DUHP vs. QUAL

Last updated Jun 4, 2026

DUHP (DFA Dimensional US High Profitability ETF) and QUAL (iShares MSCI USA Quality Factor ETF) are both Large Cap Blend Equities funds. DUHP is actively managed, while QUAL is passively managed. Over the past 3 years, DUHP returned 19.22%/yr vs 19.66%/yr for QUAL. With a 0.96 correlation, they move nearly in lockstep. DUHP charges 0.21%/yr vs 0.15%/yr for QUAL.

Performance

DUHP vs. QUAL - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with DUHP having a 9.06% return and QUAL slightly lower at 8.80%.

DUHP

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

QUAL

• 1D: -0.07%
• 1M: 4.62%
• YTD: 8.80%
• 6M: 8.86%
• 1Y: 21.68%
• 3Y*: 19.66%
• 5Y*: 11.96%
• 10Y*: 14.27%

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

DUHP vs. QUAL - 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%
QUAL iShares MSCI USA Quality Factor ETF	8.80%	12.65%	22.29%	30.88%	-8.88%

Correlation

The correlation between DUHP and QUAL is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022	0.96

The correlation between DUHP and QUAL has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.

DUHP vs. QUAL - Sectors Allocation Comparison

Sectors	DUHP	QUAL
Technology	34.0%	36.5%
Industrials	15.5%	8.2%
Healthcare	13.0%	9.0%
Consumer Cyclical	9.5%	9.3%
Financial Services	9.4%	11.5%
Consumer Defensive	7.9%	4.9%
Communication Services	6.7%	11.1%
Energy	2.3%	4.0%
Utilities	1.0%	1.9%
Basic Materials	0.6%	1.7%
Real Estate	-	1.8%

Return for Risk

DUHP vs. QUAL — 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

QUAL

QUAL Risk / Return Rank: 53
QUAL Sharpe Ratio Rank: 53
QUAL Sortino Ratio Rank: 53
QUAL Omega Ratio Rank: 51
QUAL Calmar Ratio Rank: 48
QUAL Martin Ratio Rank: 60

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. QUAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional US High Profitability ETF (DUHP) and iShares MSCI USA Quality Factor ETF (QUAL). 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	QUAL	Difference
Sharpe ratio Return per unit of total volatility	1.82	1.84	-0.02
Sortino ratio Return per unit of downside risk	2.62	2.62	0.00
Omega ratio Gain probability vs. loss probability	1.32	1.32	0.00
Calmar ratio Return relative to maximum drawdown	2.28	2.41	-0.13
Martin ratio Return relative to average drawdown	9.95	11.00	-1.05
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. QUAL - Sharpe Ratio Comparison

The current DUHP Sharpe Ratio is 1.82, which is comparable to the QUAL Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of DUHP and QUAL, 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	QUAL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.82	1.84	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.69	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.80	+0.07

Drawdowns

DUHP vs. QUAL - Drawdown Comparison

The maximum DUHP drawdown since its inception was -20.05%, smaller than the maximum QUAL drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for DUHP and QUAL.

Drawdown Indicators

	DUHP	QUAL	Difference
Max Drawdown Largest peak-to-trough decline	-20.05%	-34.06%	+14.01%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	-9.03%	+0.04%
Max Drawdown (3Y) Largest decline over 3 years	-17.86%	-18.00%	+0.14%
Max Drawdown (5Y) Largest decline over 5 years	—	-28.23%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.06%	—
Current Drawdown Current decline from peak	-0.41%	-0.16%	-0.25%
Average Drawdown Average peak-to-trough decline	-4.04%	-4.11%	+0.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	1.98%	+0.07%

Volatility

DUHP vs. QUAL - Volatility Comparison

DFA Dimensional US High Profitability ETF (DUHP) and iShares MSCI USA Quality Factor ETF (QUAL) have volatilities of 2.52% and 2.51%, 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	QUAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.52%	2.51%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	8.64%	9.03%	-0.39%
Volatility (1Y) Calculated over the trailing 1-year period	11.24%	11.83%	-0.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.24%	17.33%	-1.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.24%	18.10%	-1.86%

DUHP vs. QUAL - Expense Ratio Comparison

DUHP has a 0.21% expense ratio, which is higher than QUAL's 0.15% 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. QUAL - Dividend Comparison

DUHP's dividend yield for the trailing twelve months is around 0.97%, more than QUAL's 0.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%	0.00%
QUAL iShares MSCI USA Quality Factor ETF	0.88%	0.94%	1.02%	1.23%	1.59%	1.20%	1.39%	1.60%	2.00%	1.76%	1.96%	1.63%

Frequently Asked Questions

Can I hold both DUHP and QUAL in my portfolio?

With a correlation of 0.94, DUHP and QUAL 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 QUAL?

DUHP has higher volatility (2.52%) compared to QUAL (2.51%). In terms of maximum drawdown, DUHP dropped -20.05% vs QUAL's -34.06%.

Which ETF is better, DUHP or QUAL?

On 3-year performance, QUAL leads with 19.66% vs 19.22% for DUHP. On fees, QUAL is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DUHP or QUAL?

Over the 3-year period, QUAL has performed better with a 19.66% return vs 19.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUHP or QUAL?

QUAL is cheaper with a 0.15% expense ratio, compared with 0.21% for DUHP.

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

DUHP has the higher dividend yield at 0.97%, compared with 0.88% for QUAL.

What is the main difference between DUHP and QUAL?

They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.21% for DUHP and 0.15% for QUAL.

Which has better risk-adjusted returns?

QUAL currently has the higher Sharpe Ratio (1.84 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.