ESEA.DE vs. DYNF
ESEA.DE (BNP Paribas Easy S&P 500 UCITS ETF) and DYNF (iShares U.S. Equity Factor Rotation Active ETF) are both exchange-traded funds - ESEA.DE is a S&P 500 fund tracking the S&P 500 Index, while DYNF is a Large Cap Blend Equities fund actively managed by iShares. ESEA.DE is passively managed, while DYNF is actively managed. Over the past 5 years, ESEA.DE returned 12.95%/yr vs 15.02%/yr for DYNF. A 0.58 correlation means they provide meaningful diversification when combined. ESEA.DE charges 0.15%/yr vs 0.26%/yr for DYNF.
Performance
ESEA.DE vs. DYNF - Performance Comparison
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Returns By Period
In the year-to-date period, ESEA.DE achieves a 10.07% return, which is significantly lower than DYNF's 11.42% return.
ESEA.DE
- 1D
- 0.15%
- 1M
- 0.33%
- 6M
- 8.95%
- YTD
- 10.07%
- 1Y
- 22.80%
- 3Y*
- 19.84%
- 5Y*
- 12.95%
- 10Y*
- 15.03%
DYNF
- 1D
- -0.93%
- 1M
- -0.24%
- 6M
- 10.89%
- YTD
- 11.42%
- 1Y
- 23.86%
- 3Y*
- 23.45%
- 5Y*
- 15.02%
- 10Y*
- —
ESEA.DE vs. DYNF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ESEA.DE BNP Paribas Easy S&P 500 UCITS ETF | 10.07% | 17.46% | 24.87% | 27.03% | -19.22% | 29.94% | 17.75% | 16.75% |
DYNF iShares U.S. Equity Factor Rotation Active ETF | 11.42% | 20.00% | 30.29% | 36.25% | -20.27% | 22.12% | 13.47% | 14.75% |
Correlation
The correlation between ESEA.DE and DYNF is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Mar 21, 2019 | 0.58 |
The correlation between ESEA.DE and DYNF has been stable across timeframes, ranging from 0.56 to 0.66 - a consistent structural relationship.
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Return for Risk
ESEA.DE vs. DYNF — Risk / Return Rank
ESEA.DE
DYNF
ESEA.DE vs. DYNF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE) and iShares U.S. Equity Factor Rotation Active ETF (DYNF). 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.
| ESEA.DE | DYNF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 2.77 | 0.00 |
| Martin ratioReturn relative to average drawdown | 11.12 | 12.79 | -1.66 |
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Drawdowns
ESEA.DE vs. DYNF - Drawdown Comparison
The maximum ESEA.DE drawdown since its inception was -34.13%, roughly equal to the maximum DYNF drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for ESEA.DE and DYNF.
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Drawdown Indicators
| ESEA.DE | DYNF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.13% | -34.72% | +0.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.20% | -8.67% | +0.47% |
Max Drawdown (3Y)Largest decline over 3 years | -18.66% | -18.70% | +0.04% |
Max Drawdown (5Y)Largest decline over 5 years | -24.36% | -28.65% | +4.29% |
Max Drawdown (10Y)Largest decline over 10 years | -34.13% | — | — |
Current DrawdownCurrent decline from peak | -0.54% | -1.01% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -3.85% | -5.90% | +2.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 1.87% | +0.17% |
Volatility
ESEA.DE vs. DYNF - Volatility Comparison
The current volatility for BNP Paribas Easy S&P 500 UCITS ETF (ESEA.DE) is 2.67%, while iShares U.S. Equity Factor Rotation Active ETF (DYNF) has a volatility of 4.00%. This indicates that ESEA.DE experiences smaller price fluctuations and is considered to be less risky than DYNF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ESEA.DE | DYNF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | 4.00% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 9.18% | 10.94% | -1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 13.43% | -1.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.07% | 17.63% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.17% | 19.86% | -3.69% |
ESEA.DE vs. DYNF - Expense Ratio Comparison
ESEA.DE has a 0.15% expense ratio, which is lower than DYNF's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ESEA.DE vs. DYNF - Dividend Comparison
ESEA.DE's dividend yield for the trailing twelve months is around 1.06%, more than DYNF's 0.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
ESEA.DE BNP Paribas Easy S&P 500 UCITS ETF | 1.06% | 0.68% | 0.65% | 0.69% | 1.08% | 0.64% | 0.67% | 0.61% | 0.93% | 0.61% |
Frequently Asked Questions
ESEA.DE and DYNF have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ESEA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ESEA.DE is cheaper with a 0.15% expense ratio, compared with 0.26% for DYNF.
ESEA.DE is categorized as S&P 500, while DYNF is Large Cap Blend Equities. They also come from different issuers: BNP Paribas and iShares. Their fees differ too: 0.15% for ESEA.DE and 0.26% for DYNF.
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