BRNY vs. IAI
Compare and contrast key facts about Burney U.S. Factor Rotation ETF (BRNY) and iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI).
BRNY and IAI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BRNY is an actively managed fund by Alpha Architect. It was launched on Oct 13, 2022. IAI is a passively managed fund by iShares that tracks the performance of the DJ US Select / Investment Services. It was launched on May 1, 2006.
Performance
BRNY vs. IAI - Performance Comparison
Loading graphics...
BRNY vs. IAI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | -2.29% | 22.02% | 28.84% | 22.36% | 8.91% |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | -7.71% | 25.80% | 34.37% | 15.27% | 12.52% |
Returns By Period
In the year-to-date period, BRNY achieves a -2.29% return, which is significantly higher than IAI's -7.71% return.
BRNY
- 1D
- 1.00%
- 1M
- -1.71%
- YTD
- -2.29%
- 6M
- 1.74%
- 1Y
- 23.67%
- 3Y*
- 22.81%
- 5Y*
- —
- 10Y*
- —
IAI
- 1D
- 0.40%
- 1M
- -3.75%
- YTD
- -7.71%
- 6M
- -4.59%
- 1Y
- 18.72%
- 3Y*
- 23.36%
- 5Y*
- 13.79%
- 10Y*
- 17.72%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BRNY vs. IAI - Expense Ratio Comparison
BRNY has a 0.79% expense ratio, which is higher than IAI's 0.41% expense ratio.
Return for Risk
BRNY vs. IAI — Risk / Return Rank
BRNY
IAI
BRNY vs. IAI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) and iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI). 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.
| BRNY | IAI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.78 | +0.47 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.18 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.16 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 1.15 | +0.88 |
Martin ratioReturn relative to average drawdown | 8.13 | 3.49 | +4.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BRNY | IAI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.78 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.36 | 0.27 | +1.09 |
Correlation
The correlation between BRNY and IAI is 0.74, 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.
Dividends
BRNY vs. IAI - Dividend Comparison
BRNY's dividend yield for the trailing twelve months is around 0.38%, less than IAI's 1.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRNY Burney U.S. Factor Rotation ETF | 0.38% | 0.30% | 0.23% | 0.68% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 1.17% | 0.95% | 1.05% | 1.80% | 2.14% | 1.31% | 1.55% | 1.52% | 1.58% | 1.37% | 1.49% | 1.31% |
Drawdowns
BRNY vs. IAI - Drawdown Comparison
The maximum BRNY drawdown since its inception was -19.14%, smaller than the maximum IAI drawdown of -75.46%. Use the drawdown chart below to compare losses from any high point for BRNY and IAI.
Loading graphics...
Drawdown Indicators
| BRNY | IAI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.14% | -75.46% | +56.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -16.52% | +4.78% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.38% | — |
Current DrawdownCurrent decline from peak | -5.18% | -13.06% | +7.88% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -22.80% | +19.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 5.45% | -2.52% |
Volatility
BRNY vs. IAI - Volatility Comparison
The current volatility for Burney U.S. Factor Rotation ETF (BRNY) is 5.55%, while iShares U.S. Broker-Dealers & Securities Exchanges ETF (IAI) has a volatility of 6.14%. This indicates that BRNY experiences smaller price fluctuations and is considered to be less risky than IAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BRNY | IAI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 6.14% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 10.91% | 15.26% | -4.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.99% | 24.14% | -5.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.06% | 21.38% | -4.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.06% | 22.91% | -5.85% |