QUS vs. DUHP
Compare and contrast key facts about SPDR MSCI USA StrategicFactors ETF (QUS) and DFA Dimensional US High Profitability ETF (DUHP).
QUS and DUHP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QUS is a passively managed fund by State Street that tracks the performance of the MSCI USA Factor Mix A-Series Capped (USD). It was launched on Apr 16, 2015. DUHP is an actively managed fund by Dimensional. It was launched on Feb 23, 2022.
Performance
QUS vs. DUHP - Performance Comparison
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QUS vs. DUHP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QUS SPDR MSCI USA StrategicFactors ETF | -1.11% | 14.13% | 18.99% | 21.78% | -4.77% |
DUHP DFA Dimensional US High Profitability ETF | -2.48% | 13.77% | 19.49% | 21.11% | -2.56% |
Returns By Period
In the year-to-date period, QUS achieves a -1.11% return, which is significantly higher than DUHP's -2.48% return.
QUS
- 1D
- 0.36%
- 1M
- -4.55%
- YTD
- -1.11%
- 6M
- 1.20%
- 1Y
- 11.64%
- 3Y*
- 15.88%
- 5Y*
- 10.63%
- 10Y*
- 12.92%
DUHP
- 1D
- 0.63%
- 1M
- -5.42%
- YTD
- -2.48%
- 6M
- -2.37%
- 1Y
- 12.71%
- 3Y*
- 15.19%
- 5Y*
- —
- 10Y*
- —
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QUS vs. DUHP - Expense Ratio Comparison
QUS has a 0.15% expense ratio, which is lower than DUHP's 0.21% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
QUS vs. DUHP — Risk / Return Rank
QUS
DUHP
QUS vs. DUHP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI USA StrategicFactors ETF (QUS) 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.
| QUS | DUHP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.75 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.18 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.06 | +0.04 |
Martin ratioReturn relative to average drawdown | 5.43 | 4.88 | +0.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QUS | DUHP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.75 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.71 | +0.03 |
Correlation
The correlation between QUS 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.
Dividends
QUS vs. DUHP - Dividend Comparison
QUS's dividend yield for the trailing twelve months is around 1.40%, more than DUHP's 1.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUS SPDR MSCI USA StrategicFactors ETF | 1.40% | 1.38% | 1.49% | 1.57% | 1.68% | 1.27% | 1.73% | 1.81% | 2.12% | 1.86% | 2.07% | 1.48% |
DUHP DFA Dimensional US High Profitability ETF | 1.09% | 1.02% | 1.13% | 1.51% | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
QUS vs. DUHP - Drawdown Comparison
The maximum QUS drawdown since its inception was -33.78%, which is greater than DUHP's maximum drawdown of -20.05%. Use the drawdown chart below to compare losses from any high point for QUS and DUHP.
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Drawdown Indicators
| QUS | DUHP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -20.05% | -13.73% |
Max Drawdown (1Y)Largest decline over 1 year | -10.42% | -12.07% | +1.65% |
Max Drawdown (5Y)Largest decline over 5 years | -22.30% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | — | — |
Current DrawdownCurrent decline from peak | -4.68% | -6.04% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -3.75% | -4.16% | +0.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.63% | -0.50% |
Volatility
QUS vs. DUHP - Volatility Comparison
The current volatility for SPDR MSCI USA StrategicFactors ETF (QUS) is 3.78%, while DFA Dimensional US High Profitability ETF (DUHP) has a volatility of 5.11%. This indicates that QUS experiences smaller price fluctuations and is considered to be less risky than DUHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QUS | DUHP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 5.11% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 8.73% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.48% | 17.10% | -2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.37% | 16.42% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 16.42% | -0.01% |