BTHM vs. DYNF
Compare and contrast key facts about Blackrock Future U.S. Themes ETF (BTHM) and BlackRock U.S. Equity Factor Rotation ETF (DYNF).
BTHM and DYNF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BTHM is an actively managed fund by BlackRock. It was launched on Dec 14, 2021. 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: BTHM or DYNF.
Key characteristics
| BTHM | DYNF | |
|---|---|---|
| YTD Return | 34.47% | 32.64% |
| 1Y Return | 46.39% | 47.96% |
| Sharpe Ratio | 3.22 | 3.29 |
| Sortino Ratio | 4.28 | 4.32 |
| Omega Ratio | 1.58 | 1.60 |
| Calmar Ratio | 4.96 | 5.02 |
| Martin Ratio | 21.28 | 22.44 |
| Ulcer Index | 2.16% | 2.08% |
| Daily Std Dev | 14.31% | 14.22% |
| Max Drawdown | -26.54% | -34.72% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between BTHM and DYNF is 0.95, 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.
Performance
BTHM vs. DYNF - Performance Comparison
In the year-to-date period, BTHM achieves a 34.47% return, which is significantly higher than DYNF's 32.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BTHM vs. DYNF - Expense Ratio Comparison
BTHM has a 0.60% expense ratio, which is higher than DYNF's 0.30% expense ratio.
Risk-Adjusted Performance
BTHM vs. DYNF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Blackrock Future U.S. Themes ETF (BTHM) 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
BTHM vs. DYNF - Dividend Comparison
BTHM's dividend yield for the trailing twelve months is around 0.29%, less than DYNF's 0.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
BTHM Blackrock Future U.S. Themes ETF | 0.29% | 0.55% | 0.90% | 0.00% | 0.00% | 0.00% |
DYNF BlackRock U.S. Equity Factor Rotation ETF | 0.57% | 1.11% | 1.65% | 5.24% | 1.52% | 1.22% |
Drawdowns
BTHM vs. DYNF - Drawdown Comparison
The maximum BTHM drawdown since its inception was -26.54%, smaller than the maximum DYNF drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for BTHM and DYNF. For additional features, visit the drawdowns tool.
Volatility
BTHM vs. DYNF - Volatility Comparison
Blackrock Future U.S. Themes ETF (BTHM) and BlackRock U.S. Equity Factor Rotation ETF (DYNF) have volatilities of 4.13% and 4.18%, 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.