlation means they provide meaningful diversification when combined. DFAR charges 0.19%/yr vs 0.21%/yr for DUHP.

Performance

DFAR vs. DUHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Real Estate ETF (DFAR) and DFA 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, DFAR achieves a 11.46% return, which is significantly higher than DUHP's 9.06% return.

DFAR

• 1D: -0.04%
• 1M: -0.51%
• YTD: 11.46%
• 6M: 10.41%
• 1Y: 11.45%
• 3Y*: 9.64%
• 5Y*: —
• 10Y*: —

DUHP

• 1D: -0.41%
• 1M: 6.00%
• YTD: 9.06%
• 6M: 9.28%
• 1Y: 20.36%
• 3Y*: 19.22%
• 5Y*: —
• 10Y*: —

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

DFAR vs. DUHP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFAR Dimensional US Real Estate ETF	11.46%	1.31%	5.25%	11.04%	-14.30%
DUHP DFA Dimensional US High Profitability ETF	9.06%	13.77%	19.49%	21.11%	-2.56%

Correlation

The correlation between DFAR and DUHP is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022	0.61

Over the past year, the correlation between DFAR and DUHP has dropped to 0.39 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

DFAR vs. DUHP - Sectors Allocation Comparison

Sectors	DFAR	DUHP
Real Estate	99.8%	-
Financial Services	0.0%	9.4%
Basic Materials	-	0.6%
Communication Services	-	6.7%
Consumer Cyclical	-	9.5%
Consumer Defensive	-	7.9%
Energy	-	2.3%
Healthcare	-	13.0%
Industrials	-	15.5%
Technology	-	34.0%
Utilities	-	1.0%

Return for Risk

DFAR vs. DUHP — Risk / Return Rank

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

DFAR

DFAR Risk / Return Rank: 25
DFAR Sharpe Ratio Rank: 24
DFAR Sortino Ratio Rank: 23
DFAR Omega Ratio Rank: 23
DFAR Calmar Ratio Rank: 28
DFAR Martin Ratio Rank: 29

DUHP

DUHP Risk / Return Rank: 52
DUHP Sharpe Ratio Rank: 52
DUHP Sortino Ratio Rank: 53
DUHP Omega Ratio Rank: 51
DUHP Calmar Ratio Rank: 46
DUHP Martin Ratio Rank: 56

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.

DFAR vs. DUHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Real Estate ETF (DFAR) 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.

	DFAR	DUHP	Difference
Sharpe ratio: Return per unit of total volatility	0.88	1.82	-0.95
Sortino ratio: Return per unit of downside risk	1.25	2.62	-1.36
Omega ratio: Gain probability vs. loss probability	1.16	1.32	-0.17
Calmar ratio: Return relative to maximum drawdown	1.36	2.28	-0.91
Martin ratio: Return relative to average drawdown	4.29	9.95	-5.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFAR vs. DUHP - Sharpe Ratio Comparison

The current DFAR Sharpe Ratio is 0.88, which is lower than the DUHP Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of DFAR 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.

Sharpe Ratios by Period

	DFAR	DUHP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.88	1.82	-0.95
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.87	-0.71

Drawdowns

DFAR vs. DUHP - Drawdown Comparison

The maximum DFAR drawdown since its inception was -32.27%, which is greater than DUHP's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for DFAR and DUHP.

Drawdown Indicators

	DFAR	DUHP	Difference
Max Drawdown Largest peak-to-trough decline	-32.27%	-20.05%	-12.22%
Max Drawdown (1Y) Largest decline over 1 year	-8.43%	-8.99%	+0.56%
Max Drawdown (3Y) Largest decline over 3 years	-17.64%	-17.86%	+0.22%
Current Drawdown Current decline from peak	-3.01%	-0.41%	-2.60%
Average Drawdown Average peak-to-trough decline	-14.22%	-4.04%	-10.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	2.05%	+0.62%

Volatility

DFAR vs. DUHP - Volatility Comparison

Dimensional US Real Estate ETF (DFAR) has a higher volatility of 3.71% compared to DFA Dimensional US High Profitability ETF (DUHP) at 2.52%. This indicates that DFAR'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

	DFAR	DUHP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	2.52%	+1.19%
Volatility (6M) Calculated over the trailing 6-month period	9.40%	8.64%	+0.76%
Volatility (1Y) Calculated over the trailing 1-year period	13.10%	11.24%	+1.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.13%	16.24%	+2.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.13%	16.24%	+2.89%

DFAR vs. DUHP - Expense Ratio Comparison

DFAR has a 0.19% 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

DFAR vs. DUHP - Dividend Comparison

DFAR's dividend yield for the trailing twelve months is around 2.77%, more than DUHP's 0.97% yield.

Position	TTM	2025	2024	2023	2022
DFAR Dimensional US Real Estate ETF	2.77%	2.97%	2.89%	3.06%	1.69%
DUHP DFA Dimensional US High Profitability ETF	0.97%	1.02%	1.13%	1.51%	1.10%

Frequently Asked Questions

Can I hold both DFAR and DUHP in my portfolio?

DFAR and DUHP have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DFAR or DUHP?

DFAR has higher volatility (3.71%) compared to DUHP (2.52%). In terms of maximum drawdown, DFAR dropped -32.27% vs DUHP's -20.05%.

Which ETF is better, DFAR or DUHP?

On 3-year performance, DUHP leads with 19.22% vs 9.64% for DFAR. On fees, DFAR is cheaper at 0.19% per year. On volatility, DUHP has been the lower-risk option at 2.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFAR or DUHP?

Over the 3-year period, DUHP has performed better with a 19.22% return vs 9.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFAR or DUHP?

DFAR is cheaper with a 0.19% expense ratio, compared with 0.21% for DUHP.

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

DFAR has the higher dividend yield at 2.77%, compared with 0.97% for DUHP.

What is the main difference between DFAR and DUHP?

DFAR is categorized as REIT, while DUHP is Large Cap Blend Equities. Their fees differ too: 0.19% for DFAR and 0.21% for DUHP.

Which has better risk-adjusted returns?

DUHP currently has the higher Sharpe Ratio (1.82 vs 0.88), 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.