DYNF vs. ESN

Last updated Aug 2, 2026

DYNF (iShares U.S. Equity Factor Rotation Active ETF) and ESN (Essential 40 Stock ETF) are both Large Cap Blend Equities funds. DYNF is actively managed, while ESN is passively managed. Over the past year, DYNF returned 23.65% vs 27.64% for ESN. Their 0.70 correlation means they have sometimes moved together and sometimes differently. DYNF charges 0.26%/yr vs 0.70%/yr for ESN.

Performance

DYNF vs. ESN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Equity Factor Rotation Active ETF (DYNF) and Essential 40 Stock ETF (ESN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DYNF achieves a 11.42% return, which is significantly lower than ESN's 16.65% return.

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%

ESN

• 1D: 0.28%
• 1M: -0.26%
• 6M: 12.11%
• YTD: 16.65%
• 1Y: 27.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.50%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DYNF iShares U.S. Equity Factor Rotation Active ETF	$128.49M	$134.27M	$165.92M
ESN Essential 40 Stock ETF	$2.17M	$1.60M	$1.63M

DYNF vs. ESN - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DYNF iShares U.S. Equity Factor Rotation Active ETF	11.42%	20.00%	0.63%
ESN Essential 40 Stock ETF	16.65%	16.52%	-3.53%

Correlation

The correlation between DYNF and ESN is 0.65, 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.	0.65
Correlation (All Time) Calculated using the full available price history since Oct 21, 2024	0.70

The correlation between DYNF and ESN has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.

Return for Risk

DYNF vs. ESN — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DYNF

DYNF Risk / Return Rank: 72
DYNF Sharpe Ratio Rank: 69
DYNF Sortino Ratio Rank: 67
DYNF Omega Ratio Rank: 66
DYNF Calmar Ratio Rank: 72
DYNF Martin Ratio Rank: 84

ESN

ESN Risk / Return Rank: 93
ESN Sharpe Ratio Rank: 94
ESN Sortino Ratio Rank: 93
ESN Omega Ratio Rank: 92
ESN Calmar Ratio Rank: 91
ESN Martin Ratio Rank: 92

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.

DYNF vs. ESN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Equity Factor Rotation Active ETF (DYNF) and Essential 40 Stock ETF (ESN). 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.

	DYNF	ESN	Difference
Sharpe ratio: Return per unit of total volatility	1.57	2.65	-1.08
Sortino ratio: Return per unit of downside risk	2.20	3.65	-1.45
Omega ratio: Gain probability vs. loss probability	1.28	1.46	-0.18
Calmar ratio: Return relative to maximum drawdown	2.50	4.12	-1.62
Martin ratio: Return relative to average drawdown	11.36	16.52	-5.16

DYNF vs. ESN - Sharpe Ratio Comparison

The current DYNF Sharpe Ratio is 1.57, which is lower than the ESN Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of DYNF and ESN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DYNF vs. ESN - Drawdown Comparison

The maximum DYNF drawdown since its inception was -34.72%, which is greater than ESN's maximum drawdown of -13.60%. Use the drawdown chart below to compare losses from any high point for DYNF and ESN.

Drawdown Indicators

	DYNF	ESN	Difference
Max Drawdown Largest peak-to-trough decline	-34.72%	-13.60%	-21.12%
Max Drawdown (1Y) Largest decline over 1 year	-8.67%	-6.42%	-2.25%
Max Drawdown (3Y) Largest decline over 3 years	-18.70%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-28.65%	—	—
Current Drawdown Current decline from peak	-1.01%	-0.53%	-0.48%
Average Drawdown Average peak-to-trough decline	-5.87%	-1.81%	-4.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	1.60%	+0.30%

Volatility

DYNF vs. ESN - Volatility Comparison

iShares U.S. Equity Factor Rotation Active ETF (DYNF) has a higher volatility of 4.03% compared to Essential 40 Stock ETF (ESN) at 2.65%. This indicates that DYNF's price experiences larger fluctuations and is considered to be riskier than ESN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DYNF	ESN	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.03%	2.65%	+1.38%
Volatility (6M) Calculated over the trailing 6-month period	11.12%	7.51%	+3.61%
Volatility (1Y) Calculated over the trailing 1-year period	13.79%	9.98%	+3.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.64%	13.04%	+4.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.84%	13.04%	+6.80%

DYNF vs. ESN - Expense Ratio Comparison

DYNF has a 0.26% expense ratio, which is lower than ESN's 0.70% expense ratio.

Dividends

DYNF vs. ESN - Dividend Comparison

DYNF's dividend yield for the trailing twelve months is around 0.80%, more than ESN's 0.78% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
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%
ESN Essential 40 Stock ETF	0.78%	0.91%	0.76%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DYNF and ESN in my portfolio?

DYNF and ESN have a correlation of 0.65, 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 ESN?

DYNF has higher volatility (4.03%) compared to ESN (2.65%). In terms of maximum drawdown, DYNF dropped -34.72% vs ESN's -13.60%.

Which ETF is better, DYNF or ESN?

On 1-year performance, ESN leads with 27.64% vs 23.65% for DYNF. On fees, DYNF is cheaper at 0.26% per year. On volatility, ESN has been the lower-risk option at 2.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DYNF or ESN?

Over the 1-year period, ESN has performed better with a 27.64% return vs 23.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DYNF or ESN?

DYNF is cheaper with a 0.26% expense ratio, compared with 0.70% for ESN.

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

DYNF has the higher dividend yield at 0.80%, compared with 0.78% for ESN.

What is the main difference between DYNF and ESN?

They also come from different issuers: iShares and KKM. Their fees differ too: 0.26% for DYNF and 0.70% for ESN.

Which has better risk-adjusted returns?

ESN currently has the higher Sharpe Ratio (2.65 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.