DIHP vs. 000660.KS

Last updated Jun 4, 2026

DIHP (Dimensional International High Profitability ETF) is Foreign Large Cap Equities fund actively managed by Dimensional, while 000660.KS (SK Hynix Inc) is a stock. Over the past 3 years, DIHP returned 14.52%/yr vs 100.23%/yr for 000660.KS. At a 0.20 correlation, their price movements are largely independent.

Performance

DIHP vs. 000660.KS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International High Profitability ETF (DIHP) and SK Hynix Inc (000660.KS). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

DIHP is traded in USD, while 000660.KS is traded in KRW. To make them comparable, the 000660.KS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DIHP achieves a 8.04% return, which is significantly lower than 000660.KS's 46.88% return.

DIHP

• 1D: -0.57%
• 1M: 2.71%
• YTD: 8.04%
• 6M: 9.40%
• 1Y: 19.11%
• 3Y*: 14.52%
• 5Y*: —
• 10Y*: —

000660.KS

• 1D: 0.34%
• 1M: -2.15%
• YTD: 46.88%
• 6M: 76.54%
• 1Y: 341.98%
• 3Y*: 100.23%
• 5Y*: 43.34%
• 10Y*: 41.35%

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

DIHP vs. 000660.KS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DIHP Dimensional International High Profitability ETF	8.04%	28.26%	0.50%	19.07%	-10.88%
000660.KS SK Hynix Inc	46.16%	286.66%	8.25%	86.36%	-38.94%

Correlation

The correlation between DIHP and 000660.KS is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (All Time) Calculated using the full available price history since Mar 25, 2022	0.20

Return for Risk

DIHP vs. 000660.KS — Risk / Return Rank

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

DIHP

DIHP Risk / Return Rank: 38
DIHP Sharpe Ratio Rank: 39
DIHP Sortino Ratio Rank: 38
DIHP Omega Ratio Rank: 39
DIHP Calmar Ratio Rank: 36
DIHP Martin Ratio Rank: 40

000660.KS

000660.KS Risk / Return Rank: 99
000660.KS Sharpe Ratio Rank: 99
000660.KS Sortino Ratio Rank: 98
000660.KS Omega Ratio Rank: 98
000660.KS Calmar Ratio Rank: 99
000660.KS Martin Ratio Rank: 99

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.

DIHP vs. 000660.KS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International High Profitability ETF (DIHP) and SK Hynix Inc (000660.KS). 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.

	DIHP	000660.KS	Difference
Sharpe ratio: Return per unit of total volatility	1.40	6.13	-4.73
Sortino ratio: Return per unit of downside risk	2.00	4.85	-2.86
Omega ratio: Gain probability vs. loss probability	1.25	1.65	-0.40
Calmar ratio: Return relative to maximum drawdown	1.76	15.97	-14.21
Martin ratio: Return relative to average drawdown	6.42	44.62	-38.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIHP vs. 000660.KS - Sharpe Ratio Comparison

The current DIHP Sharpe Ratio is 1.40, which is lower than the 000660.KS Sharpe Ratio of 6.13. The chart below compares the historical Sharpe Ratios of DIHP and 000660.KS, 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

	DIHP	000660.KS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.40	6.13	-4.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.96	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.99	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.38	+0.22

Drawdowns

DIHP vs. 000660.KS - Drawdown Comparison

The maximum DIHP drawdown since its inception was -24.94%, smaller than the maximum 000660.KS drawdown of -90.66%. Use the drawdown chart below to compare losses from any high point for DIHP and 000660.KS.

Drawdown Indicators

	DIHP	000660.KS	Difference
Max Drawdown Largest peak-to-trough decline	-24.94%	-90.66%	+65.72%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-22.98%	+12.06%
Max Drawdown (3Y) Largest decline over 3 years	-12.42%	-35.72%	+23.30%
Max Drawdown (5Y) Largest decline over 5 years	—	-50.15%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.48%	—
Current Drawdown Current decline from peak	-2.76%	-5.20%	+2.44%
Average Drawdown Average peak-to-trough decline	-4.85%	-29.03%	+24.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.98%	8.08%	-5.10%

Volatility

DIHP vs. 000660.KS - Volatility Comparison

Dimensional International High Profitability ETF (DIHP) has a higher volatility of 4.27% compared to SK Hynix Inc (000660.KS) at 4.01%. This indicates that DIHP's price experiences larger fluctuations and is considered to be riskier than 000660.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIHP	000660.KS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.27%	4.01%	+0.26%
Volatility (6M) Calculated over the trailing 6-month period	11.31%	43.10%	-31.79%
Volatility (1Y) Calculated over the trailing 1-year period	13.74%	59.91%	-46.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.25%	46.78%	-30.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.25%	43.17%	-26.92%

Dividends

DIHP vs. 000660.KS - Dividend Comparison

DIHP's dividend yield for the trailing twelve months is around 2.02%, more than 000660.KS's 0.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
000660.KS SK Hynix Inc	0.30%	0.37%	0.52%	0.85%	1.60%	1.18%	0.99%	1.06%	2.48%	1.31%	1.34%	1.63%
DIHP Dimensional International High Profitability ETF	2.02%	2.02%	2.30%	2.17%	1.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DIHP and 000660.KS in my portfolio?

DIHP and 000660.KS have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.