DUHP vs. DFAR

Last updated Jun 4, 2026

DUHP (DFA Dimensional US High Profitability ETF) and DFAR (Dimensional US Real Estate ETF) are both exchange-traded funds - DUHP is a Large Cap Blend Equities fund actively managed by Dimensional, while DFAR is a REIT fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, DUHP returned 19.22%/yr vs 9.64%/yr for DFAR. A 0.61 correlation means they provide meaningful diversification when combined. DUHP charges 0.21%/yr vs 0.19%/yr for DFAR.

Performance

DUHP vs. DFAR - Performance Comparison

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

Returns By Period

In the year-to-date period, DUHP achieves a 9.06% return, which is significantly lower than DFAR's 11.46% return.

DUHP

• 1D: -0.41%
• 1M: 6.00%
• YTD: 9.06%
• 6M: 9.28%
• 1Y: 20.36%
• 3Y*: 19.22%
• 5Y*: —
• 10Y*: —

DFAR

• 1D: -0.04%
• 1M: -0.51%
• YTD: 11.46%
• 6M: 10.41%
• 1Y: 11.45%
• 3Y*: 9.64%
• 5Y*: —
• 10Y*: —

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

DUHP vs. DFAR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DUHP DFA Dimensional US High Profitability ETF	9.06%	13.77%	19.49%	21.11%	-2.56%
DFAR Dimensional US Real Estate ETF	11.46%	1.31%	5.25%	11.04%	-14.30%

Correlation

The correlation between DUHP and DFAR is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022	0.61

Over the past year, the correlation between DUHP and DFAR has dropped to 0.39 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

DUHP vs. DFAR - Sectors Allocation Comparison

Sectors	DUHP	DFAR
Technology	34.0%	-
Industrials	15.5%	-
Healthcare	13.0%	-
Consumer Cyclical	9.5%	-
Financial Services	9.4%	0.0%
Consumer Defensive	7.9%	-
Communication Services	6.7%	-
Energy	2.3%	-
Utilities	1.0%	-
Basic Materials	0.6%	-
Real Estate	-	99.8%

Return for Risk

DUHP vs. DFAR — Risk / Return Rank

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

DUHP

DUHP Risk / Return Rank: 52
DUHP Sharpe Ratio Rank: 52
DUHP Sortino Ratio Rank: 53
DUHP Omega Ratio Rank: 51
DUHP Calmar Ratio Rank: 46
DUHP Martin Ratio Rank: 56

DFAR

DFAR Risk / Return Rank: 25
DFAR Sharpe Ratio Rank: 24
DFAR Sortino Ratio Rank: 23
DFAR Omega Ratio Rank: 23
DFAR Calmar Ratio Rank: 28
DFAR Martin Ratio Rank: 29

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. DFAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional US High Profitability ETF (DUHP) and Dimensional US Real Estate ETF (DFAR). 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.

	DUHP	DFAR	Difference
Sharpe ratio Return per unit of total volatility	1.82	0.88	+0.95
Sortino ratio Return per unit of downside risk	2.62	1.25	+1.36
Omega ratio Gain probability vs. loss probability	1.32	1.16	+0.17
Calmar ratio Return relative to maximum drawdown	2.28	1.36	+0.91
Martin ratio Return relative to average drawdown	9.95	4.29	+5.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DUHP vs. DFAR - Sharpe Ratio Comparison

The current DUHP Sharpe Ratio is 1.82, which is higher than the DFAR Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of DUHP and DFAR, 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

	DUHP	DFAR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.82	0.88	+0.95
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.15	+0.71

Drawdowns

DUHP vs. DFAR - Drawdown Comparison

The maximum DUHP drawdown since its inception was -20.05%, smaller than the maximum DFAR drawdown of -32.27%. Use the drawdown chart below to compare losses from any high point for DUHP and DFAR.

Drawdown Indicators

	DUHP	DFAR	Difference
Max Drawdown Largest peak-to-trough decline	-20.05%	-32.27%	+12.22%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	-8.43%	-0.56%
Max Drawdown (3Y) Largest decline over 3 years	-17.86%	-17.64%	-0.22%
Current Drawdown Current decline from peak	-0.41%	-3.01%	+2.60%
Average Drawdown Average peak-to-trough decline	-4.04%	-14.22%	+10.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	2.67%	-0.62%

Volatility

DUHP vs. DFAR - Volatility Comparison

The current volatility for DFA Dimensional US High Profitability ETF (DUHP) is 2.52%, while Dimensional US Real Estate ETF (DFAR) has a volatility of 3.71%. This indicates that DUHP experiences smaller price fluctuations and is considered to be less risky than DFAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUHP	DFAR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.52%	3.71%	-1.19%
Volatility (6M) Calculated over the trailing 6-month period	8.64%	9.40%	-0.76%
Volatility (1Y) Calculated over the trailing 1-year period	11.24%	13.10%	-1.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.24%	19.13%	-2.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.24%	19.13%	-2.89%

DUHP vs. DFAR - Expense Ratio Comparison

DUHP has a 0.21% expense ratio, which is higher than DFAR's 0.19% 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. DFAR - Dividend Comparison

DUHP's dividend yield for the trailing twelve months is around 0.97%, less than DFAR's 2.77% yield.

Position	TTM	2025	2024	2023	2022
DFAR Dimensional US Real Estate ETF	2.77%	2.97%	2.89%	3.06%	1.69%
DUHP DFA Dimensional US High Profitability ETF	0.97%	1.02%	1.13%	1.51%	1.10%

Frequently Asked Questions

Can I hold both DUHP and DFAR in my portfolio?

DUHP and DFAR have a correlation of 0.39, 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 DFAR?

DFAR has higher volatility (3.71%) compared to DUHP (2.52%). In terms of maximum drawdown, DUHP dropped -20.05% vs DFAR's -32.27%.

Which ETF is better, DUHP or DFAR?

On 3-year performance, DUHP leads with 19.22% vs 9.64% for DFAR. On fees, DFAR is cheaper at 0.19% per year. On volatility, DUHP has been the lower-risk option at 2.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DUHP or DFAR?

Over the 3-year period, DUHP has performed better with a 19.22% return vs 9.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUHP or DFAR?

DFAR is cheaper with a 0.19% expense ratio, compared with 0.21% for DUHP.

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

DFAR has the higher dividend yield at 2.77%, compared with 0.97% for DUHP.

What is the main difference between DUHP and DFAR?

DUHP is categorized as Large Cap Blend Equities, while DFAR is REIT. Their fees differ too: 0.21% for DUHP and 0.19% for DFAR.

Which has better risk-adjusted returns?

DUHP currently has the higher Sharpe Ratio (1.82 vs 0.88), 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.