DYNF vs. DEUS

Last updated Jun 5, 2026

DYNF (BlackRock U.S. Equity Factor Rotation ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both exchange-traded funds - DYNF is a Large Cap Growth Equities fund actively managed by BlackRock, while DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index. DYNF is actively managed, while DEUS is passively managed. Over the past 5 years, DYNF returned 15.11%/yr vs 9.46%/yr for DEUS. Their correlation of 0.85 suggests significant overlap in exposure. DYNF charges 0.30%/yr vs 0.17%/yr for DEUS.

Performance

DYNF vs. DEUS - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with DYNF having a 11.93% return and DEUS slightly lower at 11.46%.

DYNF

• 1D: 0.34%
• 1M: 5.19%
• YTD: 11.93%
• 6M: 11.85%
• 1Y: 30.76%
• 3Y*: 26.47%
• 5Y*: 15.11%
• 10Y*: —

DEUS

• 1D: 0.31%
• 1M: 2.70%
• YTD: 11.46%
• 6M: 11.99%
• 1Y: 19.36%
• 3Y*: 16.86%
• 5Y*: 9.46%
• 10Y*: 11.33%

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

DYNF vs. DEUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DYNF BlackRock U.S. Equity Factor Rotation ETF	11.93%	20.00%	30.29%	36.25%	-20.27%	22.12%	13.47%	14.07%
DEUS Xtrackers Russell US Multifactor ETF	11.46%	10.41%	14.33%	14.73%	-11.18%	26.31%	8.81%	13.03%

Correlation

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

DYNF vs. DEUS - Sectors Allocation Comparison

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

Return for Risk

DYNF vs. DEUS — Risk / Return Rank

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

DYNF

DYNF Risk / Return Rank: 77
DYNF Sharpe Ratio Rank: 78
DYNF Sortino Ratio Rank: 76
DYNF Omega Ratio Rank: 75
DYNF Calmar Ratio Rank: 72
DYNF Martin Ratio Rank: 84

DEUS

DEUS Risk / Return Rank: 55
DEUS Sharpe Ratio Rank: 52
DEUS Sortino Ratio Rank: 55
DEUS Omega Ratio Rank: 50
DEUS Calmar Ratio Rank: 58
DEUS Martin Ratio Rank: 61

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.

DYNF vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock U.S. Equity Factor Rotation ETF (DYNF) and Xtrackers Russell US Multifactor ETF (DEUS). 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.

	DYNF	DEUS	Difference
Sharpe ratio: Return per unit of total volatility	2.48	1.77	+0.72
Sortino ratio: Return per unit of downside risk	3.37	2.60	+0.77
Omega ratio: Gain probability vs. loss probability	1.44	1.31	+0.13
Calmar ratio: Return relative to maximum drawdown	3.57	2.85	+0.72
Martin ratio: Return relative to average drawdown	17.29	10.81	+6.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DYNF vs. DEUS - Sharpe Ratio Comparison

The current DYNF Sharpe Ratio is 2.48, which is higher than the DEUS Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of DYNF and DEUS, 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

	DYNF	DEUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.48	1.77	+0.72
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	0.61	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.83	0.64	+0.19

Drawdowns

DYNF vs. DEUS - Drawdown Comparison

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

Drawdown Indicators

	DYNF	DEUS	Difference
Max Drawdown Largest peak-to-trough decline	-34.72%	-40.47%	+5.75%
Max Drawdown (1Y) Largest decline over 1 year	-8.67%	-6.83%	-1.84%
Max Drawdown (3Y) Largest decline over 3 years	-18.70%	-16.69%	-2.01%
Max Drawdown (5Y) Largest decline over 5 years	-28.65%	-20.89%	-7.76%
Max Drawdown (10Y) Largest decline over 10 years	—	-40.47%	—
Current Drawdown Current decline from peak	-0.24%	0.00%	-0.24%
Average Drawdown Average peak-to-trough decline	-5.97%	-4.33%	-1.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.78%	1.80%	-0.02%

Volatility

DYNF vs. DEUS - Volatility Comparison

BlackRock U.S. Equity Factor Rotation ETF (DYNF) has a higher volatility of 3.21% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 2.68%. This indicates that DYNF's price experiences larger fluctuations and is considered to be riskier than DEUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DYNF	DEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.21%	2.68%	+0.53%
Volatility (6M) Calculated over the trailing 6-month period	9.55%	8.12%	+1.43%
Volatility (1Y) Calculated over the trailing 1-year period	12.44%	11.01%	+1.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.49%	15.55%	+1.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.90%	17.98%	+1.92%

DYNF vs. DEUS - Expense Ratio Comparison

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

Dividends

DYNF vs. DEUS - Dividend Comparison

DYNF's dividend yield for the trailing twelve months is around 0.88%, less than DEUS's 1.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DEUS Xtrackers Russell US Multifactor ETF	1.44%	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 DYNF and DEUS in my portfolio?

DYNF and DEUS 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, DYNF or DEUS?

DYNF has higher volatility (3.21%) compared to DEUS (2.68%). In terms of maximum drawdown, DYNF dropped -34.72% vs DEUS's -40.47%.

Which ETF is better, DYNF or DEUS?

On 5-year performance, DYNF leads with 15.11% vs 9.46% for DEUS. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 2.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DYNF or DEUS?

Over the 5-year period, DYNF has performed better with a 15.11% return vs 9.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DYNF or DEUS?

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

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

DEUS has the higher dividend yield at 1.44%, compared with 0.88% for DYNF.

What is the main difference between DYNF and DEUS?

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

Which has better risk-adjusted returns?

DYNF currently has the higher Sharpe Ratio (2.48 vs 1.77), 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.