DYNF vs. SPCT
DYNF (iShares U.S. Equity Factor Rotation Active ETF) and SPCT (Liberty One Spectrum ETF) are both Large Cap Blend Equities funds. Both are actively managed. At a 0.41 correlation, their price movements are largely independent. DYNF charges 0.26%/yr vs 0.85%/yr for SPCT.
Performance
DYNF vs. SPCT - Performance Comparison
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Returns By Period
In the year-to-date period, DYNF achieves a 11.42% return, which is significantly higher than SPCT's 9.92% return.
DYNF
- 1D
- -0.93%
- 1M
- -0.24%
- 6M
- 10.89%
- YTD
- 11.42%
- 1Y
- 23.86%
- 3Y*
- 23.45%
- 5Y*
- 15.02%
- 10Y*
- —
SPCT
- 1D
- 0.99%
- 1M
- 1.35%
- 6M
- 7.01%
- YTD
- 9.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DYNF vs. SPCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DYNF iShares U.S. Equity Factor Rotation Active ETF | 11.42% | 3.25% |
SPCT Liberty One Spectrum ETF | 9.92% | 1.93% |
Correlation
The correlation between DYNF and SPCT is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025 | 0.41 |
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Return for Risk
DYNF vs. SPCT — Risk / Return Rank
DYNF
SPCT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DYNF vs. SPCT - 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 Liberty One Spectrum ETF (SPCT). 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 | SPCT | Difference | |
|---|---|---|---|
| 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 | 2.77 | — | — |
| Martin ratioReturn relative to average drawdown | 12.79 | — | — |
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Drawdowns
DYNF vs. SPCT - Drawdown Comparison
The maximum DYNF drawdown since its inception was -34.72%, which is greater than SPCT's maximum drawdown of -7.17%. Use the drawdown chart below to compare losses from any high point for DYNF and SPCT.
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Drawdown Indicators
| DYNF | SPCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.72% | -7.17% | -27.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.70% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -28.65% | — | — |
Current DrawdownCurrent decline from peak | -1.01% | 0.00% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -5.90% | -1.49% | -4.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | — | — |
Volatility
DYNF vs. SPCT - Volatility Comparison
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Volatility by Period
| DYNF | SPCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.43% | 9.27% | +4.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.63% | 9.27% | +8.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.86% | 9.27% | +10.59% |
DYNF vs. SPCT - Expense Ratio Comparison
DYNF has a 0.26% expense ratio, which is lower than SPCT's 0.85% expense ratio.
Dividends
DYNF vs. SPCT - Dividend Comparison
DYNF's dividend yield for the trailing twelve months is around 0.80%, more than SPCT's 0.73% 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% |
SPCT Liberty One Spectrum ETF | 0.73% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DYNF and SPCT have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DYNF is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DYNF is cheaper with a 0.26% expense ratio, compared with 0.85% for SPCT.
DYNF has the higher dividend yield at 0.80%, compared with 0.73% for SPCT.
They also come from different issuers: iShares and Liberty One. Their fees differ too: 0.26% for DYNF and 0.85% for SPCT.
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