BRNY vs. BRES

Last updated Aug 6, 2026

BRNY (Burney U.S. Factor Rotation ETF) and BRES (Burney U.S. Equity Select ETF) are both exchange-traded funds - BRNY is a Multi-factor fund actively managed by Burney, while BRES is a Large Cap Blend Equities fund actively managed by Burney. Both are actively managed. Their correlation of 0.92 means they have usually moved in the same direction. Both charge a 0.79% expense ratio.

Performance

BRNY vs. BRES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Burney U.S. Factor Rotation ETF (BRNY) and Burney U.S. Equity Select ETF (BRES). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BRNY

• 1D: 0.11%
• 1M: 1.01%
• 6M: 17.29%
• YTD: 17.70%
• 1Y: 30.27%
• 3Y*: 26.89%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 25.58%

BRES

• 1D: -0.11%
• 1M: 0.93%
• 6M: 11.13%
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BRES Burney U.S. Equity Select ETF	$308.10K	$497.06K	$454.11K
BRNY Burney U.S. Factor Rotation ETF	$1.02M	$933.73K	$1.33M

BRNY vs. BRES - Yearly Performance Comparison

	2026 (YTD)
BRNY Burney U.S. Factor Rotation ETF	17.29%
BRES Burney U.S. Equity Select ETF	11.13%

Correlation

The correlation between BRNY and BRES is 0.92, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 5, 2026	0.92

Return for Risk

BRNY vs. BRES — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BRNY

BRNY Risk / Return Rank: 77
BRNY Sharpe Ratio Rank: 77
BRNY Sortino Ratio Rank: 75
BRNY Omega Ratio Rank: 73
BRNY Calmar Ratio Rank: 80
BRNY Martin Ratio Rank: 81

BRES

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BRNY vs. BRES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) and Burney U.S. Equity Select ETF (BRES). 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.

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.

	BRNY	BRES	Difference
Sharpe ratio: Return per unit of total volatility	1.97	—	—
Sortino ratio: Return per unit of downside risk	2.72	—	—
Omega ratio: Gain probability vs. loss probability	1.35	—	—
Calmar ratio: Return relative to maximum drawdown	3.26	—	—
Martin ratio: Return relative to average drawdown	12.14	—	—

Drawdowns

BRNY vs. BRES - Drawdown Comparison

The maximum BRNY drawdown since its inception was -19.14%, which is greater than BRES's maximum drawdown of -9.14%. Use the drawdown chart below to compare losses from any high point for BRNY and BRES.

Drawdown Indicators

	BRNY	BRES	Difference
Max Drawdown Largest peak-to-trough decline	-19.14%	-9.14%	-10.00%
Max Drawdown (1Y) Largest decline over 1 year	-9.34%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.14%	—	—
Current Drawdown Current decline from peak	0.00%	-0.11%	+0.11%
Average Drawdown Average peak-to-trough decline	-2.72%	-1.84%	-0.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.50%	—	—

Volatility

Volatility by Period

	BRNY	BRES	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.31%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.36%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.46%	16.17%	-0.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.20%	16.17%	+1.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.20%	16.17%	+1.03%

BRNY vs. BRES - Expense Ratio Comparison

Both BRNY and BRES have an expense ratio of 0.79%.

Dividends

BRNY vs. BRES - Dividend Comparison

BRNY's dividend yield for the trailing twelve months is around 0.20%, more than BRES's 0.16% yield.

Position	TTM	2025	2024	2023	2022
BRES Burney U.S. Equity Select ETF	0.16%	0.00%	0.00%	0.00%	0.00%
BRNY Burney U.S. Factor Rotation ETF	0.20%	0.30%	0.23%	0.68%	0.22%

Frequently Asked Questions

Can I hold both BRNY and BRES in my portfolio?

With a correlation of 0.92, BRNY and BRES move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, BRNY or BRES?

Both ETFs have the same 0.79% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BRNY or BRES?

BRNY and BRES have the same expense ratio: 0.79% per year.

Which ETF pays a higher dividend yield, BRNY or BRES?

BRNY has the higher dividend yield at 0.20%, compared with 0.16% for BRES.

What is the main difference between BRNY and BRES?

BRNY is categorized as Multi-factor, while BRES is Large Cap Blend Equities.