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. It was launched on Mar 19, 2019. USMF is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree US Multifactor Index. It was launched on Jun 29, 2017.
Performance
DYNF vs. USMF - Performance Comparison
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DYNF vs. USMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DYNF BlackRock U.S. Equity Factor Rotation ETF | -4.07% | 20.00% | 30.29% | 36.25% | -20.27% | 22.12% | 13.47% | 14.07% |
USMF WisdomTree US Multifactor Fund | -3.32% | 4.60% | 19.65% | 13.47% | -8.82% | 21.26% | 12.01% | 11.44% |
Returns By Period
In the year-to-date period, DYNF achieves a -4.07% return, which is significantly lower than USMF's -3.32% return.
DYNF
- 1D
- 3.10%
- 1M
- -4.43%
- YTD
- -4.07%
- 6M
- -1.24%
- 1Y
- 20.58%
- 3Y*
- 22.69%
- 5Y*
- 12.81%
- 10Y*
- —
USMF
- 1D
- 1.60%
- 1M
- -3.99%
- YTD
- -3.32%
- 6M
- -4.86%
- 1Y
- 0.89%
- 3Y*
- 11.09%
- 5Y*
- 6.81%
- 10Y*
- —
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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.
Return for Risk
DYNF vs. USMF — Risk / Return Rank
DYNF
USMF
DYNF vs. USMF - Risk-Adjusted Trends 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.
| DYNF | USMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.06 | +1.08 |
Sortino ratioReturn per unit of downside risk | 1.68 | 0.19 | +1.49 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.03 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 0.13 | +1.73 |
Martin ratioReturn relative to average drawdown | 8.87 | 0.54 | +8.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DYNF | USMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 0.06 | +1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.48 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.58 | +0.14 |
Correlation
The correlation between DYNF and USMF is 0.84, 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.
Dividends
DYNF vs. USMF - Dividend Comparison
DYNF's dividend yield for the trailing twelve months is around 1.03%, less than USMF's 1.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DYNF BlackRock U.S. Equity Factor Rotation ETF | 1.03% | 1.01% | 0.65% | 1.11% | 1.66% | 2.89% | 1.52% | 1.22% | 0.00% | 0.00% |
USMF WisdomTree US Multifactor Fund | 1.42% | 1.37% | 1.22% | 1.33% | 1.74% | 1.42% | 1.34% | 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.
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Drawdown Indicators
| DYNF | USMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.72% | -36.24% | +1.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -11.36% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -28.65% | -18.10% | -10.55% |
Current DrawdownCurrent decline from peak | -5.83% | -4.96% | -0.87% |
Average DrawdownAverage peak-to-trough decline | -6.11% | -4.22% | -1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.73% | -0.33% |
Volatility
DYNF vs. USMF - Volatility Comparison
BlackRock U.S. Equity Factor Rotation ETF (DYNF) has a higher volatility of 5.52% compared to WisdomTree US Multifactor Fund (USMF) at 3.43%. 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.
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Volatility by Period
| DYNF | USMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 3.43% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.97% | 7.76% | +2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.19% | 15.33% | +2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.49% | 14.30% | +3.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.05% | 17.08% | +2.97% |