DFUS vs. DUHP

Last updated Jun 25, 2026

DFUS (Dimensional U.S. 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, DFUS returned 20.90%/yr vs 18.05%/yr for DUHP. Their correlation of 0.95 suggests significant overlap in exposure. DFUS charges 0.09%/yr vs 0.21%/yr for DUHP.

Performance

DFUS vs. DUHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional U.S. Equity Market ETF (DFUS) 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, DFUS achieves a 8.83% return, which is significantly higher than DUHP's 7.81% return.

DFUS

• 1D: -0.04%
• 1M: -0.73%
• YTD: 8.83%
• 6M: 7.39%
• 1Y: 23.14%
• 3Y*: 20.90%
• 5Y*: 12.70%
• 10Y*: —

DUHP

• 1D: 0.32%
• 1M: 0.53%
• YTD: 7.81%
• 6M: 6.46%
• 1Y: 17.53%
• 3Y*: 18.05%
• 5Y*: —
• 10Y*: —

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

DFUS vs. DUHP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFUS Dimensional U.S. Equity Market ETF	8.83%	17.46%	24.34%	26.36%	-7.84%
DUHP DFA Dimensional US High Profitability ETF	7.81%	13.77%	19.49%	21.11%	-0.03%

Correlation

The correlation between DFUS and DUHP is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.95

The correlation between DFUS and DUHP has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

DFUS vs. DUHP - Sectors Allocation Comparison

Sectors	DFUS	DUHP
Technology	37.7%	36.7%
Financial Services	11.7%	8.8%
Consumer Cyclical	10.2%	9.1%
Communication Services	10.1%	5.3%
Industrials	9.4%	15.9%
Healthcare	8.6%	12.9%
Consumer Defensive	4.4%	7.4%
Energy	3.5%	2.1%
Utilities	2.2%	0.9%
Basic Materials	2.0%	0.6%
Real Estate	0.1%	-

Return for Risk

DFUS vs. DUHP — Risk / Return Rank

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

DFUS

DFUS Risk / Return Rank: 61
DFUS Sharpe Ratio Rank: 60
DFUS Sortino Ratio Rank: 58
DFUS Omega Ratio Rank: 59
DFUS Calmar Ratio Rank: 58
DFUS Martin Ratio Rank: 69

DUHP

DUHP Risk / Return Rank: 48
DUHP Sharpe Ratio Rank: 48
DUHP Sortino Ratio Rank: 47
DUHP Omega Ratio Rank: 46
DUHP Calmar Ratio Rank: 43
DUHP Martin Ratio Rank: 54

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.

DFUS vs. DUHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional U.S. Equity Market ETF (DFUS) 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.

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.

	DFUS	DUHP	Difference
Sharpe ratio: Return per unit of total volatility	1.81	1.50	+0.31
Sortino ratio: Return per unit of downside risk	2.47	2.13	+0.35
Omega ratio: Gain probability vs. loss probability	1.33	1.27	+0.06
Calmar ratio: Return relative to maximum drawdown	2.59	1.96	+0.63
Martin ratio: Return relative to average drawdown	11.44	8.44	+3.00

DFUS vs. DUHP - Sharpe Ratio Comparison

The current DFUS Sharpe Ratio is 1.81, which is comparable to the DUHP Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of DFUS 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.

Drawdowns

DFUS vs. DUHP - Drawdown Comparison

The maximum DFUS drawdown since its inception was -24.62%, which is greater than DUHP's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for DFUS and DUHP.

Drawdown Indicators

	DFUS	DUHP	Difference
Max Drawdown Largest peak-to-trough decline	-24.62%	-20.05%	-4.57%
Max Drawdown (1Y) Largest decline over 1 year	-8.96%	-8.99%	+0.03%
Max Drawdown (3Y) Largest decline over 3 years	-19.44%	-17.86%	-1.58%
Max Drawdown (5Y) Largest decline over 5 years	-24.62%	—	—
Current Drawdown Current decline from peak	-2.83%	-1.93%	-0.90%
Average Drawdown Average peak-to-trough decline	-5.77%	-4.00%	-1.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	2.08%	-0.05%

Volatility

DFUS vs. DUHP - Volatility Comparison

Dimensional U.S. Equity Market ETF (DFUS) has a higher volatility of 5.07% compared to DFA Dimensional US High Profitability ETF (DUHP) at 4.66%. This indicates that DFUS'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

	DFUS	DUHP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.07%	4.66%	+0.41%
Volatility (6M) Calculated over the trailing 6-month period	10.12%	9.56%	+0.56%
Volatility (1Y) Calculated over the trailing 1-year period	12.91%	11.82%	+1.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.28%	16.31%	+0.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.24%	16.31%	+0.93%

DFUS vs. DUHP - Expense Ratio Comparison

DFUS has a 0.09% 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

DFUS vs. DUHP - Dividend Comparison

DFUS's dividend yield for the trailing twelve months is around 0.88%, less than DUHP's 0.93% yield.

Position	TTM	2025	2024	2023	2022	2021
DFUS Dimensional U.S. Equity Market ETF	0.88%	0.88%	1.04%	1.33%	1.48%	0.85%
DUHP DFA Dimensional US High Profitability ETF	0.93%	1.02%	1.13%	1.51%	1.10%	0.00%

Frequently Asked Questions

Can I hold both DFUS and DUHP in my portfolio?

With a correlation of 0.92, DFUS 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, DFUS or DUHP?

DFUS has higher volatility (5.07%) compared to DUHP (4.66%). In terms of maximum drawdown, DFUS dropped -24.62% vs DUHP's -20.05%.

Which ETF is better, DFUS or DUHP?

On 3-year performance, DFUS leads with 20.90% vs 18.05% for DUHP. On fees, DFUS is cheaper at 0.09% per year. On volatility, DUHP has been the lower-risk option at 4.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFUS or DUHP?

Over the 3-year period, DFUS has performed better with a 20.90% return vs 18.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFUS or DUHP?

DFUS is cheaper with a 0.09% expense ratio, compared with 0.21% for DUHP.

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

DUHP has the higher dividend yield at 0.93%, compared with 0.88% for DFUS.

What is the main difference between DFUS and DUHP?

Their fees differ too: 0.09% for DFUS and 0.21% for DUHP.

Which has better risk-adjusted returns?

DFUS currently has the higher Sharpe Ratio (1.81 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.