FTRI vs. DYNF

Last updated Jun 24, 2026

FTRI (First Trust Indxx Global Natural Resources Income ETF) and DYNF (iShares U.S. Equity Factor Rotation Active ETF) are both exchange-traded funds - FTRI is a Natural Resources fund tracking the Indxx Global Natural Resources Income Index, while DYNF is a Large Cap Blend Equities fund actively managed by iShares. FTRI is passively managed, while DYNF is actively managed. Over the past 5 years, FTRI returned 7.56%/yr vs 14.71%/yr for DYNF. A 0.52 correlation means they provide meaningful diversification when combined. FTRI charges 0.70%/yr vs 0.26%/yr for DYNF.

Performance

FTRI vs. DYNF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Global Natural Resources Income ETF (FTRI) and iShares U.S. Equity Factor Rotation Active ETF (DYNF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FTRI achieves a 3.36% return, which is significantly lower than DYNF's 10.04% return.

FTRI

• 1D: -1.95%
• 1M: -5.47%
• YTD: 3.36%
• 6M: 2.05%
• 1Y: 14.91%
• 3Y*: 12.98%
• 5Y*: 7.56%
• 10Y*: 9.97%

DYNF

• 1D: -1.62%
• 1M: 0.13%
• YTD: 10.04%
• 6M: 8.91%
• 1Y: 27.42%
• 3Y*: 25.19%
• 5Y*: 14.71%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FTRI vs. DYNF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FTRI First Trust Indxx Global Natural Resources Income ETF	3.36%	33.62%	-3.93%	1.53%	7.49%	25.29%	-0.79%	5.71%
DYNF iShares U.S. Equity Factor Rotation Active ETF	10.04%	20.00%	30.29%	36.25%	-20.27%	22.12%	13.47%	14.75%

Correlation

The correlation between FTRI and DYNF is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (All Time) Calculated using the full available price history since Mar 21, 2019	0.52

The correlation between FTRI and DYNF shifts across timeframes, from 0.39 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.

FTRI vs. DYNF - Sectors Allocation Comparison

Sectors	FTRI	DYNF
Basic Materials	56.6%	0.8%
Energy	15.7%	4.5%
Utilities	15.6%	2.8%
Consumer Defensive	4.8%	1.7%
Consumer Cyclical	3.9%	7.0%
Real Estate	3.6%	1.9%
Communication Services	-	10.3%
Financial Services	-	14.9%
Healthcare	-	5.8%
Industrials	-	9.5%
Technology	-	40.5%

Return for Risk

FTRI vs. DYNF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTRI

FTRI Risk / Return Rank: 23
FTRI Sharpe Ratio Rank: 24
FTRI Sortino Ratio Rank: 22
FTRI Omega Ratio Rank: 23
FTRI Calmar Ratio Rank: 22
FTRI Martin Ratio Rank: 24

DYNF

DYNF Risk / Return Rank: 68
DYNF Sharpe Ratio Rank: 67
DYNF Sortino Ratio Rank: 63
DYNF Omega Ratio Rank: 65
DYNF Calmar Ratio Rank: 66
DYNF Martin Ratio Rank: 79

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.

FTRI vs. DYNF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Global Natural Resources Income ETF (FTRI) 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.

	FTRI	DYNF	Difference
Sharpe ratio: Return per unit of total volatility	0.83	2.09	-1.26
Sortino ratio: Return per unit of downside risk	1.15	2.82	-1.66
Omega ratio: Gain probability vs. loss probability	1.15	1.37	-0.22
Calmar ratio: Return relative to maximum drawdown	0.98	3.18	-2.20
Martin ratio: Return relative to average drawdown	3.00	14.86	-11.86

FTRI vs. DYNF - Sharpe Ratio Comparison

The current FTRI Sharpe Ratio is 0.83, which is lower than the DYNF Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of FTRI and DYNF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FTRI vs. DYNF - Drawdown Comparison

The maximum FTRI drawdown since its inception was -43.82%, which is greater than DYNF's maximum drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for FTRI and DYNF.

Drawdown Indicators

	FTRI	DYNF	Difference
Max Drawdown Largest peak-to-trough decline	-43.82%	-34.72%	-9.10%
Max Drawdown (1Y) Largest decline over 1 year	-15.26%	-8.67%	-6.59%
Max Drawdown (3Y) Largest decline over 3 years	-15.26%	-18.70%	+3.44%
Max Drawdown (5Y) Largest decline over 5 years	-27.51%	-28.65%	+1.14%
Max Drawdown (10Y) Largest decline over 10 years	-43.82%	—	—
Current Drawdown Current decline from peak	-15.26%	-1.97%	-13.29%
Average Drawdown Average peak-to-trough decline	-8.48%	-5.94%	-2.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.98%	1.85%	+3.13%

Volatility

FTRI vs. DYNF - Volatility Comparison

First Trust Indxx Global Natural Resources Income ETF (FTRI) has a higher volatility of 6.05% compared to iShares U.S. Equity Factor Rotation Active ETF (DYNF) at 5.38%. This indicates that FTRI's price experiences larger fluctuations and is considered to be riskier than DYNF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FTRI	DYNF	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.05%	5.38%	+0.67%
Volatility (6M) Calculated over the trailing 6-month period	14.92%	10.64%	+4.28%
Volatility (1Y) Calculated over the trailing 1-year period	18.08%	13.24%	+4.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.77%	17.62%	+3.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.94%	19.91%	+2.03%

FTRI vs. DYNF - Expense Ratio Comparison

FTRI has a 0.70% expense ratio, which is higher than DYNF's 0.26% expense ratio.

Dividends

FTRI vs. DYNF - Dividend Comparison

FTRI's dividend yield for the trailing twelve months is around 2.51%, more than DYNF's 0.81% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DYNF iShares U.S. Equity Factor Rotation Active ETF	0.81%	1.01%	0.65%	1.11%	1.66%	2.89%	1.52%	1.22%	0.00%	0.00%	0.00%	0.00%
FTRI First Trust Indxx Global Natural Resources Income ETF	2.51%	2.35%	4.29%	6.56%	8.37%	6.58%	3.64%	6.25%	4.24%	3.60%	2.96%	0.89%

Frequently Asked Questions

Can I hold both FTRI and DYNF in my portfolio?

FTRI and DYNF have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FTRI or DYNF?

FTRI has higher volatility (6.05%) compared to DYNF (5.38%). In terms of maximum drawdown, FTRI dropped -43.82% vs DYNF's -34.72%.

Which ETF is better, FTRI or DYNF?

On 5-year performance, DYNF leads with 14.71% vs 7.56% for FTRI. On fees, DYNF is cheaper at 0.26% per year. On volatility, DYNF has been the lower-risk option at 5.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FTRI or DYNF?

Over the 5-year period, DYNF has performed better with a 14.71% return vs 7.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTRI or DYNF?

DYNF is cheaper with a 0.26% expense ratio, compared with 0.70% for FTRI.

Which ETF pays a higher dividend yield, FTRI or DYNF?

FTRI has the higher dividend yield at 2.51%, compared with 0.81% for DYNF.

What is the main difference between FTRI and DYNF?

FTRI is categorized as Natural Resources, while DYNF is Large Cap Blend Equities. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.70% for FTRI and 0.26% for DYNF.

Which has better risk-adjusted returns?

DYNF currently has the higher Sharpe Ratio (2.09 vs 0.83), 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.