PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
DYNF vs. QQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DYNF vs. QQQ

Last updated Jun 16, 2026

DYNF (iShares U.S. Equity Factor Rotation Active ETF) and QQQ (Invesco QQQ ETF) are both exchange-traded funds - DYNF is a Large Cap Blend Equities fund actively managed by iShares, while QQQ is a Nasdaq-100 fund tracking the NASDAQ-100 Index. DYNF is actively managed, while QQQ is passively managed. Over the past 5 years, DYNF returned 15.35%/yr vs 17.59%/yr for QQQ. Their correlation of 0.90 suggests significant overlap in exposure. DYNF charges 0.26%/yr vs 0.18%/yr for QQQ.

Performance

DYNF vs. QQQ - 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 Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DYNF achieves a 12.25% return, which is significantly lower than QQQ's 21.26% return.

DYNF

1D
2.16%
1M
2.71%
YTD
12.25%
6M
12.86%
1Y
31.46%
3Y*
25.36%
5Y*
15.35%
10Y*
—

QQQ

1D
3.14%
1M
4.95%
YTD
21.26%
6M
22.17%
1Y
41.87%
3Y*
27.20%
5Y*
17.59%
10Y*
22.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DYNF vs. QQQ - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
DYNF
iShares U.S. Equity Factor Rotation Active ETF		12.25%20.00%30.29%36.25%-20.27%22.12%13.47%14.75%
QQQ
Invesco QQQ ETF		21.26%20.77%25.58%54.86%-32.58%27.42%48.62%19.03%

Correlation

The correlation between DYNF and QQQ is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2019

0.90

The correlation between DYNF and QQQ has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

DYNF vs. QQQ - Sectors Allocation Comparison

Sectors
DYNF
QQQ

Technology

40.1%
58.7%

Financial Services

14.9%
0.2%

Communication Services

10.7%
14.3%

Industrials

8.4%
2.6%

Consumer Cyclical

7.1%
11.4%

Healthcare

6.1%
3.7%

Energy

5.0%
0.5%

Utilities

2.8%
1.2%

Real Estate

2.0%
0.1%

Consumer Defensive

1.7%
6.4%

Basic Materials

0.8%
1.0%

Technology

DYNF
40.1%
QQQ
58.7%

Financial Services

DYNF
14.9%
QQQ
0.2%

Communication Services

DYNF
10.7%
QQQ
14.3%

Industrials

DYNF
8.4%
QQQ
2.6%

Consumer Cyclical

DYNF
7.1%
QQQ
11.4%

Healthcare

DYNF
6.1%
QQQ
3.7%

Energy

DYNF
5.0%
QQQ
0.5%

Utilities

DYNF
2.8%
QQQ
1.2%

Real Estate

DYNF
2.0%
QQQ
0.1%

Consumer Defensive

DYNF
1.7%
QQQ
6.4%

Basic Materials

DYNF
0.8%
QQQ
1.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares U.S. Equity Factor Rotation Active ETF

Invesco QQQ ETF

Often compared with DYNF:
DYNF vs. VOODYNF vs. THRODYNF vs. VUGDYNF vs. USMFDYNF vs. SCHGDYNF vs. BRNYDYNF vs. VTI
Often compared with QQQ:
QQQ vs. SPYQQQ vs. VOOQQQ vs. VGTQQQ vs. TQQQQQQ vs. SMHQQQ vs. QQQMQQQ vs. QQQI

Return for Risk

DYNF vs. QQQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DYNF
DYNF Risk / Return Rank: 8282
Overall Rank
DYNF Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DYNF Sortino Ratio Rank: 8282
Sortino Ratio Rank
DYNF Omega Ratio Rank: 8282
Omega Ratio Rank
DYNF Calmar Ratio Rank: 7878
Calmar Ratio Rank
DYNF Martin Ratio Rank: 8888
Martin Ratio Rank
QQQ
QQQ Risk / Return Rank: 7979
Overall Rank
QQQ Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 7979
Sortino Ratio Rank
QQQ Omega Ratio Rank: 8181
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7676
Calmar Ratio Rank
QQQ Martin Ratio Rank: 7676
Martin Ratio Rank
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. QQQ - 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 Invesco QQQ ETF (QQQ). 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.

DYNFQQQDifference
Sharpe ratioReturn per unit of total volatility
2.41
2.42

-0.01

Sortino ratioReturn per unit of downside risk
3.23
3.12

+0.11

Omega ratioGain probability vs. loss probability

1.43

1.42

+0.01

Calmar ratioReturn relative to maximum drawdown

3.65

3.52

+0.13

Martin ratioReturn relative to average drawdown

17.10

13.12

+3.98

DYNF vs. QQQ - Sharpe Ratio Comparison

The current DYNF Sharpe Ratio is 2.41, which is comparable to the QQQ Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of DYNF and QQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

DYNF vs. QQQ - Drawdown Comparison

The maximum DYNF drawdown since its inception was -34.72%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for DYNF and QQQ.

Loading charts...

Drawdown Indicators

DYNFQQQDifference

Max Drawdown

Largest peak-to-trough decline

-34.72%

-82.97%

+48.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.67%

-11.96%

+3.29%

Max Drawdown (3Y)

Largest decline over 3 years

-18.70%

-22.77%

+4.07%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

-35.12%

+6.47%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.12%

—

Current Drawdown

Current decline from peak

0.00%

-0.29%

+0.29%

Average Drawdown

Average peak-to-trough decline

-5.96%

-32.75%

+26.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

3.20%

-1.35%

Volatility

DYNF vs. QQQ - Volatility Comparison

The current volatility for iShares U.S. Equity Factor Rotation Active ETF (DYNF) is 5.25%, while Invesco QQQ ETF (QQQ) has a volatility of 8.14%. This indicates that DYNF experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

DYNFQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

8.14%

-2.89%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

14.12%

-3.55%

Volatility (1Y)

Calculated over the trailing 1-year period

13.14%

17.43%

-4.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.61%

22.59%

-4.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.92%

22.41%

-2.49%

DYNF vs. QQQ - Expense Ratio Comparison

DYNF has a 0.26% expense ratio, which is higher than QQQ's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DYNF vs. QQQ - Dividend Comparison

DYNF's dividend yield for the trailing twelve months is around 1.06%, more than QQQ's 0.38% yield.

PositionTTM20252024202320222021202020192018201720162015
DYNF
iShares U.S. Equity Factor Rotation Active ETF		1.06%1.01%0.65%1.11%1.66%2.89%1.52%1.22%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ ETF		0.38%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Frequently Asked Questions

With a correlation of 0.94, DYNF and QQQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

QQQ has higher volatility (8.14%) compared to DYNF (5.25%). In terms of maximum drawdown, DYNF dropped -34.72% vs QQQ's -82.97%.

On 5-year performance, QQQ leads with 17.59% vs 15.35% for DYNF. On fees, QQQ is cheaper at 0.18% per year. On volatility, DYNF has been the lower-risk option at 5.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, QQQ has performed better with a 17.59% return vs 15.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QQQ is cheaper with a 0.18% expense ratio, compared with 0.26% for DYNF.

DYNF has the higher dividend yield at 1.06%, compared with 0.38% for QQQ.

DYNF is categorized as Large Cap Blend Equities, while QQQ is Nasdaq-100. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.26% for DYNF and 0.18% for QQQ.

QQQ currently has the higher Sharpe Ratio (2.42 vs 2.41), 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.

Portfolio Optimizer

Find the right allocation for DYNF and QQQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer