PQVG.L vs. DYNF
Compare and contrast key facts about Invesco S&P 500 QVM UCITS ETF (PQVG.L) and BlackRock U.S. Equity Factor Rotation ETF (DYNF).
PQVG.L and DYNF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PQVG.L is a passively managed fund by Invesco that tracks the performance of the Russell 1000 TR USD. It was launched on May 18, 2017. DYNF is an actively managed fund by Blackrock Financial Management. It was launched on Mar 19, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PQVG.L or DYNF.
Key characteristics
| PQVG.L | DYNF | |
|---|---|---|
| YTD Return | 29.77% | 28.51% |
| 1Y Return | 31.15% | 42.45% |
| 3Y Return (Ann) | 22.31% | 13.21% |
| 5Y Return (Ann) | 31.25% | 16.24% |
| Sharpe Ratio | 2.91 | 2.94 |
| Sortino Ratio | 3.91 | 3.88 |
| Omega Ratio | 1.53 | 1.52 |
| Calmar Ratio | 2.64 | 4.03 |
| Martin Ratio | 19.76 | 18.74 |
| Ulcer Index | 2.00% | 2.27% |
| Daily Std Dev | 13.64% | 14.45% |
| Max Drawdown | -20.98% | -34.72% |
| Current Drawdown | -0.13% | -0.26% |
Correlation
The correlation between PQVG.L and DYNF is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
PQVG.L vs. DYNF - Performance Comparison
The year-to-date returns for both stocks are quite close, with PQVG.L having a 29.77% return and DYNF slightly lower at 28.51%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PQVG.L vs. DYNF - Expense Ratio Comparison
PQVG.L has a 0.35% expense ratio, which is higher than DYNF's 0.30% expense ratio.
Risk-Adjusted Performance
PQVG.L vs. DYNF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 QVM UCITS ETF (PQVG.L) and BlackRock U.S. Equity Factor Rotation 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.
Dividends
PQVG.L vs. DYNF - Dividend Comparison
PQVG.L's dividend yield for the trailing twelve months is around 0.88%, more than DYNF's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
PQVG.L Invesco S&P 500 QVM UCITS ETF | 0.88% | 1.61% | 1.77% | 0.87% | 1.57% | 1.42% | 0.00% | 0.00% |
DYNF BlackRock U.S. Equity Factor Rotation ETF | 0.59% | 1.11% | 1.65% | 5.24% | 1.52% | 1.22% | 0.00% | 0.00% |
Drawdowns
PQVG.L vs. DYNF - Drawdown Comparison
The maximum PQVG.L drawdown since its inception was -20.98%, smaller than the maximum DYNF drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for PQVG.L and DYNF. For additional features, visit the drawdowns tool.
Volatility
PQVG.L vs. DYNF - Volatility Comparison
The current volatility for Invesco S&P 500 QVM UCITS ETF (PQVG.L) is 2.16%, while BlackRock U.S. Equity Factor Rotation ETF (DYNF) has a volatility of 3.14%. This indicates that PQVG.L 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.