DUHP vs. DFSV

Last updated Aug 2, 2026

DUHP (Dimensional US High Profitability ETF) and DFSV (Dimensional US Small Cap Value ETF) are both exchange-traded funds - DUHP is a Large Cap Blend Equities fund actively managed by Dimensional, while DFSV is a Small Cap Value Equities fund actively managed by Dimensional. Both are actively managed. Over the past 3 years, DUHP returned 16.06%/yr vs 14.56%/yr for DFSV. Their 0.77 correlation means they have sometimes moved together and sometimes differently. DUHP charges 0.21%/yr vs 0.31%/yr for DFSV.

Performance

DUHP vs. DFSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US High Profitability ETF (DUHP) and Dimensional US Small Cap Value ETF (DFSV). 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 DFSV's 21.42% 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%

DFSV

• 1D: 0.00%
• 1M: 2.56%
• 6M: 13.68%
• YTD: 21.42%
• 1Y: 37.95%
• 3Y*: 14.56%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.17%

*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)
DFSV Dimensional US Small Cap Value ETF	$29.48M	$29.48M	$35.45M
DUHP Dimensional US High Profitability ETF	$29.95M	$29.57M	$35.23M

DUHP vs. DFSV - 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%
DFSV Dimensional US Small Cap Value ETF	21.42%	8.59%	7.13%	19.26%	2.68%

Correlation

The correlation between DUHP and DFSV is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.68
Correlation (3Y) Balances recent behavior with more history.	0.72
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022	0.77

The correlation between DUHP and DFSV has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.

DUHP vs. DFSV - Sectors Allocation Comparison

Sectors	DUHP	DFSV
Technology	37.0%	7.8%
Industrials	15.8%	16.1%
Healthcare	13.0%	7.3%
Financial Services	9.1%	28.5%
Consumer Cyclical	9.0%	14.9%
Consumer Defensive	7.0%	5.6%
Communication Services	5.6%	2.6%
Energy	2.0%	11.1%
Utilities	1.0%	0.6%
Basic Materials	0.7%	4.7%
Real Estate	-	0.9%

Return for Risk

DUHP vs. DFSV — 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

DFSV

DFSV Risk / Return Rank: 88
DFSV Sharpe Ratio Rank: 88
DFSV Sortino Ratio Rank: 89
DFSV Omega Ratio Rank: 86
DFSV Calmar Ratio Rank: 90
DFSV Martin Ratio Rank: 87

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. DFSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US High Profitability ETF (DUHP) and Dimensional US Small Cap Value ETF (DFSV). 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	DFSV	Difference
Sharpe ratio: Return per unit of total volatility	1.28	2.10	-0.81
Sortino ratio: Return per unit of downside risk	1.84	3.06	-1.22
Omega ratio: Gain probability vs. loss probability	1.23	1.38	-0.15
Calmar ratio: Return relative to maximum drawdown	1.70	3.75	-2.06
Martin ratio: Return relative to average drawdown	7.26	12.62	-5.36

DUHP vs. DFSV - Sharpe Ratio Comparison

The current DUHP Sharpe Ratio is 1.28, which is lower than the DFSV Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of DUHP and DFSV, 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. DFSV - Drawdown Comparison

The maximum DUHP drawdown since its inception was -20.05%, smaller than the maximum DFSV drawdown of -28.02%. Use the drawdown chart below to compare losses from any high point for DUHP and DFSV.

Drawdown Indicators

	DUHP	DFSV	Difference
Max Drawdown Largest peak-to-trough decline	-20.05%	-28.02%	+7.97%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	-9.39%	+0.40%
Max Drawdown (3Y) Largest decline over 3 years	-17.86%	-28.02%	+10.16%
Current Drawdown Current decline from peak	-1.67%	-0.75%	-0.92%
Average Drawdown Average peak-to-trough decline	-3.93%	-6.49%	+2.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	2.79%	-0.69%

Volatility

DUHP vs. DFSV - Volatility Comparison

The current volatility for Dimensional US High Profitability ETF (DUHP) is 2.87%, while Dimensional US Small Cap Value ETF (DFSV) has a volatility of 3.40%. This indicates that DUHP experiences smaller price fluctuations and is considered to be less risky than DFSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUHP	DFSV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.87%	3.40%	-0.53%
Volatility (6M) Calculated over the trailing 6-month period	9.63%	10.52%	-0.89%
Volatility (1Y) Calculated over the trailing 1-year period	11.90%	16.87%	-4.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.19%	21.98%	-5.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.19%	21.98%	-5.79%

DUHP vs. DFSV - Expense Ratio Comparison

DUHP has a 0.21% expense ratio, which is lower than DFSV's 0.31% expense ratio.

Dividends

DUHP vs. DFSV - Dividend Comparison

DUHP's dividend yield for the trailing twelve months is around 0.93%, less than DFSV's 1.35% yield.

Position	TTM	2025	2024	2023	2022
DFSV Dimensional US Small Cap Value ETF	1.35%	1.53%	1.31%	1.29%	0.90%
DUHP Dimensional US High Profitability ETF	0.93%	1.02%	1.13%	1.51%	1.10%

Frequently Asked Questions

Can I hold both DUHP and DFSV in my portfolio?

DUHP and DFSV have a correlation of 0.68, 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 DFSV?

DFSV has higher volatility (3.40%) compared to DUHP (2.87%). In terms of maximum drawdown, DUHP dropped -20.05% vs DFSV's -28.02%.

Which ETF is better, DUHP or DFSV?

On 3-year performance, DUHP leads with 16.06% vs 14.56% for DFSV. On fees, DUHP is cheaper at 0.21% 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 DFSV?

Over the 3-year period, DUHP has performed better with a 16.06% return vs 14.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUHP or DFSV?

DUHP is cheaper with a 0.21% expense ratio, compared with 0.31% for DFSV.

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

DFSV has the higher dividend yield at 1.35%, compared with 0.93% for DUHP.

What is the main difference between DUHP and DFSV?

DUHP is categorized as Large Cap Blend Equities, while DFSV is Small Cap Value Equities. Their fees differ too: 0.21% for DUHP and 0.31% for DFSV.

Which has better risk-adjusted returns?

DFSV currently has the higher Sharpe Ratio (2.10 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.