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DEUS vs. DYNF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DEUS and DYNF is 0.80, 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

DEUS vs. DYNF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Russell US Multifactor ETF (DEUS) and BlackRock U.S. Equity Factor Rotation ETF (DYNF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

DEUS:

6.26%

DYNF:

7.48%

Max Drawdown

DEUS:

-0.37%

DYNF:

-0.51%

Current Drawdown

DEUS:

-0.06%

DYNF:

-0.08%

Returns By Period


DEUS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

DYNF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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DEUS vs. DYNF - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is lower than DYNF's 0.30% expense ratio.


Risk-Adjusted Performance

DEUS vs. DYNF — Risk-Adjusted Performance Rank

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

DEUS
The Risk-Adjusted Performance Rank of DEUS is 5959
Overall Rank
The Sharpe Ratio Rank of DEUS is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of DEUS is 6060
Sortino Ratio Rank
The Omega Ratio Rank of DEUS is 5757
Omega Ratio Rank
The Calmar Ratio Rank of DEUS is 6363
Calmar Ratio Rank
The Martin Ratio Rank of DEUS is 5757
Martin Ratio Rank

DYNF
The Risk-Adjusted Performance Rank of DYNF is 7373
Overall Rank
The Sharpe Ratio Rank of DYNF is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of DYNF is 7171
Sortino Ratio Rank
The Omega Ratio Rank of DYNF is 7474
Omega Ratio Rank
The Calmar Ratio Rank of DYNF is 7676
Calmar Ratio Rank
The Martin Ratio Rank of DYNF is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DEUS vs. DYNF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) 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.



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Dividends

DEUS vs. DYNF - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.43%, more than DYNF's 0.94% yield.


TTM202420232022202120202019201820172016
DEUS
Xtrackers Russell US Multifactor ETF
1.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DYNF
BlackRock U.S. Equity Factor Rotation ETF
0.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DEUS vs. DYNF - Drawdown Comparison

The maximum DEUS drawdown since its inception was -0.37%, smaller than the maximum DYNF drawdown of -0.51%. Use the drawdown chart below to compare losses from any high point for DEUS and DYNF. For additional features, visit the drawdowns tool.


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Volatility

DEUS vs. DYNF - Volatility Comparison


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