DYNF vs. USMF
Compare and contrast key facts about BlackRock U.S. Equity Factor Rotation ETF (DYNF) and WisdomTree US Multifactor Fund (USMF).
DYNF and USMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DYNF is an actively managed fund by Blackrock Financial Management. It was launched on Mar 19, 2019. USMF is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Multifactor Index. It was launched on Jun 29, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DYNF or USMF.
Performance
DYNF vs. USMF - Performance Comparison
Returns By Period
In the year-to-date period, DYNF achieves a 31.42% return, which is significantly higher than USMF's 22.69% return.
DYNF
31.42%
1.57%
15.02%
39.43%
16.05%
N/A
USMF
22.69%
3.00%
12.08%
30.04%
12.06%
N/A
Key characteristics
| DYNF | USMF | |
|---|---|---|
| Sharpe Ratio | 2.78 | 2.92 |
| Sortino Ratio | 3.68 | 4.06 |
| Omega Ratio | 1.51 | 1.52 |
| Calmar Ratio | 4.17 | 5.31 |
| Martin Ratio | 18.55 | 16.23 |
| Ulcer Index | 2.09% | 1.84% |
| Daily Std Dev | 13.96% | 10.24% |
| Max Drawdown | -34.72% | -36.24% |
| Current Drawdown | -1.03% | -1.47% |
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DYNF vs. USMF - Expense Ratio Comparison
DYNF has a 0.30% expense ratio, which is higher than USMF's 0.28% expense ratio.
Correlation
The correlation between DYNF and USMF is 0.88, 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.
Risk-Adjusted Performance
DYNF vs. USMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock U.S. Equity Factor Rotation ETF (DYNF) and WisdomTree US Multifactor Fund (USMF). 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.
Dividends
DYNF vs. USMF - Dividend Comparison
DYNF's dividend yield for the trailing twelve months is around 0.58%, less than USMF's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
DYNF BlackRock U.S. Equity Factor Rotation ETF | 0.58% | 1.11% | 1.65% | 5.24% | 1.52% | 1.22% | 0.00% | 0.00% |
USMF WisdomTree US Multifactor Fund | 1.21% | 1.33% | 1.74% | 1.42% | 1.33% | 1.38% | 1.45% | 0.67% |
Drawdowns
DYNF vs. USMF - Drawdown Comparison
The maximum DYNF drawdown since its inception was -34.72%, roughly equal to the maximum USMF drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for DYNF and USMF. For additional features, visit the drawdowns tool.
Volatility
DYNF vs. USMF - Volatility Comparison
BlackRock U.S. Equity Factor Rotation ETF (DYNF) has a higher volatility of 4.21% compared to WisdomTree US Multifactor Fund (USMF) at 3.80%. This indicates that DYNF's price experiences larger fluctuations and is considered to be riskier than USMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.