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Short version: you need two HDMI displays for that kind of splitter. DVI is not the same as HDMI.
A HDMI splitter is unlikely to have the required electronics to be able to output both HDMI and DVI compliant signals at the same time.
While they are both similar signals HDMI is more advanced and a device outputting HDMI can "fall back" to DVI when it is detected. They are not the same and HDCP is not supported over DVI, meaning that a properly set up HDMI connection (required for Blue-ray playback) will not display on a DVI display. In order to display over DVI this "splitter" would need to process and strip out any HDCP encryption that is in place.
There is also the problem that you are probably expecting this "splitter" to give you two independent displays, turning one monitor output into two outputs. This is not how these "splitters" work and they should more correctly be referred to as "replicators" as they simply repeat a single input across multiple outputs.
" is it because of the cable? " - That is very likely the case. – Ramhound – 2017-12-04T15:14:53.527