QULL vs. DUHP
Compare and contrast key facts about ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) and DFA Dimensional US High Profitability ETF (DUHP).
QULL and DUHP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QULL is a passively managed fund by UBS that tracks the performance of the MSCI USA Sector Neutral Quality Index. It was launched on Feb 5, 2021. DUHP is an actively managed fund by Dimensional. It was launched on Feb 23, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QULL or DUHP.
Key characteristics
| QULL | DUHP | |
|---|---|---|
| YTD Return | 48.20% | 24.04% |
| 1Y Return | 68.05% | 35.03% |
| Sharpe Ratio | 2.89 | 3.26 |
| Sortino Ratio | 3.57 | 4.56 |
| Omega Ratio | 1.47 | 1.60 |
| Calmar Ratio | 3.55 | 4.91 |
| Martin Ratio | 18.06 | 19.08 |
| Ulcer Index | 4.07% | 1.95% |
| Daily Std Dev | 25.29% | 11.35% |
| Max Drawdown | -51.83% | -20.05% |
| Current Drawdown | -2.29% | -0.26% |
Correlation
The correlation between QULL and DUHP 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
QULL vs. DUHP - Performance Comparison
In the year-to-date period, QULL achieves a 48.20% return, which is significantly higher than DUHP's 24.04% 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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QULL vs. DUHP - Expense Ratio Comparison
QULL has a 0.95% expense ratio, which is higher than DUHP's 0.21% expense ratio.
Risk-Adjusted Performance
QULL vs. DUHP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) and DFA Dimensional US High Profitability ETF (DUHP). 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
QULL vs. DUHP - Dividend Comparison
QULL has not paid dividends to shareholders, while DUHP's dividend yield for the trailing twelve months is around 1.19%.
| TTM | 2023 | 2022 | |
|---|---|---|---|
QULL ETRACS 2x Leveraged MSCI US Quality Factor TR ETN | 0.00% | 0.00% | 0.00% |
DUHP DFA Dimensional US High Profitability ETF | 1.19% | 1.51% | 1.10% |
Drawdowns
QULL vs. DUHP - Drawdown Comparison
The maximum QULL drawdown since its inception was -51.83%, which is greater than DUHP's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for QULL and DUHP. For additional features, visit the drawdowns tool.
Volatility
QULL vs. DUHP - Volatility Comparison
ETRACS 2x Leveraged MSCI US Quality Factor TR ETN (QULL) has a higher volatility of 8.05% compared to DFA Dimensional US High Profitability ETF (DUHP) at 3.32%. This indicates that QULL's price experiences larger fluctuations and is considered to be riskier than DUHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.