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DEUS vs. DYNF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DEUS vs. DYNF

Last updated Aug 2, 2026
Documentation

DEUS (Xtrackers Russell US Multifactor ETF) and DYNF (iShares U.S. Equity Factor Rotation Active 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 Blend Equities fund actively managed by iShares. DEUS is passively managed, while DYNF is actively managed. Over the past 5 years, DEUS returned 9.89%/yr vs 14.43%/yr for DYNF. Their correlation of 0.84 means they have usually moved in the same direction. DEUS charges 0.17%/yr vs 0.26%/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 iShares U.S. Equity Factor Rotation Active ETF (DYNF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DEUS achieves a 15.12% return, which is significantly higher than DYNF's 11.42% return.

DEUS

1D
-0.21%
1M
1.31%
6M
10.90%
YTD
15.12%
1Y
21.03%
3Y*
14.88%
5Y*
9.89%
10Y*
11.33%
ALL TIME*
11.51%

DYNF

1D
0.79%
1M
0.48%
6M
10.16%
YTD
11.42%
1Y
23.65%
3Y*
22.89%
5Y*
14.43%
10Y*
—
ALL TIME*
16.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DEUS

Xtrackers Russell US Multifactor ETF
$618.40K$852.23K$985.08K

DYNF

iShares U.S. Equity Factor Rotation Active ETF
$128.49M$134.27M$165.92M

DEUS vs. DYNF - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
DEUS
Xtrackers Russell US Multifactor ETF		15.12%10.41%14.33%14.73%-11.18%26.31%8.81%14.67%
DYNF
iShares U.S. Equity Factor Rotation Active ETF		11.42%20.00%30.29%36.25%-20.27%22.12%13.47%14.75%

Correlation

The correlation between DEUS and DYNF is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.53

Correlation (3Y)
Balances recent behavior with more history.

0.69

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.79

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2019

0.84

Over the past year, the correlation between DEUS and DYNF has dropped to 0.53 - well below their long-term average of 0.84, suggesting their price drivers have been diverging.

DEUS vs. DYNF - Sectors Allocation Comparison

Sectors
DEUS
DYNF

Industrials

18.7%
10.4%

Financial Services

13.8%
15.0%

Healthcare

12.9%
6.2%

Consumer Cyclical

11.1%
7.0%

Technology

10.5%
40.1%

Consumer Defensive

7.5%
1.6%

Utilities

7.4%
2.2%

Real Estate

5.6%
2.0%

Energy

5.2%
4.4%

Basic Materials

4.1%
0.7%

Communication Services

3.2%
10.3%

Industrials

DEUS
18.7%
DYNF
10.4%

Financial Services

DEUS
13.8%
DYNF
15.0%

Healthcare

DEUS
12.9%
DYNF
6.2%

Consumer Cyclical

DEUS
11.1%
DYNF
7.0%

Technology

DEUS
10.5%
DYNF
40.1%

Consumer Defensive

DEUS
7.5%
DYNF
1.6%

Utilities

DEUS
7.4%
DYNF
2.2%

Real Estate

DEUS
5.6%
DYNF
2.0%

Energy

DEUS
5.2%
DYNF
4.4%

Basic Materials

DEUS
4.1%
DYNF
0.7%

Communication Services

DEUS
3.2%
DYNF
10.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers Russell US Multifactor ETF

iShares U.S. Equity Factor Rotation Active ETF

Often compared with DEUS:
DEUS vs. JPMEDEUS vs. QLVDEUS vs. SPYDEUS vs. IMCBDEUS vs. FLQMDEUS vs. JPSTDEUS vs. SPMO
Often compared with DYNF:
DYNF vs. VOODYNF vs. THRODYNF vs. VUGDYNF vs. USMFDYNF vs. SCHGDYNF vs. VTIDYNF vs. BRNY

Return for Risk

DEUS vs. DYNF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
DEUS
DEUS Risk / Return Rank: 8080
Overall Rank
DEUS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DEUS Sortino Ratio Rank: 8181
Sortino Ratio Rank
DEUS Omega Ratio Rank: 7575
Omega Ratio Rank
DEUS Calmar Ratio Rank: 8080
Calmar Ratio Rank
DEUS Martin Ratio Rank: 8383
Martin Ratio Rank
DYNF
DYNF Risk / Return Rank: 7272
Overall Rank
DYNF Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DYNF Sortino Ratio Rank: 6767
Sortino Ratio Rank
DYNF Omega Ratio Rank: 6666
Omega Ratio Rank
DYNF Calmar Ratio Rank: 7272
Calmar Ratio Rank
DYNF Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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 iShares U.S. Equity Factor Rotation Active 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

DEUSDYNFDifference
Sharpe ratioReturn per unit of total volatility
1.79
1.57

+0.22

Sortino ratioReturn per unit of downside risk
2.65
2.20

+0.45

Omega ratioGain probability vs. loss probability

1.31

1.28

+0.04

Calmar ratioReturn relative to maximum drawdown

2.92

2.50

+0.43

Martin ratioReturn relative to average drawdown

11.25

11.36

-0.10

DEUS vs. DYNF - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.79, which is comparable to the DYNF Sharpe Ratio of 1.57. 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.

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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.

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Drawdown Indicators

DEUSDYNFDifference

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

-1.53%

-1.01%

-0.52%

Average Drawdown

Average peak-to-trough decline

-4.28%

-5.87%

+1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

1.90%

-0.13%

Volatility

DEUS vs. DYNF - Volatility Comparison

The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 3.09%, while iShares U.S. Equity Factor Rotation Active ETF (DYNF) has a volatility of 4.03%. 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.

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Volatility by Period

DEUSDYNFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

4.03%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

11.12%

-2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

13.79%

-2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

17.64%

-2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

19.84%

-1.89%

DEUS vs. DYNF - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is lower than DYNF's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DEUS vs. DYNF - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.38%, more than DYNF's 0.80% yield.

PositionTTM2025202420232022202120202019201820172016
DEUS
Xtrackers Russell US Multifactor ETF		1.38%1.59%1.36%1.49%1.74%1.14%1.61%1.65%1.77%1.31%2.75%
DYNF
iShares U.S. Equity Factor Rotation Active ETF		0.80%1.01%0.65%1.11%1.66%2.89%1.52%1.22%0.00%0.00%0.00%

Frequently Asked Questions

DEUS and DYNF have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DYNF has higher volatility (4.03%) compared to DEUS (3.09%). In terms of maximum drawdown, DEUS dropped -40.47% vs DYNF's -34.72%.

On 5-year performance, DYNF leads with 14.43% vs 9.89% for DEUS. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DYNF has performed better with a 14.43% return vs 9.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DEUS is cheaper with a 0.17% expense ratio, compared with 0.26% for DYNF.

DEUS has the higher dividend yield at 1.38%, compared with 0.80% for DYNF.

DEUS is categorized as Mid Cap Blend Equities, while DYNF is Large Cap Blend Equities. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.17% for DEUS and 0.26% for DYNF.

DEUS currently has the higher Sharpe Ratio (1.79 vs 1.57), 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.

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