We report on the observation of a radiation helicity sensitive photocurrent excited by terahertz (THz) radiation in dual-grating-gate (DGG) InAlAs/InGaAs/InAlAs/InP high electron mobility transistors (HEMT). For a circular polarization, the current measured between source and drain contacts changes its sign with the inversion of the radiation helicity. For elliptically polarized radiation, the total current is described by superposition of the Stokes parameters with different weights. Moreover, by variation of gate voltages applied to individual gratings, the photocurrent can be defined either by the Stokes parameter defining the radiation helicity or those for linear polarization. We show that artificial non-centrosymmetric microperiodic structures with a two-dimensional electron system excited by THz radiation exhibit a dc photocurrent caused by the combined action of a spatially periodic in-plane potential and spatially modulated light. The results provide a proof of principle for the application of DGG HEMT for all-electric detection of the radiation's polarization state.