DEUS vs. DYNF

Last updated Jun 3, 2026

DEUS (Xtrackers Russell US Multifactor ETF) and DYNF (BlackRock U.S. Equity Factor Rotation ETF) are both exchange-traded funds - DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index, while DYNF is a Large Cap Growth Equities fund actively managed by BlackRock. DEUS is passively managed, while DYNF is actively managed. Over the past 5 years, DEUS returned 9.49%/yr vs 15.37%/yr for DYNF. Their correlation of 0.85 suggests significant overlap in exposure. DEUS charges 0.17%/yr vs 0.30%/yr for DYNF.

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.

Returns By Period

In the year-to-date period, DEUS achieves a 10.91% return, which is significantly lower than DYNF's 12.19% return.

DEUS

• 1D: 0.73%
• 1M: 2.26%
• YTD: 10.91%
• 6M: 11.97%
• 1Y: 19.24%
• 3Y*: 16.46%
• 5Y*: 9.49%
• 10Y*: 11.31%

DYNF

• 1D: 0.64%
• 1M: 6.00%
• YTD: 12.19%
• 6M: 12.46%
• 1Y: 31.62%
• 3Y*: 26.46%
• 5Y*: 15.37%
• 10Y*: —

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

DEUS vs. DYNF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DEUS Xtrackers Russell US Multifactor ETF	10.91%	10.41%	14.33%	14.73%	-11.18%	26.31%	8.81%	13.03%
DYNF BlackRock U.S. Equity Factor Rotation ETF	12.19%	20.00%	30.29%	36.25%	-20.27%	22.12%	13.47%	14.07%

Correlation

The correlation between DEUS and DYNF is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since Mar 22, 2019	0.85

Over the past year, the correlation between DEUS and DYNF has dropped to 0.62 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.

DEUS vs. DYNF - Sectors Allocation Comparison

Sectors	DEUS	DYNF
Industrials	17.6%	8.4%
Technology	15.5%	39.8%
Financial Services	12.1%	16.2%
Healthcare	11.4%	6.6%
Consumer Cyclical	10.6%	7.8%
Consumer Defensive	7.5%	2.4%
Utilities	7.3%	2.7%
Energy	5.5%	1.9%
Basic Materials	4.5%	0.7%
Real Estate	4.3%	1.9%
Communication Services	3.8%	11.7%

Return for Risk

DEUS vs. DYNF — Risk / Return Rank

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

DEUS

DEUS Risk / Return Rank: 53
DEUS Sharpe Ratio Rank: 50
DEUS Sortino Ratio Rank: 53
DEUS Omega Ratio Rank: 48
DEUS Calmar Ratio Rank: 55
DEUS Martin Ratio Rank: 59

DYNF

DYNF Risk / Return Rank: 78
DYNF Sharpe Ratio Rank: 78
DYNF Sortino Ratio Rank: 76
DYNF Omega Ratio Rank: 76
DYNF Calmar Ratio Rank: 73
DYNF Martin Ratio Rank: 85

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.

DEUS vs. DYNF - Risk-Adjusted Trends 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.

	DEUS	DYNF	Difference
Sharpe ratio Return per unit of total volatility	1.75	2.56	-0.80
Sortino ratio Return per unit of downside risk	2.59	3.46	-0.87
Omega ratio Gain probability vs. loss probability	1.31	1.46	-0.15
Calmar ratio Return relative to maximum drawdown	2.79	3.73	-0.94
Martin ratio Return relative to average drawdown	10.62	18.14	-7.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DEUS vs. DYNF - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.75, which is lower than the DYNF Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of DEUS and DYNF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DEUS	DYNF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	2.56	-0.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.88	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.83	-0.20

Drawdowns

DEUS vs. DYNF - Drawdown Comparison

The maximum DEUS drawdown since its inception was -40.47%, which is greater than DYNF's maximum drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for DEUS and DYNF.

Drawdown Indicators

	DEUS	DYNF	Difference
Max Drawdown Largest peak-to-trough decline	-40.47%	-34.72%	-5.75%
Max Drawdown (1Y) Largest decline over 1 year	-6.83%	-8.67%	+1.84%
Max Drawdown (3Y) Largest decline over 3 years	-16.69%	-18.70%	+2.01%
Max Drawdown (5Y) Largest decline over 5 years	-20.89%	-28.65%	+7.76%
Max Drawdown (10Y) Largest decline over 10 years	-40.47%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.34%	-5.98%	+1.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	1.78%	+0.02%

Volatility

DEUS vs. DYNF - Volatility Comparison

The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 2.97%, while BlackRock U.S. Equity Factor Rotation ETF (DYNF) has a volatility of 3.21%. This indicates that DEUS experiences smaller price fluctuations and is considered to be less risky than DYNF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEUS	DYNF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	3.21%	-0.24%
Volatility (6M) Calculated over the trailing 6-month period	8.17%	9.54%	-1.37%
Volatility (1Y) Calculated over the trailing 1-year period	11.02%	12.43%	-1.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.55%	17.49%	-1.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.98%	19.90%	-1.92%

DEUS vs. DYNF - Expense Ratio Comparison

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

Dividends

DEUS vs. DYNF - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.45%, more than DYNF's 0.88% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DEUS Xtrackers Russell US Multifactor ETF	1.45%	1.59%	1.36%	1.49%	1.74%	1.14%	1.61%	1.65%	1.77%	1.31%	2.75%
DYNF BlackRock U.S. Equity Factor Rotation ETF	0.88%	1.01%	0.65%	1.11%	1.66%	2.89%	1.52%	1.22%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DEUS and DYNF in my portfolio?

DEUS and DYNF have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DEUS or DYNF?

DYNF has higher volatility (3.21%) compared to DEUS (2.97%). In terms of maximum drawdown, DEUS dropped -40.47% vs DYNF's -34.72%.

Which ETF is better, DEUS or DYNF?

On 5-year performance, DYNF leads with 15.37% vs 9.49% for DEUS. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 2.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEUS or DYNF?

Over the 5-year period, DYNF has performed better with a 15.37% return vs 9.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEUS or DYNF?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.30% for DYNF.

Which ETF pays a higher dividend yield, DEUS or DYNF?

DEUS has the higher dividend yield at 1.45%, compared with 0.88% for DYNF.

What is the main difference between DEUS and DYNF?

DEUS is categorized as Mid Cap Blend Equities, while DYNF is Large Cap Growth Equities. They also come from different issuers: Xtrackers and BlackRock. Their fees differ too: 0.17% for DEUS and 0.30% for DYNF.

Which has better risk-adjusted returns?

DYNF currently has the higher Sharpe Ratio (2.56 vs 1.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.