Diffie Hellman is a key exchange protocol in which two parties share a common key that can be used for encrypting/decrypting messages among themselves.  RSA is asymmetric encryption in which there are two different keys. The public key will be shared with everyone and decrypted with a different one, which is kept private.  Dixie-Hellman is a protocol used while exchanging key between two parties while RSA is an algorithm that works on the basis two keys called private and public key.