DUHP vs. DFAC

Last updated Aug 2, 2026

DUHP (Dimensional US High Profitability ETF) and DFAC (Dimensional U.S. Core Equity 2 ETF) are both Large Cap Blend Equities funds from Dimensional. Both are actively managed. Over the past 3 years, DUHP returned 16.06%/yr vs 17.80%/yr for DFAC. Their 0.95 correlation means they have historically moved very closely together. DUHP charges 0.21%/yr vs 0.17%/yr for DFAC.

Performance

DUHP vs. DFAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US High Profitability ETF (DUHP) and Dimensional U.S. Core Equity 2 ETF (DFAC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DUHP achieves a 8.79% return, which is significantly lower than DFAC's 12.94% return.

DUHP

• 1D: -0.27%
• 1M: -1.01%
• 6M: 7.04%
• YTD: 8.79%
• 1Y: 16.27%
• 3Y*: 16.06%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.05%

DFAC

• 1D: 0.36%
• 1M: 0.54%
• 6M: 9.91%
• YTD: 12.94%
• 1Y: 24.65%
• 3Y*: 17.80%
• 5Y*: 11.79%
• 10Y*: —
• ALL TIME*: 11.85%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DFAC Dimensional U.S. Core Equity 2 ETF	$101.45M	$95.42M	$89.67M
DUHP Dimensional US High Profitability ETF	$29.95M	$29.57M	$35.23M

DUHP vs. DFAC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DUHP Dimensional US High Profitability ETF	8.79%	13.77%	19.49%	21.11%	-0.03%
DFAC Dimensional U.S. Core Equity 2 ETF	12.94%	15.66%	19.61%	21.96%	-5.57%

Correlation

The correlation between DUHP and DFAC is 0.93, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.93
Correlation (3Y) Balances recent behavior with more history.	0.94
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.95

The correlation between DUHP and DFAC has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

DUHP vs. DFAC - Sectors Allocation Comparison

Sectors	DUHP	DFAC
Technology	37.0%	29.3%
Industrials	15.8%	12.4%
Healthcare	13.0%	10.0%
Financial Services	9.1%	15.3%
Consumer Cyclical	9.0%	9.9%
Consumer Defensive	7.0%	4.8%
Communication Services	5.6%	6.6%
Energy	2.0%	5.6%
Utilities	1.0%	2.0%
Basic Materials	0.7%	3.7%
Real Estate	-	0.2%

Return for Risk

DUHP vs. DFAC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DUHP

DUHP Risk / Return Rank: 53
DUHP Sharpe Ratio Rank: 53
DUHP Sortino Ratio Rank: 53
DUHP Omega Ratio Rank: 52
DUHP Calmar Ratio Rank: 48
DUHP Martin Ratio Rank: 61

DFAC

DFAC Risk / Return Rank: 79
DFAC Sharpe Ratio Rank: 79
DFAC Sortino Ratio Rank: 78
DFAC Omega Ratio Rank: 77
DFAC Calmar Ratio Rank: 76
DFAC Martin Ratio Rank: 85

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DUHP vs. DFAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US High Profitability ETF (DUHP) and Dimensional U.S. Core Equity 2 ETF (DFAC). 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	DFAC	Difference
Sharpe ratio: Return per unit of total volatility	1.28	1.80	-0.52
Sortino ratio: Return per unit of downside risk	1.84	2.50	-0.66
Omega ratio: Gain probability vs. loss probability	1.23	1.32	-0.09
Calmar ratio: Return relative to maximum drawdown	1.70	2.68	-0.98
Martin ratio: Return relative to average drawdown	7.26	11.71	-4.46

DUHP vs. DFAC - Sharpe Ratio Comparison

The current DUHP Sharpe Ratio is 1.28, which is comparable to the DFAC Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of DUHP and DFAC, 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. DFAC - Drawdown Comparison

The maximum DUHP drawdown since its inception was -20.05%, smaller than the maximum DFAC drawdown of -23.12%. Use the drawdown chart below to compare losses from any high point for DUHP and DFAC.

Drawdown Indicators

	DUHP	DFAC	Difference
Max Drawdown Largest peak-to-trough decline	-20.05%	-23.12%	+3.07%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	-8.49%	-0.50%
Max Drawdown (3Y) Largest decline over 3 years	-17.86%	-20.02%	+2.16%
Max Drawdown (5Y) Largest decline over 5 years	—	-23.12%	—
Current Drawdown Current decline from peak	-1.67%	-0.27%	-1.40%
Average Drawdown Average peak-to-trough decline	-3.93%	-5.30%	+1.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	1.94%	+0.16%

Volatility

DUHP vs. DFAC - Volatility Comparison

Dimensional US High Profitability ETF (DUHP) and Dimensional U.S. Core Equity 2 ETF (DFAC) have volatilities of 2.87% and 2.99%, 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.

Volatility by Period

	DUHP	DFAC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.87%	2.99%	-0.12%
Volatility (6M) Calculated over the trailing 6-month period	9.63%	9.65%	-0.02%
Volatility (1Y) Calculated over the trailing 1-year period	11.90%	12.66%	-0.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.19%	17.09%	-0.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.19%	17.01%	-0.82%

DUHP vs. DFAC - Expense Ratio Comparison

DUHP has a 0.21% expense ratio, which is higher than DFAC's 0.17% expense ratio. However, 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. DFAC - Dividend Comparison

DUHP's dividend yield for the trailing twelve months is around 0.93%, more than DFAC's 0.91% yield.

Position	TTM	2025	2024	2023	2022	2021
DFAC Dimensional U.S. Core Equity 2 ETF	0.91%	0.97%	1.03%	1.20%	1.50%	0.88%
DUHP Dimensional US High Profitability ETF	0.93%	1.02%	1.13%	1.51%	1.10%	0.00%

Frequently Asked Questions

Can I hold both DUHP and DFAC in my portfolio?

With a correlation of 0.93, DUHP and DFAC 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, DUHP or DFAC?

DFAC has higher volatility (2.99%) compared to DUHP (2.87%). In terms of maximum drawdown, DUHP dropped -20.05% vs DFAC's -23.12%.

Which ETF is better, DUHP or DFAC?

On 3-year performance, DFAC leads with 17.80% vs 16.06% for DUHP. On fees, DFAC is cheaper at 0.17% per year. On volatility, DUHP has been the lower-risk option at 2.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DUHP or DFAC?

Over the 3-year period, DFAC has performed better with a 17.80% return vs 16.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUHP or DFAC?

DFAC is cheaper with a 0.17% expense ratio, compared with 0.21% for DUHP.

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

DUHP has the higher dividend yield at 0.93%, compared with 0.91% for DFAC.

What is the main difference between DUHP and DFAC?

Their fees differ too: 0.21% for DUHP and 0.17% for DFAC.

Which has better risk-adjusted returns?

DFAC currently has the higher Sharpe Ratio (1.80 vs 1.28), 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.