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DYLD vs. BLUI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DYLD vs. BLUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LeaderShares Dynamic Yield ETF (DYLD) and Bluemonte Diversified Income ETF (BLUI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DYLD achieves a 1.00% return, which is significantly lower than BLUI's 3.27% return.


DYLD

1D
-0.11%
1M
0.42%
YTD
1.00%
6M
1.18%
1Y
4.12%
3Y*
4.47%
5Y*
10Y*

BLUI

1D
-0.19%
1M
0.02%
YTD
3.27%
6M
3.18%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DYLD vs. BLUI - Yearly Performance Comparison


2026 (YTD)2025
DYLD
LeaderShares Dynamic Yield ETF
1.00%2.61%
BLUI
Bluemonte Diversified Income ETF
3.27%3.80%

Correlation

The correlation between DYLD and BLUI is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 24, 2025

0.53

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Return for Risk

DYLD vs. BLUI — Risk / Return Rank

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

DYLD
DYLD Risk / Return Rank: 5656
Overall Rank
DYLD Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DYLD Sortino Ratio Rank: 5252
Sortino Ratio Rank
DYLD Omega Ratio Rank: 5252
Omega Ratio Rank
DYLD Calmar Ratio Rank: 6363
Calmar Ratio Rank
DYLD Martin Ratio Rank: 6363
Martin Ratio Rank

BLUI
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.

DYLD vs. BLUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LeaderShares Dynamic Yield ETF (DYLD) and Bluemonte Diversified Income ETF (BLUI). 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.


DYLDBLUIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.12

Martin ratioReturn relative to average drawdown

11.42

DYLD vs. BLUI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DYLDBLUIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.97

-1.71

Drawdowns

DYLD vs. BLUI - Drawdown Comparison

The maximum DYLD drawdown since its inception was -15.03%, which is greater than BLUI's maximum drawdown of -2.43%. Use the drawdown chart below to compare losses from any high point for DYLD and BLUI.


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Drawdown Indicators


DYLDBLUIDifference

Max Drawdown

Largest peak-to-trough decline

-15.03%

-2.43%

-12.60%

Max Drawdown (1Y)

Largest decline over 1 year

-1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-3.40%

Current Drawdown

Current decline from peak

-0.11%

-0.43%

+0.32%

Average Drawdown

Average peak-to-trough decline

-5.18%

-0.37%

-4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

Volatility

DYLD vs. BLUI - Volatility Comparison


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Volatility by Period


DYLDBLUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

2.47%

3.89%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

3.89%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

3.89%

+0.50%

DYLD vs. BLUI - Expense Ratio Comparison

Both DYLD and BLUI have an expense ratio of 0.75%.


Dividends

DYLD vs. BLUI - Dividend Comparison

DYLD's dividend yield for the trailing twelve months is around 4.33%, less than BLUI's 4.72% yield.


PositionTTM20252024202320222021
BLUI
Bluemonte Diversified Income ETF
4.72%2.91%0.00%0.00%0.00%0.00%
DYLD
LeaderShares Dynamic Yield ETF
4.33%4.20%4.58%3.43%1.54%1.02%

Frequently Asked Questions


DYLD and BLUI 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.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DYLD and BLUI have the same expense ratio: 0.75% per year.

BLUI has the higher dividend yield at 4.72%, compared with 4.33% for DYLD.

They also come from different issuers: LeaderShares and Bluemonte.

Portfolio Optimizer

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