DUHP vs. GXLC

Last updated Jun 24, 2026

DUHP (DFA 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 0.92 suggests significant overlap in exposure. 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 DFA 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 7.22% return, which is significantly lower than GXLC's 8.31% return.

DUHP

• 1D: -1.81%
• 1M: -0.02%
• YTD: 7.22%
• 6M: 6.35%
• 1Y: 18.29%
• 3Y*: 17.83%
• 5Y*: —
• 10Y*: —

GXLC

• 1D: -1.32%
• 1M: -1.12%
• YTD: 8.31%
• 6M: 7.39%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DUHP vs. GXLC - Yearly Performance Comparison

	2026 (YTD)	2025
DUHP DFA Dimensional US High Profitability ETF	7.22%	1.42%
GXLC Global X U.S. 500 ETF	8.31%	3.22%

Correlation

The correlation between DUHP and GXLC is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 24, 2025	0.92

Return for Risk

DUHP vs. GXLC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DUHP

DUHP Risk / Return Rank: 46
DUHP Sharpe Ratio Rank: 46
DUHP Sortino Ratio Rank: 46
DUHP Omega Ratio Rank: 45
DUHP Calmar Ratio Rank: 43
DUHP Martin Ratio Rank: 53

GXLC

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

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. GXLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA 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	1.55	—	—
Sortino ratio: Return per unit of downside risk	2.20	—	—
Omega ratio: Gain probability vs. loss probability	1.28	—	—
Calmar ratio: Return relative to maximum drawdown	2.04	—	—
Martin ratio: Return relative to average drawdown	8.82	—	—

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	-2.47%	-3.05%	+0.58%
Average Drawdown Average peak-to-trough decline	-4.00%	-1.54%	-2.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	—	—

Volatility

Volatility by Period

	DUHP	GXLC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.83%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.62%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.87%	13.85%	-1.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.32%	13.85%	+2.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.32%	13.85%	+2.47%

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 0.99%, more than GXLC's 0.65% yield.

Position	TTM	2025	2024	2023	2022
DUHP DFA Dimensional US High Profitability ETF	0.99%	1.02%	1.13%	1.51%	1.10%
GXLC Global X U.S. 500 ETF	0.65%	0.30%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DUHP and GXLC in my portfolio?

With a correlation of 0.92, DUHP and GXLC 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 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 0.99%, compared with 0.65% 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.