DUHP vs. DURPX
Compare and contrast key facts about DFA Dimensional US High Profitability ETF (DUHP) and DFA US High Relative Profitability Portfolio (DURPX).
DUHP is an actively managed fund by Dimensional. It was launched on Feb 23, 2022. DURPX is managed by Dimensional. It was launched on May 16, 2017.
Performance
DUHP vs. DURPX - Performance Comparison
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DUHP vs. DURPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DUHP DFA Dimensional US High Profitability ETF | -2.48% | 13.77% | 19.49% | 21.11% | -2.56% |
DURPX DFA US High Relative Profitability Portfolio | -2.70% | 12.81% | 20.49% | 21.85% | -2.65% |
Returns By Period
In the year-to-date period, DUHP achieves a -2.48% return, which is significantly higher than DURPX's -2.70% return.
DUHP
- 1D
- 0.63%
- 1M
- -5.42%
- YTD
- -2.48%
- 6M
- -2.37%
- 1Y
- 12.71%
- 3Y*
- 15.19%
- 5Y*
- —
- 10Y*
- —
DURPX
- 1D
- 2.63%
- 1M
- -5.64%
- YTD
- -2.70%
- 6M
- -2.67%
- 1Y
- 12.05%
- 3Y*
- 15.23%
- 5Y*
- 10.95%
- 10Y*
- —
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DUHP vs. DURPX - Expense Ratio Comparison
DUHP has a 0.21% expense ratio, which is lower than DURPX's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DUHP vs. DURPX — Risk / Return Rank
DUHP
DURPX
DUHP vs. DURPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional US High Profitability ETF (DUHP) and DFA US High Relative Profitability Portfolio (DURPX). 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 | DURPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.71 | +0.04 |
Sortino ratioReturn per unit of downside risk | 1.18 | 1.13 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 1.08 | -0.01 |
Martin ratioReturn relative to average drawdown | 4.88 | 5.01 | -0.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DUHP | DURPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.71 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.69 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.78 | -0.08 |
Correlation
The correlation between DUHP and DURPX is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DUHP vs. DURPX - Dividend Comparison
DUHP's dividend yield for the trailing twelve months is around 1.09%, which matches DURPX's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUHP DFA Dimensional US High Profitability ETF | 1.09% | 1.02% | 1.13% | 1.51% | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DURPX DFA US High Relative Profitability Portfolio | 1.09% | 1.05% | 1.20% | 1.49% | 3.65% | 4.12% | 1.34% | 1.36% | 1.69% | 0.77% |
Drawdowns
DUHP vs. DURPX - Drawdown Comparison
The maximum DUHP drawdown since its inception was -20.05%, smaller than the maximum DURPX drawdown of -31.02%. Use the drawdown chart below to compare losses from any high point for DUHP and DURPX.
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Drawdown Indicators
| DUHP | DURPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.05% | -31.02% | +10.97% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -12.29% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.90% | — |
Current DrawdownCurrent decline from peak | -6.04% | -6.27% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -4.16% | -4.12% | -0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.63% | 2.64% | -0.01% |
Volatility
DUHP vs. DURPX - Volatility Comparison
DFA Dimensional US High Profitability ETF (DUHP) and DFA US High Relative Profitability Portfolio (DURPX) have volatilities of 5.11% and 4.95%, 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.
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Volatility by Period
| DUHP | DURPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 4.95% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.73% | 8.82% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.10% | 17.36% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.42% | 15.91% | +0.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 17.69% | -1.27% |