DUHP vs. DURPX

Last updated Jun 4, 2026

DUHP (DFA 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 19.22%/yr vs 19.00%/yr for DURPX. With a 0.99 correlation, they move nearly in lockstep. DUHP charges 0.21%/yr vs 0.23%/yr for DURPX.

Performance

DUHP vs. DURPX - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with DUHP having a 9.06% return and DURPX slightly higher at 9.27%.

DUHP

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

DURPX

• 1D: 0.24%
• 1M: 6.32%
• YTD: 9.27%
• 6M: 9.39%
• 1Y: 19.97%
• 3Y*: 19.00%
• 5Y*: 12.94%
• 10Y*: —

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

DUHP vs. DURPX - 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%
DURPX DFA US High Relative Profitability Portfolio	9.27%	12.81%	20.49%	21.85%	-2.65%

Correlation

The correlation between DUHP and DURPX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (All Time) Calculated using the full available price history since Feb 25, 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.

Return for Risk

DUHP vs. DURPX — 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

DURPX

DURPX Risk / Return Rank: 42
DURPX Sharpe Ratio Rank: 41
DURPX Sortino Ratio Rank: 41
DURPX Omega Ratio Rank: 38
DURPX Calmar Ratio Rank: 41
DURPX Martin Ratio Rank: 50

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. 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 ratio: Return per unit of total volatility	1.82	1.88	-0.05
Sortino ratio: Return per unit of downside risk	2.62	2.68	-0.06
Omega ratio: Gain probability vs. loss probability	1.32	1.33	-0.01
Calmar ratio: Return relative to maximum drawdown	2.28	2.43	-0.16
Martin ratio: Return relative to average drawdown	9.95	10.33	-0.38
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. DURPX - Sharpe Ratio Comparison

The current DUHP Sharpe Ratio is 1.82, which is comparable to the DURPX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of DUHP and DURPX, 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	DURPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.82	1.88	-0.05
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.86	+0.01

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.

Drawdown Indicators

	DUHP	DURPX	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-0.41%	0.00%	-0.41%
Average Drawdown Average peak-to-trough decline	-4.04%	-4.06%	+0.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	2.04%	+0.01%

Volatility

DUHP vs. DURPX - Volatility Comparison

DFA Dimensional US High Profitability ETF (DUHP) has a higher volatility of 2.52% compared to DFA US High Relative Profitability Portfolio (DURPX) at 2.39%. This indicates that DUHP's price experiences larger fluctuations and is considered to be riskier than DURPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUHP	DURPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.52%	2.39%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	8.64%	8.60%	+0.04%
Volatility (1Y) Calculated over the trailing 1-year period	11.24%	11.25%	-0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.24%	15.87%	+0.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.24%	17.59%	-1.35%

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 0.97%, which matches DURPX's 0.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
DURPX DFA US High Relative Profitability Portfolio	0.97%	1.05%	1.20%	1.49%	3.65%	4.12%	1.34%	1.36%	1.69%	0.77%

Frequently Asked Questions

Can I hold both DUHP and DURPX in my portfolio?

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.

Which is riskier, DUHP or DURPX?

DUHP has higher volatility (2.52%) compared to DURPX (2.39%). In terms of maximum drawdown, DUHP dropped -20.05% vs DURPX's -31.02%.

Which has better risk-adjusted returns?

DURPX currently has the higher Sharpe Ratio (1.88 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.