DUHP vs. SPY
Compare and contrast key facts about DFA Dimensional US High Profitability ETF (DUHP) and SPDR S&P 500 ETF (SPY).
DUHP and SPY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DUHP is an actively managed fund by Dimensional. It was launched on Feb 23, 2022. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUHP or SPY.
Key characteristics
| DUHP | SPY | |
|---|---|---|
| YTD Return | 22.63% | 26.01% |
| 1Y Return | 31.01% | 33.73% |
| Sharpe Ratio | 2.80 | 2.82 |
| Sortino Ratio | 3.93 | 3.76 |
| Omega Ratio | 1.51 | 1.53 |
| Calmar Ratio | 4.14 | 4.05 |
| Martin Ratio | 16.08 | 18.33 |
| Ulcer Index | 1.95% | 1.86% |
| Daily Std Dev | 11.23% | 12.07% |
| Max Drawdown | -20.05% | -55.19% |
| Current Drawdown | -1.39% | -0.90% |
Correlation
The correlation between DUHP and SPY is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DUHP vs. SPY - Performance Comparison
In the year-to-date period, DUHP achieves a 22.63% return, which is significantly lower than SPY's 26.01% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DUHP vs. SPY - Expense Ratio Comparison
DUHP has a 0.21% expense ratio, which is higher than SPY's 0.09% 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%.
Risk-Adjusted Performance
DUHP vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Dimensional US High Profitability ETF (DUHP) and SPDR S&P 500 ETF (SPY). 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.
Dividends
DUHP vs. SPY - Dividend Comparison
DUHP's dividend yield for the trailing twelve months is around 1.21%, more than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUHP DFA Dimensional US High Profitability ETF | 1.21% | 1.51% | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
DUHP vs. SPY - Drawdown Comparison
The maximum DUHP drawdown since its inception was -20.05%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DUHP and SPY. For additional features, visit the drawdowns tool.
Volatility
DUHP vs. SPY - Volatility Comparison
The current volatility for DFA Dimensional US High Profitability ETF (DUHP) is 3.18%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.84%. This indicates that DUHP experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.