AESR vs. DYNF
Compare and contrast key facts about Anfield U.S. Equity Sector Rotation ETF (AESR) and BlackRock U.S. Equity Factor Rotation ETF (DYNF).
AESR and DYNF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AESR is an actively managed fund by Regents Park Funds. It was launched on Dec 17, 2019. DYNF is an actively managed fund by Blackrock Financial Management. It was launched on Mar 19, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AESR or DYNF.
Performance
AESR vs. DYNF - Performance Comparison
Returns By Period
In the year-to-date period, AESR achieves a 27.88% return, which is significantly lower than DYNF's 32.26% return.
AESR
27.88%
3.09%
11.56%
35.28%
N/A
N/A
DYNF
32.26%
3.14%
15.06%
39.89%
16.03%
N/A
Key characteristics
| AESR | DYNF | |
|---|---|---|
| Sharpe Ratio | 2.43 | 2.86 |
| Sortino Ratio | 3.31 | 3.77 |
| Omega Ratio | 1.43 | 1.52 |
| Calmar Ratio | 3.60 | 4.28 |
| Martin Ratio | 14.45 | 19.06 |
| Ulcer Index | 2.43% | 2.09% |
| Daily Std Dev | 14.50% | 13.95% |
| Max Drawdown | -31.06% | -34.72% |
| Current Drawdown | -1.01% | -0.40% |
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AESR vs. DYNF - Expense Ratio Comparison
AESR has a 1.46% expense ratio, which is higher than DYNF's 0.30% expense ratio.
Correlation
The correlation between AESR and DYNF is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
AESR vs. DYNF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Anfield U.S. Equity Sector Rotation ETF (AESR) and BlackRock U.S. Equity Factor Rotation ETF (DYNF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
AESR vs. DYNF - Dividend Comparison
AESR's dividend yield for the trailing twelve months is around 0.15%, less than DYNF's 0.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
AESR Anfield U.S. Equity Sector Rotation ETF | 0.15% | 0.33% | 0.73% | 6.59% | 1.06% | 0.33% |
DYNF BlackRock U.S. Equity Factor Rotation ETF | 0.58% | 1.11% | 1.65% | 5.24% | 1.52% | 1.22% |
Drawdowns
AESR vs. DYNF - Drawdown Comparison
The maximum AESR drawdown since its inception was -31.06%, smaller than the maximum DYNF drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for AESR and DYNF. For additional features, visit the drawdowns tool.
Volatility
AESR vs. DYNF - Volatility Comparison
Anfield U.S. Equity Sector Rotation ETF (AESR) and BlackRock U.S. Equity Factor Rotation ETF (DYNF) have volatilities of 4.24% and 4.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.