DEUS vs. DYNF
Compare and contrast key facts about Xtrackers Russell US Multifactor ETF (DEUS) and BlackRock U.S. Equity Factor Rotation ETF (DYNF).
DEUS and DYNF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEUS is a passively managed fund by Deutsche Bank that tracks the performance of the Russell 1000 Comprehensive Factor Index. It was launched on Nov 24, 2015. 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: DEUS or DYNF.
Key characteristics
| DEUS | DYNF | |
|---|---|---|
| YTD Return | 3.80% | 8.27% |
| 1Y Return | 17.74% | 34.68% |
| 3Y Return (Ann) | 5.45% | 9.29% |
| 5Y Return (Ann) | 9.73% | 13.14% |
| Sharpe Ratio | 1.42 | 2.40 |
| Daily Std Dev | 11.95% | 13.88% |
| Max Drawdown | -40.47% | -34.72% |
| Current Drawdown | -5.47% | -3.99% |
Correlation
The correlation between DEUS and DYNF is 0.91, 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
In the year-to-date period, DEUS achieves a 3.80% return, which is significantly lower than DYNF's 8.27% 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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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 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.
Dividends
DEUS vs. DYNF - Dividend Comparison
DEUS's dividend yield for the trailing twelve months is around 1.37%, more than DYNF's 0.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 1.37% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.15% |
DYNF BlackRock U.S. Equity Factor Rotation ETF | 0.74% | 1.11% | 1.66% | 5.24% | 1.52% | 1.22% | 0.00% | 0.00% | 0.00% |
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. For additional features, visit the drawdowns tool.
Volatility
DEUS vs. DYNF - Volatility Comparison
The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 3.42%, while BlackRock U.S. Equity Factor Rotation ETF (DYNF) has a volatility of 4.81%. 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.