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DYNF vs. GLOF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DYNF and GLOF is 0.93, 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

DYNF vs. GLOF - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DYNF:

0.73

GLOF:

0.62

Sortino Ratio

DYNF:

1.15

GLOF:

0.99

Omega Ratio

DYNF:

1.17

GLOF:

1.14

Calmar Ratio

DYNF:

0.79

GLOF:

0.68

Martin Ratio

DYNF:

2.93

GLOF:

2.95

Ulcer Index

DYNF:

5.06%

GLOF:

3.73%

Daily Std Dev

DYNF:

19.82%

GLOF:

17.60%

Max Drawdown

DYNF:

-34.72%

GLOF:

-34.12%

Current Drawdown

DYNF:

-4.02%

GLOF:

-1.02%

Returns By Period

In the year-to-date period, DYNF achieves a 0.63% return, which is significantly lower than GLOF's 5.61% return.


DYNF

YTD

0.63%

1M

14.40%

6M

-0.25%

1Y

14.36%

3Y*

20.93%

5Y*

17.65%

10Y*

N/A

GLOF

YTD

5.61%

1M

12.10%

6M

5.02%

1Y

10.84%

3Y*

14.20%

5Y*

14.02%

10Y*

8.25%

*Annualized

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iShares Global Equity Factor ETF

DYNF vs. GLOF - Expense Ratio Comparison

DYNF has a 0.30% expense ratio, which is higher than GLOF's 0.20% expense ratio.


Risk-Adjusted Performance

DYNF vs. GLOF — Risk-Adjusted Performance Rank

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

DYNF
The Risk-Adjusted Performance Rank of DYNF is 7171
Overall Rank
The Sharpe Ratio Rank of DYNF is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of DYNF is 6969
Sortino Ratio Rank
The Omega Ratio Rank of DYNF is 7272
Omega Ratio Rank
The Calmar Ratio Rank of DYNF is 7474
Calmar Ratio Rank
The Martin Ratio Rank of DYNF is 7171
Martin Ratio Rank

GLOF
The Risk-Adjusted Performance Rank of GLOF is 6565
Overall Rank
The Sharpe Ratio Rank of GLOF is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of GLOF is 6161
Sortino Ratio Rank
The Omega Ratio Rank of GLOF is 6363
Omega Ratio Rank
The Calmar Ratio Rank of GLOF is 6868
Calmar Ratio Rank
The Martin Ratio Rank of GLOF is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DYNF vs. GLOF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock U.S. Equity Factor Rotation ETF (DYNF) and iShares Global Equity Factor ETF (GLOF). 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.


The current DYNF Sharpe Ratio is 0.73, which is comparable to the GLOF Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of DYNF and GLOF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DYNF vs. GLOF - Dividend Comparison

DYNF's dividend yield for the trailing twelve months is around 0.90%, less than GLOF's 2.45% yield.


TTM2024202320222021202020192018201720162015
DYNF
BlackRock U.S. Equity Factor Rotation ETF
0.90%0.65%1.11%1.66%5.24%1.52%1.22%0.00%0.00%0.00%0.00%
GLOF
iShares Global Equity Factor ETF
2.45%2.59%2.51%2.53%1.90%1.73%2.41%2.03%1.94%1.94%0.92%

Drawdowns

DYNF vs. GLOF - Drawdown Comparison

The maximum DYNF drawdown since its inception was -34.72%, roughly equal to the maximum GLOF drawdown of -34.12%. Use the drawdown chart below to compare losses from any high point for DYNF and GLOF. For additional features, visit the drawdowns tool.


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Volatility

DYNF vs. GLOF - Volatility Comparison

BlackRock U.S. Equity Factor Rotation ETF (DYNF) has a higher volatility of 4.59% compared to iShares Global Equity Factor ETF (GLOF) at 3.44%. This indicates that DYNF's price experiences larger fluctuations and is considered to be riskier than GLOF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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