DUHP vs. DURPX
DUHP (Dimensional US High Profitability ETF) and DURPX (DFA US High Relative Profitability Portfolio) are both Large Cap Blend Equities funds from Dimensional. Over the past 3 years, DUHP returned 16.06%/yr vs 16.13%/yr for DURPX. Their 0.99 correlation means they have historically moved very closely together. DUHP charges 0.21%/yr vs 0.23%/yr for DURPX.
Performance
DUHP vs. DURPX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DUHP having a 8.79% return and DURPX slightly higher at 9.00%.
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%
DURPX
- 1D
- 1.20%
- 1M
- -0.74%
- 6M
- 7.28%
- YTD
- 9.00%
- 1Y
- 16.19%
- 3Y*
- 16.13%
- 5Y*
- 11.66%
- 10Y*
- —
- ALL TIME*
- 14.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $29.95M | $29.57M | $35.23M | |
| $0.00 | $0.00 | $0.00 |
DUHP vs. DURPX - 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% |
DURPX DFA US High Relative Profitability Portfolio | 9.00% | 12.81% | 20.49% | 21.85% | -1.30% |
Correlation
The correlation between DUHP and DURPX is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (3Y) Balances recent behavior with more history. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.99 |
The correlation between DUHP and DURPX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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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 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.
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 | DURPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.71 | -0.01 |
| Martin ratioReturn relative to average drawdown | 7.26 | 7.11 | +0.15 |
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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 | -8.99% | -8.67% | -0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -17.86% | -18.38% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.90% | — |
Current DrawdownCurrent decline from peak | -1.67% | -1.30% | -0.37% |
Average DrawdownAverage peak-to-trough decline | -3.93% | -4.01% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.08% | +0.02% |
Volatility
DUHP vs. DURPX - Volatility Comparison
Dimensional US High Profitability ETF (DUHP) and DFA US High Relative Profitability Portfolio (DURPX) have volatilities of 2.87% and 2.99%, 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 | 2.87% | 2.99% | -0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.63% | 9.58% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.90% | 11.95% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 15.98% | +0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.19% | 17.52% | -1.33% |
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%.
Dividends
DUHP vs. DURPX - Dividend Comparison
DUHP's dividend yield for the trailing twelve months is around 0.93%, less than DURPX's 0.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DUHP Dimensional US High Profitability ETF | 0.93% | 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 | 0.96% | 1.05% | 1.20% | 1.49% | 3.65% | 4.12% | 1.34% | 1.36% | 1.69% | 0.77% |
Frequently Asked Questions
With a correlation of 0.99, DUHP and DURPX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DURPX has higher volatility (2.99%) compared to DUHP (2.87%). In terms of maximum drawdown, DUHP dropped -20.05% vs DURPX's -31.02%.
DUHP currently has the higher Sharpe Ratio (1.28 vs 1.24), 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.
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