BRNY vs. SENT

Last updated Jun 5, 2026

BRNY (Burney U.S. Factor Rotation ETF) and SENT (AdvisorShares Alpha DNA Equity Sentiment ETF) are both exchange-traded funds - BRNY is a fund fund actively managed by Alpha Architect, while SENT is a Long-Short fund tracking the Actively Managed. BRNY is actively managed, while SENT is passively managed. Over the past 3 years, BRNY returned 28.46%/yr vs -2.96%/yr for SENT. At a 0.44 correlation, their price movements are largely independent. BRNY charges 0.79%/yr vs 1.01%/yr for SENT.

Performance

BRNY vs. SENT - Performance Comparison

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

Returns By Period

BRNY

• 1D: 0.74%
• 1M: 5.18%
• YTD: 14.34%
• 6M: 15.95%
• 1Y: 33.88%
• 3Y*: 28.46%
• 5Y*: —
• 10Y*: —

SENT

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: 0.00%
• 1Y: 0.00%
• 3Y*: -2.96%
• 5Y*: -4.51%
• 10Y*: —

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

BRNY vs. SENT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BRNY Burney U.S. Factor Rotation ETF	14.34%	22.02%	28.84%	22.36%	8.91%
SENT AdvisorShares Alpha DNA Equity Sentiment ETF	0.00%	0.00%	0.00%	-6.03%	3.81%

Correlation

The correlation between BRNY and SENT is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (All Time) Calculated using the full available price history since Oct 17, 2022	0.44

The correlation between BRNY and SENT shifts across timeframes, from 0.25 (3 years) to 0.44 (all time), reflecting how their relationship changes across market environments.

BRNY vs. SENT - Sectors Allocation Comparison

Sectors	BRNY	SENT
Technology	30.6%	26.2%
Financial Services	16.6%	6.1%
Consumer Cyclical	10.7%	10.1%
Communication Services	10.3%	1.9%
Healthcare	10.0%	24.8%
Industrials	7.4%	14.6%
Utilities	5.2%	-
Basic Materials	5.1%	3.0%
Energy	1.7%	10.3%
Consumer Defensive	1.4%	3.1%
Real Estate	1.0%	-

Return for Risk

BRNY vs. SENT — Risk / Return Rank

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

BRNY

BRNY Risk / Return Rank: 77
BRNY Sharpe Ratio Rank: 79
BRNY Sortino Ratio Rank: 79
BRNY Omega Ratio Rank: 76
BRNY Calmar Ratio Rank: 74
BRNY Martin Ratio Rank: 76

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.

BRNY vs. SENT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Burney U.S. Factor Rotation ETF (BRNY) and AdvisorShares Alpha DNA Equity Sentiment ETF (SENT). 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	SENT	Difference
Sharpe ratio: Return per unit of total volatility	2.52	—	—
Sortino ratio: Return per unit of downside risk	3.46	—	—
Omega ratio: Gain probability vs. loss probability	1.44	—	—
Calmar ratio: Return relative to maximum drawdown	3.64	—	—
Martin ratio: Return relative to average drawdown	14.33	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BRNY	SENT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.52	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.62	-0.25	+1.87

Drawdowns

BRNY vs. SENT - Drawdown Comparison

The maximum BRNY drawdown since its inception was -19.14%, smaller than the maximum SENT drawdown of -30.34%. Use the drawdown chart below to compare losses from any high point for BRNY and SENT.

Drawdown Indicators

	BRNY	SENT	Difference
Max Drawdown Largest peak-to-trough decline	-19.14%	-30.34%	+11.20%
Max Drawdown (1Y) Largest decline over 1 year	-9.34%	0.00%	-9.34%
Max Drawdown (3Y) Largest decline over 3 years	-19.14%	-15.83%	-3.31%
Max Drawdown (5Y) Largest decline over 5 years	—	-30.34%	—
Current Drawdown Current decline from peak	0.00%	-27.23%	+27.23%
Average Drawdown Average peak-to-trough decline	-2.77%	-20.90%	+18.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.37%	0.00%	+2.37%

Volatility

BRNY vs. SENT - Volatility Comparison

Burney U.S. Factor Rotation ETF (BRNY) has a higher volatility of 3.96% compared to AdvisorShares Alpha DNA Equity Sentiment ETF (SENT) at 0.00%. This indicates that BRNY's price experiences larger fluctuations and is considered to be riskier than SENT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRNY	SENT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.96%	0.00%	+3.96%
Volatility (6M) Calculated over the trailing 6-month period	10.27%	0.00%	+10.27%
Volatility (1Y) Calculated over the trailing 1-year period	13.49%	0.00%	+13.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.92%	12.65%	+4.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.92%	13.31%	+3.61%

BRNY vs. SENT - Expense Ratio Comparison

BRNY has a 0.79% expense ratio, which is lower than SENT's 1.01% expense ratio.

Dividends

BRNY vs. SENT - Dividend Comparison

BRNY's dividend yield for the trailing twelve months is around 0.33%, while SENT has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
BRNY Burney U.S. Factor Rotation ETF	0.33%	0.30%	0.23%	0.68%	0.22%
SENT AdvisorShares Alpha DNA Equity Sentiment ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BRNY and SENT in my portfolio?

BRNY and SENT have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BRNY or SENT?

BRNY has higher volatility (3.96%) compared to SENT (0.00%). In terms of maximum drawdown, BRNY dropped -19.14% vs SENT's -30.34%.

Which ETF is better, BRNY or SENT?

On 3-year performance, BRNY leads with 28.46% vs -2.96% for SENT. On fees, BRNY is cheaper at 0.79% per year. On volatility, SENT has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BRNY or SENT?

Over the 3-year period, BRNY has performed better with a 28.46% return vs -2.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BRNY or SENT?

BRNY is cheaper with a 0.79% expense ratio, compared with 1.01% for SENT.

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

BRNY has the higher dividend yield at 0.33%, compared with 0.00% for SENT.

What is the main difference between BRNY and SENT?

They also come from different issuers: Alpha Architect and AdvisorShares. Their fees differ too: 0.79% for BRNY and 1.01% for SENT.