Manila, Philippines (CNN) Philippine President Rodrigo Duterte's vitriol against the United States took another caustic turn Tuesday, when he threatened to "break up" with the US and said President Barack Obama can "go to hell."

Duterte's latest remarks came just as the US and Philippines started joint military exercises -- perhaps for the last time.

The war drills began Tuesday in Manila and will last until October 12. Last week, Duterte said this round of joint drills with the US would be the last.

"I serve notice to you now that this will be the last joint military exercise with US," Duterte said

'I will break up with America'

Durterte's verbal tirade against the US heated up after widespread criticism of his anti-drug campaign.

Thousands of suspected drug dealers and users have died during Duterte's aggressive crackdown on the illegal drug trade.

Some were killed during shootouts with local police when suspects allegedly resisted arrest. Others died in nightly vigilante-style killings, where bodies are left on the streets with cardboard signs describing their alleged drug-related crimes.

On Tuesday, Duterte said he's willing to cut ties with the US in favor of Russia and China.

"Respect is important," he said in one of three speeches Tuesday. "If this is what happens now, I will be reconfiguring my foreign policy. Eventually I might, in my time, I will break up with America. I'd rather go to Russia and to China."

Duterte also had harsh words for the US President and the European Union: "Mr. Obama, you can go to hell. ... The EU better choose purgatory."

Obama administration responds

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White House Press Secretary Josh Earnest said Duterte's recent comments, such as telling Obama to "go to hell," contradicted the "warm relationship" between the two countries.

He cited US recovery efforts after natural disasters as an example of the close ties between the two nations. Earnest also said the US has not received any request from the Philippines to change their bilateral relationship.

But the White House spokesman insisted the US will "not hesitate" to raise concerns about extrajudicial killings in the Philippines, which he said were "entirely inconsistent" with universal values of human rights.

"We won't be silent in raising our significant concerns about these reports," Earnest said.

'If you will not leave my city, I will kill you'

Duterte won the presidency by a landslide this year on a platform of ending drug proliferation, despite having been accused of running the Davao Death Squad when he was mayor of Davao.

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On Tuesday, Duterte said he won't stop his anti-drug crackdown "until the last pusher is taken out of the street."

"It will be unrelenting," the President said.

Duterte also defended his threats to kill criminals, saying he used similar language when he was mayor of Davao.

"If you will not leave my city, I will kill you," he reminisced.

"There is no law at all which says I cannot threaten criminals as mayor or even as president."

Under Duterte's presidency, police have made thousands of arrests and have implemented a controversial " knock and plead " policy of visiting suspected drug users in their homes and inviting them to register as users with community officials.

Duterte has also told police they can kill drug dealers if they fight back.

Souring relations with the US?

In his first few months in office, Duterte has made shocking remarks about the US, a longtime ally of the Philippines.

Photos: Rodrigo Duterte has said some outrageous things. Speaking at a business forum in Manila in December 2016, Duterte admitted killing suspected criminals during his time as mayor of Davao City. Hide Caption 1 of 17 Photos: Rodrigo Duterte has said some outrageous things. The day after Trump won the US presidential election in November 2016, Duterte said he and Trump share some traits. Hide Caption 2 of 17 Photos: Rodrigo Duterte has said some outrageous things. After reports emerged of a potentially blocked arms sale, Duterte told CNN Philippines in November 2016 that he would turn to Russia for weapons. Hide Caption 3 of 17 Photos: Rodrigo Duterte has said some outrageous things. During a state visit to China in October 2016, Duterte announced his economic and military 'separation' from the US. Hide Caption 4 of 17 Photos: Rodrigo Duterte has said some outrageous things. In October 2016 Duterte expressed growing hostility with the US president. Hide Caption 5 of 17 Photos: Rodrigo Duterte has said some outrageous things. After US president Barack Obama said he would raise extrajudicial killings in a meeting with Duterte, the Philippines President responded angrily on September 5, first in English then in Tagalog. As a result, Obama canceled the meeting. Hide Caption 6 of 17 Photos: Rodrigo Duterte has said some outrageous things. As he addressed troops at the country's Armed Forces Central Command Headquarters on August 5, Duterte recounted U.S. Secretary of State John Kerry's visit to the country, saying in Tagalog that he was feuding with U.S. Ambassador to the Philippines Philip Goldberg. Hide Caption 7 of 17 Photos: Rodrigo Duterte has said some outrageous things. The Philippines president-elect effectively said he supported vigilantism against drug dealers and criminals in a nationally televised speech in June 2016. Hide Caption 8 of 17 Photos: Rodrigo Duterte has said some outrageous things. Foreign diplomats weighing in on Rodrigo Duterte's controversial remarks did not sit well with the then-mayor. Hide Caption 9 of 17 Photos: Rodrigo Duterte has said some outrageous things. Duterte apologized to the Pope after cursing him for the traffic he caused during a 2015 Papal visit to the Philippines. Hide Caption 10 of 17 Photos: Rodrigo Duterte has said some outrageous things. In September 2016, Duterte likened himself to the Nazi leader and announced that he wants to kill millions of drug addicts. Hide Caption 11 of 17 Photos: Rodrigo Duterte has said some outrageous things. Speaking at a press conference to unveil his new cabinet on May 31 2016, Rodrigo Duterte said journalists killed on the job in the Philippines were often corrupt. Hide Caption 12 of 17 Photos: Rodrigo Duterte has said some outrageous things. During the third and last presidential debate, Duterte had said that he would plant a Philippine flag in disputed territories should China refuse to recognize a favorable ruling for the Philippines. Hide Caption 13 of 17 Photos: Rodrigo Duterte has said some outrageous things. Duterte made international headlines in April 2016 with his inflammatory comments on the 1989 rape and murder of an Australian missionary that took place in Davao City. Hide Caption 14 of 17 Photos: Rodrigo Duterte has said some outrageous things. He also lashed out at the womens' group that filed a complaint against him before the Commission on Human Rights (CHR). Hide Caption 15 of 17 Photos: Rodrigo Duterte has said some outrageous things. At a CNN Philippines Townhall event in February 2016, Duterte, admitted that he had three girlfriends and a common-law wife. His marriage to Elizabeth Zimmerman was annulled due to his womanizing, but he denied this meant he objectified women. Hide Caption 16 of 17 Photos: Rodrigo Duterte has said some outrageous things. Although he later denied the accusations, the former Davao City mayor admitted his links to the alleged Davao death squad in a May 2015 broadcast of his local television talk show. Hide Caption 17 of 17

He's called both Obama and the US ambassador to the Philippines a " son of a bitch ."

American investors have already expressed concern over drug-related killings under the Duterte administration.

"The increased number of killings during the heightened anti-drug campaign is harming the country's image, as portrayed by international media, and some investors are now asking whether this campaign reduces the rule of law," the American Chamber of Commerce of the Philippines, Inc. said last month.

But US Defense Secretary Ash Carter said last week that the decades-old alliance with the Philippines was " ironclad ."

He said US-Philippines cooperation "has served the interests of our nations for many years now" and added that he had good discussions about "ongoing alliance operations" with his counterpart from the Philippines.