DUHP vs. ROE

Last updated Jun 24, 2026

DUHP (DFA Dimensional US High Profitability ETF) and ROE (Astoria US Equal Weight Quality Kings ETF) are both exchange-traded funds - DUHP is a Large Cap Blend Equities fund actively managed by Dimensional, while ROE is a Large Cap Value Equities fund actively managed by Astoria. Both are actively managed. Over the past year, DUHP returned 18.29% vs 35.20% for ROE. Their correlation of 0.91 suggests significant overlap in exposure. DUHP charges 0.21%/yr vs 0.49%/yr for ROE.

Performance

DUHP vs. ROE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Dimensional US High Profitability ETF (DUHP) and Astoria US Equal Weight Quality Kings ETF (ROE). 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 ROE's 19.29% return.

DUHP

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

ROE

• 1D: -2.17%
• 1M: 2.62%
• YTD: 19.29%
• 6M: 17.72%
• 1Y: 35.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DUHP vs. ROE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DUHP DFA Dimensional US High Profitability ETF	7.22%	13.77%	19.49%	5.72%
ROE Astoria US Equal Weight Quality Kings ETF	19.29%	17.20%	18.34%	4.31%

Correlation

The correlation between DUHP and ROE is 0.86, 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	0.86
Correlation (All Time) Calculated using the full available price history since Aug 1, 2023	0.91

The correlation between DUHP and ROE has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.

DUHP vs. ROE - Sectors Allocation Comparison

Sectors	DUHP	ROE
Technology	36.7%	40.3%
Industrials	15.9%	8.7%
Healthcare	12.9%	8.1%
Consumer Cyclical	9.1%	8.9%
Financial Services	8.8%	10.6%
Consumer Defensive	7.4%	4.3%
Communication Services	5.3%	10.4%
Energy	2.1%	3.3%
Utilities	0.9%	2.0%
Basic Materials	0.6%	1.7%
Real Estate	-	1.8%

Return for Risk

DUHP vs. ROE — 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

ROE

ROE Risk / Return Rank: 81
ROE Sharpe Ratio Rank: 80
ROE Sortino Ratio Rank: 77
ROE Omega Ratio Rank: 77
ROE Calmar Ratio Rank: 82
ROE Martin Ratio Rank: 88

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. ROE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional US High Profitability ETF (DUHP) and Astoria US Equal Weight Quality Kings ETF (ROE). 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	ROE	Difference
Sharpe ratio: Return per unit of total volatility	1.55	2.39	-0.84
Sortino ratio: Return per unit of downside risk	2.20	3.17	-0.98
Omega ratio: Gain probability vs. loss probability	1.28	1.42	-0.14
Calmar ratio: Return relative to maximum drawdown	2.04	4.09	-2.04
Martin ratio: Return relative to average drawdown	8.82	17.99	-9.17

DUHP vs. ROE - Sharpe Ratio Comparison

The current DUHP Sharpe Ratio is 1.55, which is lower than the ROE Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of DUHP and ROE, 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. ROE - Drawdown Comparison

The maximum DUHP drawdown since its inception was -20.05%, roughly equal to the maximum ROE drawdown of -19.10%. Use the drawdown chart below to compare losses from any high point for DUHP and ROE.

Drawdown Indicators

	DUHP	ROE	Difference
Max Drawdown Largest peak-to-trough decline	-20.05%	-19.10%	-0.95%
Max Drawdown (1Y) Largest decline over 1 year	-8.99%	-8.66%	-0.33%
Max Drawdown (3Y) Largest decline over 3 years	-17.86%	—	—
Current Drawdown Current decline from peak	-2.47%	-2.17%	-0.30%
Average Drawdown Average peak-to-trough decline	-4.00%	-2.57%	-1.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	1.96%	+0.12%

Volatility

DUHP vs. ROE - Volatility Comparison

The current volatility for DFA Dimensional US High Profitability ETF (DUHP) is 4.83%, while Astoria US Equal Weight Quality Kings ETF (ROE) has a volatility of 6.40%. This indicates that DUHP experiences smaller price fluctuations and is considered to be less risky than ROE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DUHP	ROE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.83%	6.40%	-1.57%
Volatility (6M) Calculated over the trailing 6-month period	9.62%	11.76%	-2.14%
Volatility (1Y) Calculated over the trailing 1-year period	11.87%	14.84%	-2.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.32%	15.99%	+0.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.32%	15.99%	+0.33%

DUHP vs. ROE - Expense Ratio Comparison

DUHP has a 0.21% expense ratio, which is lower than ROE's 0.49% expense ratio.

Dividends

DUHP vs. ROE - Dividend Comparison

DUHP's dividend yield for the trailing twelve months is around 0.99%, more than ROE's 0.95% yield.

Position	TTM	2025	2024	2023	2022
DUHP DFA Dimensional US High Profitability ETF	0.99%	1.02%	1.13%	1.51%	1.10%
ROE Astoria US Equal Weight Quality Kings ETF	0.95%	0.97%	1.18%	0.68%	0.00%

Frequently Asked Questions

Can I hold both DUHP and ROE in my portfolio?

DUHP and ROE have a correlation of 0.86, 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 ROE?

ROE has higher volatility (6.40%) compared to DUHP (4.83%). In terms of maximum drawdown, DUHP dropped -20.05% vs ROE's -19.10%.

Which ETF is better, DUHP or ROE?

On 1-year performance, ROE leads with 35.20% vs 18.29% for DUHP. On fees, DUHP is cheaper at 0.21% per year. On volatility, DUHP has been the lower-risk option at 4.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DUHP or ROE?

Over the 1-year period, ROE has performed better with a 35.20% return vs 18.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DUHP or ROE?

DUHP is cheaper with a 0.21% expense ratio, compared with 0.49% for ROE.

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

DUHP has the higher dividend yield at 0.99%, compared with 0.95% for ROE.

What is the main difference between DUHP and ROE?

DUHP is categorized as Large Cap Blend Equities, while ROE is Large Cap Value Equities. They also come from different issuers: Dimensional and Astoria. Their fees differ too: 0.21% for DUHP and 0.49% for ROE.

Which has better risk-adjusted returns?

ROE currently has the higher Sharpe Ratio (2.39 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.