DUHP vs. GXLC

Last updated Aug 2, 2026

DUHP (Dimensional US High Profitability ETF) and GXLC (Global X U.S. 500 ETF) are both Large Cap Blend Equities funds. DUHP is actively managed, while GXLC is passively managed. Their correlation of 0.90 means they have usually moved in the same direction. DUHP charges 0.21%/yr vs 0.02%/yr for GXLC.

Performance

DUHP vs. GXLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US High Profitability ETF (DUHP) and Global X U.S. 500 ETF (GXLC). 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 GXLC's 10.06% 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%

GXLC

• 1D: 0.86%
• 1M: 0.20%
• 6M: 8.81%
• YTD: 10.06%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*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)
DUHP Dimensional US High Profitability ETF	$29.95M	$29.57M	$35.23M
GXLC Global X U.S. 500 ETF	$27.98K	$20.23K	$17.31K

DUHP vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
DUHP Dimensional US High Profitability ETF	8.79%	1.42%
GXLC Global X U.S. 500 ETF	10.06%	3.22%

Correlation

The correlation between DUHP and GXLC is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.90

Return for Risk

DUHP vs. GXLC — 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

GXLC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US High Profitability ETF (DUHP) and Global X U.S. 500 ETF (GXLC). 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	GXLC	Difference
Sharpe ratio: Return per unit of total volatility	1.28	—	—
Sortino ratio: Return per unit of downside risk	1.84	—	—
Omega ratio: Gain probability vs. loss probability	1.23	—	—
Calmar ratio: Return relative to maximum drawdown	1.70	—	—
Martin ratio: Return relative to average drawdown	7.26	—	—

Drawdowns

DUHP vs. GXLC - Drawdown Comparison

The maximum DUHP drawdown since its inception was -20.05%, which is greater than GXLC's maximum drawdown of -9.08%. Use the drawdown chart below to compare losses from any high point for DUHP and GXLC.

Drawdown Indicators

	DUHP	GXLC	Difference
Max Drawdown Largest peak-to-trough decline	-20.05%	-9.08%	-10.97%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-17.86%	—	—
Current Drawdown Current decline from peak	-1.67%	-1.48%	-0.19%
Average Drawdown Average peak-to-trough decline	-3.93%	-1.58%	-2.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	—	—

Volatility

Volatility by Period

	DUHP	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.87%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.63%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.90%	13.60%	-1.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.19%	13.60%	+2.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.19%	13.60%	+2.59%

DUHP vs. GXLC - Expense Ratio Comparison

DUHP has a 0.21% expense ratio, which is higher than GXLC's 0.02% expense ratio. However, 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. GXLC - Dividend Comparison

DUHP's dividend yield for the trailing twelve months is around 0.93%, more than GXLC's 0.64% yield.

Position	TTM	2025	2024	2023	2022
DUHP Dimensional US High Profitability ETF	0.93%	1.02%	1.13%	1.51%	1.10%
GXLC Global X U.S. 500 ETF	0.64%	0.30%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DUHP and GXLC in my portfolio?

DUHP and GXLC have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DUHP or GXLC?

On fees, GXLC is cheaper at 0.02% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DUHP or GXLC?

GXLC is cheaper with a 0.02% expense ratio, compared with 0.21% for DUHP.

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

DUHP has the higher dividend yield at 0.93%, compared with 0.64% for GXLC.

What is the main difference between DUHP and GXLC?

They also come from different issuers: Dimensional and Global X. Their fees differ too: 0.21% for DUHP and 0.02% for GXLC.