DIHP vs. IQLT
Compare and contrast key facts about Dimensional International High Profitability ETF (DIHP) and iShares MSCI Intl Quality Factor ETF (IQLT).
DIHP and IQLT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DIHP is an actively managed fund by Dimensional. It was launched on Mar 23, 2022. IQLT is a passively managed fund by iShares that tracks the performance of the World ex USA Sector Neutral Quality. It was launched on Jan 13, 2015.
Performance
DIHP vs. IQLT - Performance Comparison
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DIHP vs. IQLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DIHP Dimensional International High Profitability ETF | 2.17% | 28.26% | 0.50% | 19.07% | -10.88% |
IQLT iShares MSCI Intl Quality Factor ETF | 1.72% | 25.42% | 1.54% | 18.73% | -9.22% |
Returns By Period
In the year-to-date period, DIHP achieves a 2.17% return, which is significantly higher than IQLT's 1.72% return.
DIHP
- 1D
- 2.71%
- 1M
- -8.04%
- YTD
- 2.17%
- 6M
- 6.84%
- 1Y
- 22.36%
- 3Y*
- 12.53%
- 5Y*
- —
- 10Y*
- —
IQLT
- 1D
- 3.15%
- 1M
- -6.96%
- YTD
- 1.72%
- 6M
- 5.66%
- 1Y
- 19.32%
- 3Y*
- 12.17%
- 5Y*
- 7.25%
- 10Y*
- 9.09%
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DIHP vs. IQLT - Expense Ratio Comparison
DIHP has a 0.29% expense ratio, which is lower than IQLT's 0.30% expense ratio.
Return for Risk
DIHP vs. IQLT — Risk / Return Rank
DIHP
IQLT
DIHP vs. IQLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional International High Profitability ETF (DIHP) and iShares MSCI Intl Quality Factor ETF (IQLT). 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 | IQLT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.39 | 1.15 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.95 | 1.69 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 1.77 | +0.21 |
Martin ratioReturn relative to average drawdown | 7.82 | 6.68 | +1.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DIHP | IQLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.39 | 1.15 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.45 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.47 | +0.07 |
Correlation
The correlation between DIHP and IQLT is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DIHP vs. IQLT - Dividend Comparison
DIHP's dividend yield for the trailing twelve months is around 2.14%, less than IQLT's 2.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIHP Dimensional International High Profitability ETF | 2.14% | 2.02% | 2.30% | 2.17% | 1.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IQLT iShares MSCI Intl Quality Factor ETF | 2.29% | 2.33% | 2.87% | 2.27% | 3.14% | 2.24% | 1.61% | 2.28% | 2.72% | 2.36% | 2.91% | 2.78% |
Drawdowns
DIHP vs. IQLT - Drawdown Comparison
The maximum DIHP drawdown since its inception was -24.94%, smaller than the maximum IQLT drawdown of -32.21%. Use the drawdown chart below to compare losses from any high point for DIHP and IQLT.
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Drawdown Indicators
| DIHP | IQLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.94% | -32.21% | +7.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -10.38% | -0.54% |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.24% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.21% | — |
Current DrawdownCurrent decline from peak | -8.04% | -7.02% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -4.90% | -6.29% | +1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.74% | +0.01% |
Volatility
DIHP vs. IQLT - Volatility Comparison
Dimensional International High Profitability ETF (DIHP) and iShares MSCI Intl Quality Factor ETF (IQLT) have volatilities of 7.13% and 7.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIHP | IQLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 7.46% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 10.71% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 16.93% | -0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.25% | 16.31% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.25% | 16.92% | -0.67% |