We present evidence from cosmological hydrodynamical simulations for a co-evolution of the slope of the total (dark and stellar) mass density profile, γ_tot, and the dark matter fraction within the half-mass radius, f_DM, in early-type galaxies. The relation can be described as γ_tot = A f_DM + B for all systems at all redshifts. The trend is set by the decreasing importance of gas dissipation towards lower redshifts and for more massive systems. Early-type galaxies are smaller, more concentrated, have lower f_DM and steeper γ_tot at high redshifts and at lower masses for a given redshift; f_DM and γ_tot are good indicators for growth by ‘dry’ merging. The values for A and B change distinctively for different feedback models, and this relation can be used as a test for such models. A similar correlation exists between γ_tot and the stellar mass surface density Σ_*. A model with weak stellar feedback and feedback from black holes is in best agreement with observations. All simulations, independent of the assumed feedback model, predict steeper γ_tot and lower f_DM at higher redshifts. While the latter is in agreement with the observed trends, the former is in conflict with lensing observations, which indicate constant or decreasing γ_tot. This discrepancy is shown to be artificial: the observed trends can be reproduced from the simulations using observational methodology to calculate the total density slopes.