DUHP vs. BITX
Compare and contrast key facts about DFA Dimensional US High Profitability ETF (DUHP) and Volatility Shares 2x Bitcoin Strategy ETF (BITX).
DUHP and BITX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DUHP is an actively managed fund by Dimensional. It was launched on Feb 23, 2022. BITX is an actively managed fund by Volatility Shares. It was launched on Jun 27, 2023.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUHP or BITX.
Key characteristics
| DUHP | BITX | |
|---|---|---|
| YTD Return | 22.63% | 150.25% |
| 1Y Return | 31.01% | 185.78% |
| Sharpe Ratio | 2.80 | 1.97 |
| Sortino Ratio | 3.93 | 2.60 |
| Omega Ratio | 1.51 | 1.30 |
| Calmar Ratio | 4.14 | 3.71 |
| Martin Ratio | 16.08 | 7.00 |
| Ulcer Index | 1.95% | 32.51% |
| Daily Std Dev | 11.23% | 115.22% |
| Max Drawdown | -20.05% | -61.28% |
| Current Drawdown | -1.39% | -5.42% |
Correlation
The correlation between DUHP and BITX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DUHP vs. BITX - Performance Comparison
In the year-to-date period, DUHP achieves a 22.63% return, which is significantly lower than BITX's 150.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DUHP vs. BITX - Expense Ratio Comparison
DUHP has a 0.21% expense ratio, which is lower than BITX's 1.85% expense ratio.
Risk-Adjusted Performance
DUHP vs. BITX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional US High Profitability ETF (DUHP) and Volatility Shares 2x Bitcoin Strategy ETF (BITX). 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.
Dividends
DUHP vs. BITX - Dividend Comparison
DUHP's dividend yield for the trailing twelve months is around 1.21%, less than BITX's 8.69% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
DUHP DFA Dimensional US High Profitability ETF | 1.21% | 1.51% | 1.10% |
BITX Volatility Shares 2x Bitcoin Strategy ETF | 8.69% | 0.00% | 0.00% |
Drawdowns
DUHP vs. BITX - Drawdown Comparison
The maximum DUHP drawdown since its inception was -20.05%, smaller than the maximum BITX drawdown of -61.28%. Use the drawdown chart below to compare losses from any high point for DUHP and BITX. For additional features, visit the drawdowns tool.
Volatility
DUHP vs. BITX - Volatility Comparison
The current volatility for DFA Dimensional US High Profitability ETF (DUHP) is 3.18%, while Volatility Shares 2x Bitcoin Strategy ETF (BITX) has a volatility of 35.80%. This indicates that DUHP experiences smaller price fluctuations and is considered to be less risky than BITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.