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ISIN
US09290C1036
CUSIP
09290C103
Issuer
iShares
Inception Date
Mar 19, 2019
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$37B

Share Price Chart


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Performance

DYNF Performance Chart

iShares U.S. Equity Factor Rotation Active ETF (DYNF) is up 11.9% since the beginning of the year. DYNF is currently trading at $68 per share. Investors who bought $1,000 worth of DYNF shares 5 years ago would now be looking at an investment worth $2,036.


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S&P 500 Index

Returns By Period

iShares U.S. Equity Factor Rotation Active ETF (DYNF) has returned 11.85% so far this year and 30.86% over the past 12 months.


iShares U.S. Equity Factor Rotation Active ETF

1D
-0.01%
1M
1.78%
YTD
11.85%
6M
11.36%
1Y
30.86%
3Y*
25.88%
5Y*
15.28%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DYNF Monthly Returns History

Based on dividend-adjusted daily data since Mar 21, 2019, DYNF's average daily return is +0.07%, while the average monthly return is +1.38%. At this rate, an investment would double in approximately 4.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +12.4%, while the worst month was Mar 2020 at -13.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DYNF closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.15%-0.76%-4.43%9.92%5.50%0.54%11.85%
20252.48%-0.74%-6.14%-0.37%6.94%5.20%2.81%2.27%3.60%2.80%-0.05%0.19%20.00%
20242.03%6.85%2.93%-4.21%5.83%4.43%0.70%2.96%1.86%0.14%6.46%-2.59%30.29%
20237.74%-1.90%4.70%1.75%2.31%6.58%4.28%-1.72%-4.68%-2.69%10.58%5.57%36.25%
2022-7.22%-3.21%2.86%-8.48%0.96%-8.15%8.17%-3.92%-9.07%8.13%5.47%-5.64%-20.27%
2021-0.02%3.57%4.00%4.08%1.78%1.49%1.74%2.78%-4.51%7.34%-1.26%-0.33%22.12%

Benchmark Metrics

iShares U.S. Equity Factor Rotation Active ETF has an annualized alpha of 2.05%, beta of 0.99, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since March 21, 2019.

  • This ETF captured 102.81% of S&P 500 Index gains but only 94.85% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 2.05% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.99 and R2 of 0.96, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.05%
Beta
0.99
0.96
Upside Capture
102.81%
Downside Capture
94.85%

Expense Ratio

DYNF has an expense ratio of 0.26%, which is considered low.


Return for Risk

Risk / Return Rank

DYNF ranks 77 for risk / return — better than 77% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DYNF Risk / Return Rank: 7777
Overall Rank
DYNF Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DYNF Sortino Ratio Rank: 7474
Sortino Ratio Rank
DYNF Omega Ratio Rank: 7575
Omega Ratio Rank
DYNF Calmar Ratio Rank: 7373
Calmar Ratio Rank
DYNF Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares U.S. Equity Factor Rotation Active ETF (DYNF) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DYNFBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.06

Calmar ratioReturn relative to maximum drawdown

3.58

2.78

+0.79

Martin ratioReturn relative to average drawdown

16.77

12.44

+4.33

Dividends

Dividend History

iShares U.S. Equity Factor Rotation Active ETF provided a 0.80% dividend yield over the last twelve months, with an annual payout of $0.54 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.002019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.54$0.61$0.34$0.44$0.49$1.08$0.48$0.34

Dividend yield

0.80%1.01%0.65%1.11%1.66%2.89%1.52%1.22%

Monthly Dividends

The table displays the monthly dividend distributions for iShares U.S. Equity Factor Rotation Active ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.16$0.00$0.00$0.12$0.28
2025$0.00$0.00$0.17$0.00$0.00$0.18$0.00$0.00$0.12$0.00$0.00$0.14$0.61
2024$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.10$0.00$0.00$0.13$0.34
2023$0.00$0.00$0.17$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.00$0.09$0.44
2022$0.00$0.00$0.11$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.12$0.49
2021$0.00$0.00$0.11$0.00$0.00$0.09$0.00$0.00$0.10$0.00$0.00$0.78$1.08

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares U.S. Equity Factor Rotation Active ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares U.S. Equity Factor Rotation Active ETF was 34.72%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current iShares U.S. Equity Factor Rotation Active ETF drawdown is 0.35%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-34.72%Mar 2020
1mo 2d5mo 13d
6mo 15dFeb 2020 - Sep 2020
Bear market2022
-28.65%Sep 2022
10mo 17d1y 2mo
2y 21dNov 2021 - Dec 2023
2025 selloff2025
-18.70%Apr 2025
1mo 17d2mo 18d
4mo 5dFeb 2025 - Jun 2025
2024 pullback2024
-9.31%Aug 2024
19d1mo 15d
2mo 4dJul 2024 - Sep 2024
2026 pullback2026
-8.67%Mar 2026
1mo 18d15d
2mo 3dFeb 2026 - Apr 2026

Drawdown Indicators


DYNFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.72%

-56.78%

+22.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-9.10%

+0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-18.70%

-18.90%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-25.43%

-3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.35%

-1.80%

+1.45%

Average Drawdown

Average peak-to-trough decline

-5.95%

-10.71%

+4.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

2.03%

-0.18%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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