DUHP vs. AVIE

Last updated Jul 14, 2026

DUHP (DFA Dimensional US High Profitability ETF) and AVIE (Avantis Inflation Focused Equity ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, DUHP returned 17.30%/yr vs 13.54%/yr for AVIE. A 0.62 correlation means they provide meaningful diversification when combined. DUHP charges 0.21%/yr vs 0.25%/yr for AVIE.

Performance

DUHP vs. AVIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Dimensional US High Profitability ETF (DUHP) and Avantis Inflation Focused Equity ETF (AVIE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUHP achieves a 9.87% return, which is significantly lower than AVIE's 16.94% return.

DUHP

• 1D: -0.69%
• 1M: 1.52%
• 6M: 7.88%
• YTD: 9.87%
• 1Y: 16.55%
• 3Y*: 17.30%
• 5Y*: —
• 10Y*: —

AVIE

• 1D: 1.05%
• 1M: 1.67%
• 6M: 14.10%
• YTD: 16.94%
• 1Y: 25.91%
• 3Y*: 13.54%
• 5Y*: —
• 10Y*: —

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

DUHP vs. AVIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DUHP DFA Dimensional US High Profitability ETF	9.87%	13.77%	19.49%	21.11%	8.91%
AVIE Avantis Inflation Focused Equity ETF	16.94%	11.37%	6.17%	4.19%	15.20%

Correlation

The correlation between DUHP and AVIE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (All Time) Calculated using the full available price history since Sep 29, 2022	0.62

Over the past year, the correlation between DUHP and AVIE has dropped to 0.31 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

DUHP vs. AVIE - Sectors Allocation Comparison

Sectors	DUHP	AVIE
Technology	36.2%	0.1%
Industrials	16.4%	1.3%
Healthcare	12.9%	26.3%
Financial Services	9.4%	15.0%
Consumer Cyclical	9.0%	0.0%
Consumer Defensive	7.1%	17.1%
Communication Services	5.2%	-
Energy	2.0%	30.0%
Utilities	0.9%	0.0%
Basic Materials	0.7%	9.8%
Real Estate	-	0.1%

Return for Risk

DUHP vs. AVIE — Risk / Return Rank

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

DUHP

DUHP Risk / Return Rank: 51
DUHP Sharpe Ratio Rank: 51
DUHP Sortino Ratio Rank: 51
DUHP Omega Ratio Rank: 50
DUHP Calmar Ratio Rank: 46
DUHP Martin Ratio Rank: 57

AVIE

AVIE Risk / Return Rank: 92
AVIE Sharpe Ratio Rank: 92
AVIE Sortino Ratio Rank: 93
AVIE Omega Ratio Rank: 90
AVIE Calmar Ratio Rank: 93
AVIE Martin Ratio Rank: 90

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.

DUHP vs. AVIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional US High Profitability ETF (DUHP) and Avantis Inflation Focused Equity ETF (AVIE). 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.

	DUHP	AVIE	Difference
Sharpe ratio: Return per unit of total volatility	1.41	2.55	-1.14
Sortino ratio: Return per unit of downside risk	2.02	3.70	-1.68
Omega ratio: Gain probability vs. loss probability	1.25	1.45	-0.20
Calmar ratio: Return relative to maximum drawdown	1.85	5.24	-3.39
Martin ratio: Return relative to average drawdown	7.96	16.43	-8.47

DUHP vs. AVIE - Sharpe Ratio Comparison

The current DUHP Sharpe Ratio is 1.41, which is lower than the AVIE Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of DUHP and AVIE, 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

DUHP vs. AVIE - Drawdown Comparison

The maximum DUHP drawdown since its inception was -20.05%, which is greater than AVIE's maximum drawdown of -12.39%. Use the drawdown chart below to compare losses from any high point for DUHP and AVIE.

Drawdown Indicators

	DUHP	AVIE	Difference
Max Drawdown Largest peak-to-trough decline	-20.05%	-12.39%	-7.66%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	-4.97%	-4.02%
Max Drawdown (3Y) Largest decline over 3 years	-17.86%	-12.39%	-5.47%
Current Drawdown Current decline from peak	-0.69%	-0.07%	-0.62%
Average Drawdown Average peak-to-trough decline	-3.96%	-2.97%	-0.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	1.60%	+0.48%

Volatility

DUHP vs. AVIE - Volatility Comparison

DFA Dimensional US High Profitability ETF (DUHP) has a higher volatility of 3.90% compared to Avantis Inflation Focused Equity ETF (AVIE) at 3.66%. This indicates that DUHP's price experiences larger fluctuations and is considered to be riskier than AVIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUHP	AVIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.90%	3.66%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	9.64%	7.47%	+2.17%
Volatility (1Y) Calculated over the trailing 1-year period	11.80%	10.21%	+1.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.25%	12.90%	+3.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.25%	12.90%	+3.35%

DUHP vs. AVIE - Expense Ratio Comparison

DUHP has a 0.21% expense ratio, which is lower than AVIE's 0.25% 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

DUHP vs. AVIE - Dividend Comparison

DUHP's dividend yield for the trailing twelve months is around 0.92%, less than AVIE's 1.42% yield.

Position	TTM	2025	2024	2023	2022
AVIE Avantis Inflation Focused Equity ETF	1.42%	1.75%	1.89%	3.72%	0.39%
DUHP DFA Dimensional US High Profitability ETF	0.92%	1.02%	1.13%	1.51%	1.10%

Frequently Asked Questions

Can I hold both DUHP and AVIE in my portfolio?

DUHP and AVIE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUHP or AVIE?

DUHP has higher volatility (3.90%) compared to AVIE (3.66%). In terms of maximum drawdown, DUHP dropped -20.05% vs AVIE's -12.39%.

Which ETF is better, DUHP or AVIE?

On 3-year performance, DUHP leads with 17.30% vs 13.54% for AVIE. On fees, DUHP is cheaper at 0.21% per year. On volatility, AVIE has been the lower-risk option at 3.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DUHP or AVIE?

Over the 3-year period, DUHP has performed better with a 17.30% return vs 13.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUHP or AVIE?

DUHP is cheaper with a 0.21% expense ratio, compared with 0.25% for AVIE.

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

AVIE has the higher dividend yield at 1.42%, compared with 0.92% for DUHP.

What is the main difference between DUHP and AVIE?

They also come from different issuers: Dimensional and Avantis. Their fees differ too: 0.21% for DUHP and 0.25% for AVIE.

Which has better risk-adjusted returns?

AVIE currently has the higher Sharpe Ratio (2.55 vs 1.41), 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.