DIHP vs CWB

Comparison between DIMENSIONAL INTERNATIONAL HIGH PROFITABILITY ETF (DIHP, ETF) and STATE STREET(R) SPDR(R) BLOOMBERG CONVERTIBLE SECURITIES ETF (CWB, ETF).

DIHP vs CWB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DIHP(ETF)	CWB(ETF)
Net Assets	$6.10B	$6.20B
Expense Ratio	0.27%	0.40%
Max Drawdown	25.90%	32.16%
Sharpe Ratio	1.07	1.77
5Y Beta	0.68	0.63
5Y Dividends CAGR	N/A	-3.87%

Net Assets

DIHP

$6.10B

Winner

CWB

$6.20B

Expense Ratio

Winner

DIHP

0.27%

CWB

0.40%

Max Drawdown

Winner

DIHP

25.90%

CWB

32.16%

Sharpe Ratio

DIHP

1.07

Winner

CWB

1.77

5Y Beta

DIHP

0.68

Winner

CWB

0.63

5Y Dividends CAGR

DIHP

N/A

CWB

-3.87%

DIHP vs CWB - Historical Returns

Returns include dividend reinvestment.

Period	DIHP	CWB
1 month	+1.34%	+2.12%
3 months	+5.94%	+16.57%
6 months	+10.50%	+19.37%
1 year	+18.73%	+34.35%
5 years(CAGR)	+10.03%	+6.71%
10 years(CAGR)	N/A	+12.69%
Max(CAGR)	+10.03%	+11.89%

DIHP

+1.34%

Winner

CWB

+2.12%

DIHP

+5.94%

Winner

CWB

+16.57%

DIHP

+10.50%

Winner

CWB

+19.37%

DIHP

+18.73%

Winner

CWB

+34.35%

5Y(CAGR)

Winner

DIHP

+10.03%

CWB

+6.71%

10Y(CAGR)

DIHP

N/A

CWB

+12.69%

Max(CAGR)

DIHP

+10.03%

Winner

CWB

+11.89%

DIHP vs CWB - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	DIHP	CWB
2026	+8.27%	+18.77%
2025	+28.30%	+16.44%
2024	+1.65%	+10.97%
2023	+18.53%	+14.90%
2022	-10.87%	-20.52%
2021	N/A	+2.71%
2020	N/A	+52.07%
2019	N/A	+22.44%
2018	N/A	-3.35%
2017	N/A	+15.84%
2016	N/A	+11.56%
2015	N/A	-0.87%
2014	N/A	+8.01%
2013	N/A	+19.29%
2012	N/A	+14.23%
2011	N/A	-7.95%
2010	N/A	+12.77%
2009	N/A	+29.61%

DIHP vs CWB Drawdown Comparison

The maximum drawdown for DIHP was -24.92%, occurring on Sep 27, 2022. Recovery took 305 trading sessions.

The maximum drawdown for CWB was -32.06%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.

The current DIHP drawdown is -1.50%. The current CWB drawdown is -3.49%.

Rank	DIHP	CWB
#1	-24.92% Mar 29, 2022 - Jun 15, 2023	-32.06% Feb 19, 2020 - Jun 8, 2020
#2	-12.42% Mar 17, 2025 - Apr 29, 2025	-29.86% Feb 12, 2021 - Jul 16, 2025
#3	-10.92% Feb 27, 2026 - Mar 20, 2026	-17.09% May 2, 2011 - Oct 18, 2012
#4	-10.78% Jul 31, 2023 - Dec 13, 2023	-15.95% Jun 1, 2015 - Jul 22, 2016
#5	-9.68% Sep 26, 2024 - Mar 17, 2025	-13.79% Jun 20, 2018 - Feb 25, 2019
#6	-7.79% Jul 12, 2024 - Aug 21, 2024	-10.76% Apr 26, 2010 - Oct 5, 2010
#7	-4.91% Mar 27, 2024 - May 15, 2024	-9.06% Sep 5, 2014 - Mar 20, 2015
#8	-4.59% Aug 30, 2024 - Sep 26, 2024	-7.61% Sep 1, 2020 - Oct 9, 2020
#9	-4.44% Nov 12, 2025 - Dec 10, 2025	-7.58% Jan 19, 2010 - Mar 8, 2010
#10	-4.38% Jul 23, 2025 - Aug 20, 2025	-7.52% Oct 29, 2025 - Jan 13, 2026
#11	-4.14% Jun 15, 2023 - Jul 13, 2023	-7.36% Jan 26, 2018 - Mar 12, 2018
#12	-3.77% Dec 27, 2023 - Feb 1, 2024	-6.76% Jan 28, 2026 - Apr 8, 2026
#13	-3.21% Jun 6, 2024 - Jul 11, 2024	-6.66% Jun 2, 2026 - Jun 10, 2026
#14	-2.98% Oct 6, 2025 - Oct 20, 2025	-6.52% May 21, 2013 - Jul 22, 2013
#15	-2.94% Jun 12, 2025 - Jun 30, 2025	-6.24% May 3, 2019 - Jul 12, 2019

Correlation

Correlation between DIHP and CWB is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2009 - 2026)

DIHP vs CWB dividend yield comparison.

Year	DIHP	CWB
2026	0.38%	0.58%
2025	2.02%	1.69%
2024	2.30%	1.85%
2023	2.17%	1.97%
2022	1.69%	2.21%
2021	0.00%	1.97%
2020	0.00%	2.34%
2019	0.00%	3.03%
2018	0.00%	6.17%
2017	0.00%	4.25%
2016	0.00%	4.60%
2015	0.00%	7.52%
2014	0.00%	7.37%
2013	0.00%	3.66%
2012	0.00%	3.84%
2011	0.00%	4.97%
2010	0.00%	4.59%
2009	0.00%	3.88%