DUHP vs. DFEM

Last updated Jun 4, 2026

DUHP (DFA Dimensional US High Profitability ETF) and DFEM (Dimensional Emerging Markets Core Equity 2 ETF) are both exchange-traded funds - DUHP is a Large Cap Blend Equities fund actively managed by Dimensional, while DFEM is a Emerging Markets Diversified fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, DUHP returned 19.22%/yr vs 23.24%/yr for DFEM. A 0.63 correlation means they provide meaningful diversification when combined. DUHP charges 0.21%/yr vs 0.39%/yr for DFEM.

Performance

DUHP vs. DFEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Dimensional US High Profitability ETF (DUHP) and Dimensional Emerging Markets Core Equity 2 ETF (DFEM). 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 DFEM's 25.59% return.

DUHP

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

DFEM

• 1D: -1.28%
• 1M: 6.85%
• YTD: 25.59%
• 6M: 27.96%
• 1Y: 50.40%
• 3Y*: 23.24%
• 5Y*: —
• 10Y*: —

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

DUHP vs. DFEM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DUHP DFA Dimensional US High Profitability ETF	9.06%	13.77%	19.49%	21.11%	-3.42%
DFEM Dimensional Emerging Markets Core Equity 2 ETF	25.59%	29.51%	7.53%	13.91%	-8.69%

Correlation

The correlation between DUHP and DFEM is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.62
Correlation (All Time) Calculated using the full available price history since Apr 28, 2022	0.63

The correlation between DUHP and DFEM has been stable across timeframes, ranging from 0.62 to 0.67 - a consistent structural relationship.

DUHP vs. DFEM - Sectors Allocation Comparison

Sectors	DUHP	DFEM
Technology	34.0%	32.9%
Industrials	15.5%	11.9%
Healthcare	13.0%	3.8%
Consumer Cyclical	9.5%	9.8%
Financial Services	9.4%	15.4%
Consumer Defensive	7.9%	3.7%
Communication Services	6.7%	5.5%
Energy	2.3%	4.4%
Utilities	1.0%	2.2%
Basic Materials	0.6%	8.4%
Real Estate	-	2.0%

Return for Risk

DUHP vs. DFEM — 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

DFEM

DFEM Risk / Return Rank: 81
DFEM Sharpe Ratio Rank: 83
DFEM Sortino Ratio Rank: 78
DFEM Omega Ratio Rank: 82
DFEM Calmar Ratio Rank: 80
DFEM Martin Ratio Rank: 81

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. DFEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional US High Profitability ETF (DUHP) and Dimensional Emerging Markets Core Equity 2 ETF (DFEM). 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	DFEM	Difference
Sharpe ratio Return per unit of total volatility	1.82	2.74	-0.92
Sortino ratio Return per unit of downside risk	2.62	3.54	-0.92
Omega ratio Gain probability vs. loss probability	1.32	1.50	-0.18
Calmar ratio Return relative to maximum drawdown	2.28	4.18	-1.90
Martin ratio Return relative to average drawdown	9.95	16.33	-6.38
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. DFEM - Sharpe Ratio Comparison

The current DUHP Sharpe Ratio is 1.82, which is lower than the DFEM Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of DUHP and DFEM, 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	DFEM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.82	2.74	-0.92
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.92	-0.05

Drawdowns

DUHP vs. DFEM - Drawdown Comparison

The maximum DUHP drawdown since its inception was -20.05%, roughly equal to the maximum DFEM drawdown of -20.82%. Use the drawdown chart below to compare losses from any high point for DUHP and DFEM.

Drawdown Indicators

	DUHP	DFEM	Difference
Max Drawdown Largest peak-to-trough decline	-20.05%	-20.82%	+0.77%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	-12.12%	+3.13%
Max Drawdown (3Y) Largest decline over 3 years	-17.86%	-18.09%	+0.23%
Current Drawdown Current decline from peak	-0.41%	-1.28%	+0.87%
Average Drawdown Average peak-to-trough decline	-4.04%	-5.03%	+0.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	3.09%	-1.04%

Volatility

DUHP vs. DFEM - Volatility Comparison

The current volatility for DFA Dimensional US High Profitability ETF (DUHP) is 2.52%, while Dimensional Emerging Markets Core Equity 2 ETF (DFEM) has a volatility of 7.78%. This indicates that DUHP experiences smaller price fluctuations and is considered to be less risky than DFEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUHP	DFEM	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.52%	7.78%	-5.26%
Volatility (6M) Calculated over the trailing 6-month period	8.64%	16.02%	-7.38%
Volatility (1Y) Calculated over the trailing 1-year period	11.24%	18.45%	-7.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.24%	17.26%	-1.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.24%	17.26%	-1.02%

DUHP vs. DFEM - Expense Ratio Comparison

DUHP has a 0.21% expense ratio, which is lower than DFEM's 0.39% expense ratio.

Dividends

DUHP vs. DFEM - Dividend Comparison

DUHP's dividend yield for the trailing twelve months is around 0.97%, less than DFEM's 1.82% yield.

Position	TTM	2025	2024	2023	2022
DFEM Dimensional Emerging Markets Core Equity 2 ETF	1.82%	2.32%	2.50%	2.38%	1.99%
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 DFEM in my portfolio?

DUHP and DFEM have a correlation of 0.67, 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 DFEM?

DFEM has higher volatility (7.78%) compared to DUHP (2.52%). In terms of maximum drawdown, DUHP dropped -20.05% vs DFEM's -20.82%.

Which ETF is better, DUHP or DFEM?

On 3-year performance, DFEM leads with 23.24% vs 19.22% for DUHP. On fees, DUHP is cheaper at 0.21% 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 DFEM?

Over the 3-year period, DFEM has performed better with a 23.24% return vs 19.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUHP or DFEM?

DUHP is cheaper with a 0.21% expense ratio, compared with 0.39% for DFEM.

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

DFEM has the higher dividend yield at 1.82%, compared with 0.97% for DUHP.

What is the main difference between DUHP and DFEM?

DUHP is categorized as Large Cap Blend Equities, while DFEM is Emerging Markets Diversified. Their fees differ too: 0.21% for DUHP and 0.39% for DFEM.

Which has better risk-adjusted returns?

DFEM currently has the higher Sharpe Ratio (2.74 vs 1.82), 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.