DUHP vs. PIT

Last updated Jun 24, 2026

DUHP (DFA Dimensional US High Profitability ETF) and PIT (VanEck Commodity Strategy ETF) are both exchange-traded funds - DUHP is a Large Cap Blend Equities fund actively managed by Dimensional, while PIT is a Commodities fund actively managed by VanEck. Both are actively managed. Over the past 3 years, DUHP returned 17.83%/yr vs 18.98%/yr for PIT. At a 0.09 correlation, their price movements are largely independent. DUHP charges 0.21%/yr vs 0.55%/yr for PIT.

Performance

DUHP vs. PIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Dimensional US High Profitability ETF (DUHP) and VanEck Commodity Strategy ETF (PIT). 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 PIT's 25.62% return.

DUHP

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

PIT

• 1D: -1.32%
• 1M: -11.78%
• YTD: 25.62%
• 6M: 23.58%
• 1Y: 39.64%
• 3Y*: 18.98%
• 5Y*: —
• 10Y*: —

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

DUHP vs. PIT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DUHP DFA Dimensional US High Profitability ETF	7.22%	13.77%	19.49%	21.11%	-1.15%
PIT VanEck Commodity Strategy ETF	25.62%	21.63%	6.77%	-4.54%	1.67%

Correlation

The correlation between DUHP and PIT is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (All Time) Calculated using the full available price history since Dec 22, 2022	0.09

The correlation between DUHP and PIT shifts across timeframes, from -0.11 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DUHP vs. PIT — 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

PIT

PIT Risk / Return Rank: 57
PIT Sharpe Ratio Rank: 59
PIT Sortino Ratio Rank: 52
PIT Omega Ratio Rank: 56
PIT Calmar Ratio Rank: 56
PIT Martin Ratio Rank: 63

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. PIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional US High Profitability ETF (DUHP) and VanEck Commodity Strategy ETF (PIT). 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	PIT	Difference
Sharpe ratio: Return per unit of total volatility	1.55	1.85	-0.30
Sortino ratio: Return per unit of downside risk	2.20	2.40	-0.20
Omega ratio: Gain probability vs. loss probability	1.28	1.33	-0.05
Calmar ratio: Return relative to maximum drawdown	2.04	2.62	-0.58
Martin ratio: Return relative to average drawdown	8.82	10.88	-2.07

DUHP vs. PIT - Sharpe Ratio Comparison

The current DUHP Sharpe Ratio is 1.55, which is comparable to the PIT Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of DUHP and PIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DUHP vs. PIT - Drawdown Comparison

The maximum DUHP drawdown since its inception was -20.05%, which is greater than PIT's maximum drawdown of -15.19%. Use the drawdown chart below to compare losses from any high point for DUHP and PIT.

Drawdown Indicators

	DUHP	PIT	Difference
Max Drawdown Largest peak-to-trough decline	-20.05%	-15.19%	-4.86%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	-15.19%	+6.20%
Max Drawdown (3Y) Largest decline over 3 years	-17.86%	-15.19%	-2.67%
Current Drawdown Current decline from peak	-2.47%	-15.19%	+12.72%
Average Drawdown Average peak-to-trough decline	-4.00%	-4.08%	+0.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	3.66%	-1.58%

Volatility

DUHP vs. PIT - Volatility Comparison

DFA Dimensional US High Profitability ETF (DUHP) and VanEck Commodity Strategy ETF (PIT) have volatilities of 4.83% and 4.72%, 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.

Volatility by Period

	DUHP	PIT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.83%	4.72%	+0.11%
Volatility (6M) Calculated over the trailing 6-month period	9.62%	19.40%	-9.78%
Volatility (1Y) Calculated over the trailing 1-year period	11.87%	21.66%	-9.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.32%	17.50%	-1.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.32%	17.50%	-1.18%

DUHP vs. PIT - Expense Ratio Comparison

DUHP has a 0.21% expense ratio, which is lower than PIT's 0.55% expense ratio.

Dividends

DUHP vs. PIT - Dividend Comparison

DUHP's dividend yield for the trailing twelve months is around 0.99%, less than PIT's 7.10% yield.

Position	TTM	2025	2024	2023	2022
DUHP DFA Dimensional US High Profitability ETF	0.99%	1.02%	1.13%	1.51%	1.10%
PIT VanEck Commodity Strategy ETF	7.10%	8.92%	3.59%	6.44%	0.00%

Frequently Asked Questions

Can I hold both DUHP and PIT in my portfolio?

DUHP and PIT have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUHP or PIT?

DUHP has higher volatility (4.83%) compared to PIT (4.72%). In terms of maximum drawdown, DUHP dropped -20.05% vs PIT's -15.19%.

Which ETF is better, DUHP or PIT?

On 3-year performance, PIT leads with 18.98% vs 17.83% for DUHP. On fees, DUHP is cheaper at 0.21% per year. On volatility, PIT has been the lower-risk option at 4.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DUHP or PIT?

Over the 3-year period, PIT has performed better with a 18.98% return vs 17.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUHP or PIT?

DUHP is cheaper with a 0.21% expense ratio, compared with 0.55% for PIT.

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

PIT has the higher dividend yield at 7.10%, compared with 0.99% for DUHP.

What is the main difference between DUHP and PIT?

DUHP is categorized as Large Cap Blend Equities, while PIT is Commodities. They also come from different issuers: Dimensional and VanEck. Their fees differ too: 0.21% for DUHP and 0.55% for PIT.

Which has better risk-adjusted returns?

PIT currently has the higher Sharpe Ratio (1.85 vs 1.55), 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.