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DUHP vs. USMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DUHP vs. USMV

Last updated Jul 14, 2026
Documentation

DUHP (DFA Dimensional US High Profitability ETF) and USMV (iShares MSCI USA Min Vol Factor ETF) are both Large Cap Blend Equities funds. DUHP is actively managed, while USMV is passively managed. Over the past 3 years, DUHP returned 17.30%/yr vs 11.43%/yr for USMV. Their correlation of 0.81 suggests significant overlap in exposure. DUHP charges 0.21%/yr vs 0.15%/yr for USMV.

Performance

DUHP vs. USMV - 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 Min Vol Factor ETF (USMV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DUHP achieves a 9.87% return, which is significantly higher than USMV's 4.64% return.

DUHP

1D
-0.69%
1M
1.52%
6M
7.88%
YTD
9.87%
1Y
16.55%
3Y*
17.30%
5Y*
—
10Y*
—

USMV

1D
0.06%
1M
2.16%
6M
3.87%
YTD
4.64%
1Y
7.10%
3Y*
11.43%
5Y*
7.16%
10Y*
9.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DUHP vs. USMV - Yearly Performance Comparison

2026 (YTD)2025202420232022
DUHP
DFA Dimensional US High Profitability ETF		9.87%13.77%19.49%21.11%-0.03%
USMV
iShares MSCI USA Min Vol Factor ETF		4.64%7.65%15.74%10.33%1.94%

Correlation

The correlation between DUHP and USMV is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2022

0.81

Over the past year, the correlation between DUHP and USMV has dropped to 0.57 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

DUHP vs. USMV - Sectors Allocation Comparison

Sectors
DUHP
USMV

Technology

36.2%
33.9%

Industrials

16.4%
6.1%

Healthcare

12.9%
12.6%

Financial Services

9.4%
11.7%

Consumer Cyclical

9.0%
5.7%

Consumer Defensive

7.1%
9.4%

Communication Services

5.2%
6.2%

Energy

2.0%
2.7%

Utilities

0.9%
6.9%

Basic Materials

0.7%
2.4%

Real Estate

-

2.5%

Technology

DUHP
36.2%
USMV
33.9%

Industrials

DUHP
16.4%
USMV
6.1%

Healthcare

DUHP
12.9%
USMV
12.6%

Financial Services

DUHP
9.4%
USMV
11.7%

Consumer Cyclical

DUHP
9.0%
USMV
5.7%

Consumer Defensive

DUHP
7.1%
USMV
9.4%

Communication Services

DUHP
5.2%
USMV
6.2%

Energy

DUHP
2.0%
USMV
2.7%

Utilities

DUHP
0.9%
USMV
6.9%

Basic Materials

DUHP
0.7%
USMV
2.4%

Real Estate

DUHP

-

USMV
2.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

DFA Dimensional US High Profitability ETF

iShares MSCI USA Min Vol Factor ETF

Often compared with DUHP:
DUHP vs. VOODUHP vs. DFUSDUHP vs. DFLVDUHP vs. SPYDUHP vs. CGUSDUHP vs. FEQIXDUHP vs. SCHG
Often compared with USMV:
USMV vs. SPLVUSMV vs. SPYUSMV vs. VOOUSMV vs. QUALUSMV vs. VFMVUSMV vs. ACWVUSMV vs. VTI

Return for Risk

DUHP vs. USMV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DUHP
DUHP Risk / Return Rank: 5151
Overall Rank
DUHP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
DUHP Sortino Ratio Rank: 5151
Sortino Ratio Rank
DUHP Omega Ratio Rank: 5050
Omega Ratio Rank
DUHP Calmar Ratio Rank: 4646
Calmar Ratio Rank
DUHP Martin Ratio Rank: 5757
Martin Ratio Rank
USMV
USMV Risk / Return Rank: 2828
Overall Rank
USMV Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 2626
Sortino Ratio Rank
USMV Omega Ratio Rank: 2525
Omega Ratio Rank
USMV Calmar Ratio Rank: 2828
Calmar Ratio Rank
USMV Martin Ratio Rank: 3131
Martin Ratio Rank
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. USMV - 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 Min Vol Factor ETF (USMV). 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.

DUHPUSMVDifference
Sharpe ratioReturn per unit of total volatility
1.41
0.84

+0.57

Sortino ratioReturn per unit of downside risk
2.02
1.23

+0.79

Omega ratioGain probability vs. loss probability

1.25

1.15

+0.11

Calmar ratioReturn relative to maximum drawdown

1.85

1.10

+0.75

Martin ratioReturn relative to average drawdown

7.96

3.61

+4.36

DUHP vs. USMV - Sharpe Ratio Comparison

The current DUHP Sharpe Ratio is 1.41, which is higher than the USMV Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of DUHP and USMV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DUHP vs. USMV - Drawdown Comparison

The maximum DUHP drawdown since its inception was -20.05%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for DUHP and USMV.

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Drawdown Indicators

DUHPUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-20.05%

-33.10%

+13.05%

Max Drawdown (1Y)

Largest decline over 1 year

-8.99%

-6.46%

-2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-17.86%

-9.36%

-8.50%

Max Drawdown (5Y)

Largest decline over 5 years

—

-17.93%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.10%

—

Current Drawdown

Current decline from peak

-0.69%

-0.54%

-0.15%

Average Drawdown

Average peak-to-trough decline

-3.96%

-2.87%

-1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

1.97%

+0.11%

Volatility

DUHP vs. USMV - Volatility Comparison

DFA Dimensional US High Profitability ETF (DUHP) has a higher volatility of 3.90% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.54%. This indicates that DUHP's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DUHPUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

2.54%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

6.22%

+3.42%

Volatility (1Y)

Calculated over the trailing 1-year period

11.80%

8.48%

+3.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

12.36%

+3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

14.49%

+1.76%

DUHP vs. USMV - Expense Ratio Comparison

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

DUHP's dividend yield for the trailing twelve months is around 0.92%, less than USMV's 1.48% yield.

PositionTTM20252024202320222021202020192018201720162015
DUHP
DFA Dimensional US High Profitability ETF		0.92%1.02%1.13%1.51%1.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USMV
iShares MSCI USA Min Vol Factor ETF		1.48%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%

Frequently Asked Questions

DUHP and USMV have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DUHP has higher volatility (3.90%) compared to USMV (2.54%). In terms of maximum drawdown, DUHP dropped -20.05% vs USMV's -33.10%.

On 3-year performance, DUHP leads with 17.30% vs 11.43% for USMV. On fees, USMV is cheaper at 0.15% per year. On volatility, USMV has been the lower-risk option at 2.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DUHP has performed better with a 17.30% return vs 11.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

USMV has the higher dividend yield at 1.48%, compared with 0.92% for DUHP.

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

DUHP currently has the higher Sharpe Ratio (1.41 vs 0.84), 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.

Portfolio Optimizer

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