Dimensional International High Profitability ETF

10-Year Study

DIHP.US · · US · ETF

Executive Summary: Dimensional International High Profitability ETF has compounded at 10.0% annually over the last 10 years, with a maximum drawdown of 22.9% and an annualized volatility of 14.1%.

1Y CAGR
+20.5%
3Y CAGR
+15.8%
5Y CAGR
+10.0%
10Y CAGR
+10.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
22.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +28.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · 0.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.76.2-8.45.4————————7.2%
20254.32.60.13.24.92.2-2.74.31.91.02.01.528.3%
2024-0.42.72.9-4.24.6-1.52.03.50.1-5.70.4-3.30.5%
20239.3-3.74.51.7-4.34.82.7-3.5-3.8-2.68.45.319.1%
2022———-7.22.0-9.46.2-6.3-9.65.913.0-2.9-10.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 98.7% of variance. Idiosyncratic stock-specific factors contribute 0.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-03-0110000
2022-04-019277.733829909746
2022-05-019465.281253246932
2022-06-018575.01859677838
2022-07-019104.93384845478
2022-08-018526.841246640264
2022-09-017708.416589361194
2022-10-018161.139791062039
2022-11-019224.229749795197
2022-12-018954.328299267181
2023-01-019786.818206090802
2023-02-019427.427857539364
2023-03-019853.372526276617
2023-04-0110024.52084060336
2023-05-019596.646329221552
2023-06-0110052.887292139347
2023-07-0110328.029370698267
2023-08-019966.65039836638
2023-09-019590.364198811048
2023-10-019342.231638242676
2023-11-0110123.85185332368
2023-12-0110662.238211795056
2024-01-0110620.684916139602
2024-02-0110903.240041047446
2024-03-0111215.930846891284
2024-04-0110745.478095540873
2024-05-0111245.074699647024
2024-06-0111077.17590586077
2024-07-0111296.025525915236
2024-08-0111695.847361120253
2024-09-0111702.55172222519
2024-10-0111037.153403448465
2024-11-0111077.288500712619
2024-12-0110716.251452452892
2025-01-0111174.973641627972
2025-02-0111463.799306299807
2025-03-0111476.377641477293
2025-04-0111846.995186984035
2025-05-0112422.092434578044
2025-06-0112699.359740965609
2025-07-0112359.160191427807
2025-08-0112895.297136572175
2025-09-0113143.272395509286
2025-10-0113272.997395002196
2025-11-0113543.256499765497
2025-12-0113744.503239378724
2026-01-0114384.740748283859
2026-02-0115270.222958504242
2026-03-0113985.406018277621
2026-04-0114734.159133781313
Annual Return Matrix
YearAnnual Return
20230.19073568172250832
20240.005065844486393356
20250.2825849878907687
20260.07200375867839082
Total Factor Risk
0.14082520672943627
VTI.US Exposure
0.0274201807153488
VEA.US Exposure
0.9867174738935198
VWO.US Exposure
-0.03705387450275571
QQQ.US Exposure
-0.08455163513935765
VTV.US Exposure
-0.1046288033983313
IJR.US Exposure
0.012169652002635874
QUAL.US Exposure
0.20490594160061804
SHV.US Exposure
0.007207619163187114
TLT.US Exposure
-0.00003508872382815953
LQD.US Exposure
0.02475617791547862
HYG.US Exposure
-0.0017661292732689998
GLD.US Exposure
-0.0055246876836999356
USO.US Exposure
-0.002980933119767708
VNQ.US Exposure
-0.043363669766930554
BTC-USD.CC Exposure
-0.0037627895001302223
CPER.US Exposure
0.020273126957720752
VIX.INDX Exposure
-0.015406351569223391
UUP.US Exposure
-0.0029503300041125438
TIP.US Exposure
0.009074767205580184
Idiosyncratic Exposure
0.009499353227316935
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$56
Avg Yield on Cost
0.56%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$56.430.56%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Dimensional International High Profitability ETF a high-risk investment?

Dimensional International High Profitability ETF (DIHP.US) has an annualized volatility of 14.1% and experienced a maximum drawdown of 22.9% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of DIHP.US?

Over the past 10 years, DIHP.US has generated a Compound Annual Growth Rate (CAGR) of 10.0%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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