BREM vs. DYNF

Last updated Jun 4, 2026

BREM (iShares Emerging Markets Bond Active ETF) and DYNF (BlackRock U.S. Equity Factor Rotation ETF) are both exchange-traded funds - BREM is a Emerging Markets Bonds fund actively managed by BlackRock, while DYNF is a Large Cap Growth Equities fund actively managed by BlackRock. Both are actively managed. A 0.64 correlation means they provide meaningful diversification when combined. BREM charges 0.50%/yr vs 0.30%/yr for DYNF.

Performance

BREM vs. DYNF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Emerging Markets Bond Active ETF (BREM) and BlackRock U.S. Equity Factor Rotation ETF (DYNF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BREM achieves a 3.26% return, which is significantly lower than DYNF's 11.93% return.

BREM

• 1D: -0.21%
• 1M: 1.16%
• YTD: 3.26%
• 6M: 3.89%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DYNF

• 1D: 0.34%
• 1M: 5.19%
• YTD: 11.93%
• 6M: 11.85%
• 1Y: 30.76%
• 3Y*: 26.47%
• 5Y*: 15.11%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BREM vs. DYNF - Yearly Performance Comparison

	2026 (YTD)	2025
BREM iShares Emerging Markets Bond Active ETF	3.26%	2.74%
DYNF BlackRock U.S. Equity Factor Rotation ETF	11.93%	4.17%

Correlation

The correlation between BREM and DYNF is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 17, 2025	0.64

Return for Risk

BREM vs. DYNF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DYNF

DYNF Risk / Return Rank: 77
DYNF Sharpe Ratio Rank: 78
DYNF Sortino Ratio Rank: 76
DYNF Omega Ratio Rank: 75
DYNF Calmar Ratio Rank: 72
DYNF Martin Ratio Rank: 84

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.

BREM vs. DYNF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Bond Active ETF (BREM) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BREM	DYNF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.48	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.87	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.75	0.83	+0.92

Drawdowns

BREM vs. DYNF - Drawdown Comparison

The maximum BREM drawdown since its inception was -4.54%, smaller than the maximum DYNF drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for BREM and DYNF.

Drawdown Indicators

	BREM	DYNF	Difference
Max Drawdown Largest peak-to-trough decline	-4.54%	-34.72%	+30.18%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.67%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-18.70%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.65%	—
Current Drawdown Current decline from peak	-0.21%	-0.24%	+0.03%
Average Drawdown Average peak-to-trough decline	-0.67%	-5.97%	+5.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.78%	—

Volatility

Volatility by Period

	BREM	DYNF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.21%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.55%	—
Volatility (1Y) Calculated over the trailing 1-year period	5.70%	12.44%	-6.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.70%	17.49%	-11.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.70%	19.90%	-14.20%

BREM vs. DYNF - Expense Ratio Comparison

BREM has a 0.50% expense ratio, which is higher than DYNF's 0.30% expense ratio.

Dividends

BREM vs. DYNF - Dividend Comparison

BREM's dividend yield for the trailing twelve months is around 3.91%, more than DYNF's 0.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
BREM iShares Emerging Markets Bond Active ETF	3.91%	1.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DYNF BlackRock U.S. Equity Factor Rotation ETF	0.88%	1.01%	0.65%	1.11%	1.66%	2.89%	1.52%	1.22%

Frequently Asked Questions

Can I hold both BREM and DYNF in my portfolio?

BREM and DYNF have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BREM or DYNF?

On fees, DYNF is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BREM or DYNF?

DYNF is cheaper with a 0.30% expense ratio, compared with 0.50% for BREM.

Which ETF pays a higher dividend yield, BREM or DYNF?

BREM has the higher dividend yield at 3.91%, compared with 0.88% for DYNF.

What is the main difference between BREM and DYNF?

BREM is categorized as Emerging Markets Bonds, while DYNF is Large Cap Growth Equities. Their fees differ too: 0.50% for BREM and 0.30% for DYNF.