DUHP vs. DFND

Last updated Jun 4, 2026

DUHP (DFA Dimensional US High Profitability ETF) and DFND (Siren DIVCON Dividend Defender ETF) are both Large Cap Blend Equities funds. DUHP is actively managed, while DFND is passively managed. Over the past 3 years, DUHP returned 19.22%/yr vs 7.91%/yr for DFND. At a 0.43 correlation, their price movements are largely independent. DUHP charges 0.21%/yr vs 1.50%/yr for DFND.

Performance

DUHP vs. DFND - Performance Comparison

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

Returns By Period

DUHP

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

DFND

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: -1.09%
• 1Y: 0.20%
• 3Y*: 7.91%
• 5Y*: 4.54%
• 10Y*: 7.16%

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

DUHP vs. DFND - 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%
DFND Siren DIVCON Dividend Defender ETF	0.00%	10.37%	8.48%	12.13%	-7.07%

Correlation

The correlation between DUHP and DFND is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022	0.43

Over the past year, the correlation between DUHP and DFND has dropped to 0.16 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

DUHP vs. DFND - Sectors Allocation Comparison

Sectors	DUHP	DFND
Technology	34.0%	24.8%
Industrials	15.5%	17.1%
Healthcare	13.0%	10.7%
Consumer Cyclical	9.5%	3.5%
Financial Services	9.4%	18.2%
Consumer Defensive	7.9%	4.2%
Communication Services	6.7%	0.8%
Energy	2.3%	1.7%
Utilities	1.0%	-
Basic Materials	0.6%	4.3%
Real Estate	-	2.0%

Return for Risk

DUHP vs. DFND — 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

DFND

DFND Risk / Return Rank: 9
DFND Sharpe Ratio Rank: 9
DFND Sortino Ratio Rank: 8
DFND Omega Ratio Rank: 8
DFND Calmar Ratio Rank: 9
DFND Martin Ratio Rank: 9

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. DFND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional US High Profitability ETF (DUHP) and Siren DIVCON Dividend Defender ETF (DFND). 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	DFND	Difference
Sharpe ratio Return per unit of total volatility	1.82	0.02	+1.80
Sortino ratio Return per unit of downside risk	2.62	0.11	+2.51
Omega ratio Gain probability vs. loss probability	1.32	1.02	+0.31
Calmar ratio Return relative to maximum drawdown	2.28	0.07	+2.21
Martin ratio Return relative to average drawdown	9.95	0.13	+9.83
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. DFND - Sharpe Ratio Comparison

The current DUHP Sharpe Ratio is 1.82, which is higher than the DFND Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of DUHP and DFND, 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	DFND	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.82	0.02	+1.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.21	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.38	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.36	+0.51

Drawdowns

DUHP vs. DFND - Drawdown Comparison

The maximum DUHP drawdown since its inception was -20.05%, smaller than the maximum DFND drawdown of -22.65%. Use the drawdown chart below to compare losses from any high point for DUHP and DFND.

Drawdown Indicators

	DUHP	DFND	Difference
Max Drawdown Largest peak-to-trough decline	-20.05%	-22.65%	+2.60%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	-3.44%	-5.55%
Max Drawdown (3Y) Largest decline over 3 years	-17.86%	-12.56%	-5.30%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.65%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-22.65%	—
Current Drawdown Current decline from peak	-0.41%	-3.69%	+3.28%
Average Drawdown Average peak-to-trough decline	-4.04%	-5.70%	+1.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	3.70%	-1.65%

Volatility

DUHP vs. DFND - Volatility Comparison

DFA Dimensional US High Profitability ETF (DUHP) has a higher volatility of 2.52% compared to Siren DIVCON Dividend Defender ETF (DFND) at 0.00%. This indicates that DUHP's price experiences larger fluctuations and is considered to be riskier than DFND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUHP	DFND	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.52%	0.00%	+2.52%
Volatility (6M) Calculated over the trailing 6-month period	8.64%	6.16%	+2.48%
Volatility (1Y) Calculated over the trailing 1-year period	11.24%	10.92%	+0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.24%	22.46%	-6.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.24%	19.09%	-2.85%

DUHP vs. DFND - Expense Ratio Comparison

DUHP has a 0.21% expense ratio, which is lower than DFND's 1.50% expense ratio.

Dividends

DUHP vs. DFND - Dividend Comparison

DUHP's dividend yield for the trailing twelve months is around 0.97%, more than DFND's 0.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFND Siren DIVCON Dividend Defender ETF	0.62%	1.10%	1.64%	1.84%	0.29%	0.00%	0.00%	0.77%	0.53%	0.02%
DUHP DFA Dimensional US High Profitability ETF	0.97%	1.02%	1.13%	1.51%	1.10%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DUHP and DFND in my portfolio?

DUHP and DFND have a correlation of 0.16, 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 DFND?

DUHP has higher volatility (2.52%) compared to DFND (0.00%). In terms of maximum drawdown, DUHP dropped -20.05% vs DFND's -22.65%.

Which ETF is better, DUHP or DFND?

On 3-year performance, DUHP leads with 19.22% vs 7.91% for DFND. On fees, DUHP is cheaper at 0.21% per year. On volatility, DFND has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DUHP or DFND?

Over the 3-year period, DUHP has performed better with a 19.22% return vs 7.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUHP or DFND?

DUHP is cheaper with a 0.21% expense ratio, compared with 1.50% for DFND.

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

DUHP has the higher dividend yield at 0.97%, compared with 0.62% for DFND.

What is the main difference between DUHP and DFND?

They also come from different issuers: Dimensional and SRN Advisors. Their fees differ too: 0.21% for DUHP and 1.50% for DFND.

Which has better risk-adjusted returns?

DUHP currently has the higher Sharpe Ratio (1.82 vs 0.02), 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.