DFAU vs. DUHP

Last updated Jun 3, 2026

DFAU (Dimensional US Core Equity Market ETF) and DUHP (DFA Dimensional US High Profitability ETF) are both Large Cap Blend Equities funds from Dimensional. Both are actively managed. Over the past 3 years, DFAU returned 21.97%/yr vs 19.38%/yr for DUHP. With a 0.96 correlation, they move nearly in lockstep. DFAU charges 0.12%/yr vs 0.21%/yr for DUHP.

Performance

DFAU vs. DUHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Core Equity Market ETF (DFAU) 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, DFAU achieves a 12.07% return, which is significantly higher than DUHP's 9.51% return.

DFAU

• 1D: 0.31%
• 1M: 5.21%
• YTD: 12.07%
• 6M: 12.52%
• 1Y: 30.31%
• 3Y*: 21.97%
• 5Y*: 13.38%
• 10Y*: —

DUHP

• 1D: 0.27%
• 1M: 6.05%
• YTD: 9.51%
• 6M: 9.93%
• 1Y: 21.98%
• 3Y*: 19.38%
• 5Y*: —
• 10Y*: —

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

DFAU vs. DUHP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFAU Dimensional US Core Equity Market ETF	12.07%	16.78%	23.17%	24.79%	-8.47%
DUHP DFA Dimensional US High Profitability ETF	9.51%	13.77%	19.49%	21.11%	-2.56%

Correlation

The correlation between DFAU and DUHP is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022	0.96

The correlation between DFAU and DUHP has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

DFAU vs. DUHP - Sectors Allocation Comparison

Sectors	DFAU	DUHP
Technology	32.7%	34.0%
Financial Services	12.8%	9.4%
Consumer Cyclical	10.8%	9.5%
Industrials	10.4%	15.5%
Communication Services	10.4%	6.7%
Healthcare	8.5%	13.0%
Consumer Defensive	4.8%	7.9%
Energy	4.6%	2.3%
Utilities	2.5%	1.0%
Basic Materials	2.4%	0.6%
Real Estate	0.2%	-

Return for Risk

DFAU vs. DUHP — Risk / Return Rank

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

DFAU

DFAU Risk / Return Rank: 76
DFAU Sharpe Ratio Rank: 77
DFAU Sortino Ratio Rank: 75
DFAU Omega Ratio Rank: 76
DFAU Calmar Ratio Rank: 70
DFAU Martin Ratio Rank: 81

DUHP

DUHP Risk / Return Rank: 57
DUHP Sharpe Ratio Rank: 57
DUHP Sortino Ratio Rank: 59
DUHP Omega Ratio Rank: 56
DUHP Calmar Ratio Rank: 49
DUHP Martin Ratio Rank: 61

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.

DFAU vs. DUHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity Market ETF (DFAU) 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.

	DFAU	DUHP	Difference
Sharpe ratio Return per unit of total volatility	2.53	1.97	+0.57
Sortino ratio Return per unit of downside risk	3.43	2.81	+0.63
Omega ratio Gain probability vs. loss probability	1.46	1.35	+0.11
Calmar ratio Return relative to maximum drawdown	3.56	2.50	+1.07
Martin ratio Return relative to average drawdown	16.33	10.94	+5.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DFAU vs. DUHP - Sharpe Ratio Comparison

The current DFAU Sharpe Ratio is 2.53, which is comparable to the DUHP Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of DFAU 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

	DFAU	DUHP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.53	1.97	+0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.95	0.87	+0.08

Drawdowns

DFAU vs. DUHP - Drawdown Comparison

The maximum DFAU drawdown since its inception was -23.61%, which is greater than DUHP's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for DFAU and DUHP.

Drawdown Indicators

	DFAU	DUHP	Difference
Max Drawdown Largest peak-to-trough decline	-23.61%	-20.05%	-3.56%
Max Drawdown (1Y) Largest decline over 1 year	-8.67%	-8.99%	+0.32%
Max Drawdown (3Y) Largest decline over 3 years	-19.36%	-17.86%	-1.50%
Max Drawdown (5Y) Largest decline over 5 years	-23.61%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.99%	-4.04%	-0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	2.05%	-0.16%

Volatility

DFAU vs. DUHP - Volatility Comparison

Dimensional US Core Equity Market ETF (DFAU) has a higher volatility of 2.88% compared to DFA Dimensional US High Profitability ETF (DUHP) at 2.50%. This indicates that DFAU'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

	DFAU	DUHP	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.88%	2.50%	+0.38%
Volatility (6M) Calculated over the trailing 6-month period	9.02%	8.63%	+0.39%
Volatility (1Y) Calculated over the trailing 1-year period	12.04%	11.24%	+0.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.02%	16.24%	+0.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.74%	16.24%	+0.50%

DFAU vs. DUHP - Expense Ratio Comparison

DFAU has a 0.12% 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

DFAU vs. DUHP - Dividend Comparison

DFAU's dividend yield for the trailing twelve months is around 0.89%, less than DUHP's 0.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
DFAU Dimensional US Core Equity Market ETF	0.89%	0.95%	1.10%	1.29%	1.40%	1.00%	0.13%
DUHP DFA Dimensional US High Profitability ETF	0.97%	1.02%	1.13%	1.51%	1.10%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFAU and DUHP in my portfolio?

With a correlation of 0.93, DFAU 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, DFAU or DUHP?

DFAU has higher volatility (2.88%) compared to DUHP (2.50%). In terms of maximum drawdown, DFAU dropped -23.61% vs DUHP's -20.05%.

Which ETF is better, DFAU or DUHP?

On 3-year performance, DFAU leads with 21.97% vs 19.38% for DUHP. On fees, DFAU is cheaper at 0.12% per year. On volatility, DUHP has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFAU or DUHP?

Over the 3-year period, DFAU has performed better with a 21.97% return vs 19.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFAU or DUHP?

DFAU is cheaper with a 0.12% expense ratio, compared with 0.21% for DUHP.

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

DUHP has the higher dividend yield at 0.97%, compared with 0.89% for DFAU.

What is the main difference between DFAU and DUHP?

Their fees differ too: 0.12% for DFAU and 0.21% for DUHP.

Which has better risk-adjusted returns?

DFAU currently has the higher Sharpe Ratio (2.53 vs 1.97), 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.