XMLV vs. DYNF
Compare and contrast key facts about Invesco S&P MidCap Low Volatility ETF (XMLV) and BlackRock U.S. Equity Factor Rotation ETF (DYNF).
XMLV and DYNF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMLV is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Low Volatility Index. It was launched on Feb 15, 2013. DYNF is an actively managed fund by BlackRock. It was launched on Mar 19, 2019.
Performance
XMLV vs. DYNF - Performance Comparison
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XMLV vs. DYNF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XMLV Invesco S&P MidCap Low Volatility ETF | 1.89% | 5.55% | 17.08% | 1.86% | -6.55% | 23.00% | -8.42% | 11.17% |
DYNF BlackRock U.S. Equity Factor Rotation ETF | -4.07% | 20.00% | 30.29% | 36.25% | -20.27% | 22.12% | 13.47% | 14.07% |
Returns By Period
In the year-to-date period, XMLV achieves a 1.89% return, which is significantly higher than DYNF's -4.07% return.
XMLV
- 1D
- 0.80%
- 1M
- -4.73%
- YTD
- 1.89%
- 6M
- 0.66%
- 1Y
- 5.09%
- 3Y*
- 9.15%
- 5Y*
- 5.91%
- 10Y*
- 7.78%
DYNF
- 1D
- 3.10%
- 1M
- -4.43%
- YTD
- -4.07%
- 6M
- -1.24%
- 1Y
- 20.58%
- 3Y*
- 22.69%
- 5Y*
- 12.81%
- 10Y*
- —
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XMLV vs. DYNF - Expense Ratio Comparison
XMLV has a 0.25% expense ratio, which is lower than DYNF's 0.30% expense ratio.
Return for Risk
XMLV vs. DYNF — Risk / Return Rank
XMLV
DYNF
XMLV vs. DYNF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap Low Volatility ETF (XMLV) 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.
| XMLV | DYNF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | 1.14 | -0.76 |
Sortino ratioReturn per unit of downside risk | 0.62 | 1.68 | -1.07 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.25 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.56 | 1.86 | -1.29 |
Martin ratioReturn relative to average drawdown | 2.42 | 8.87 | -6.45 |
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
| XMLV | DYNF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.37 | 1.14 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.74 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.72 | -0.12 |
Correlation
The correlation between XMLV and DYNF is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
XMLV vs. DYNF - Dividend Comparison
XMLV's dividend yield for the trailing twelve months is around 2.93%, more than DYNF's 1.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XMLV Invesco S&P MidCap Low Volatility ETF | 2.93% | 2.87% | 2.23% | 2.34% | 2.05% | 1.14% | 1.93% | 2.02% | 2.13% | 1.74% | 1.72% | 1.85% |
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% | 0.00% | 0.00% |
Drawdowns
XMLV vs. DYNF - Drawdown Comparison
The maximum XMLV drawdown since its inception was -39.86%, which is greater than DYNF's maximum drawdown of -34.72%. Use the drawdown chart below to compare losses from any high point for XMLV and DYNF.
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Drawdown Indicators
| XMLV | DYNF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.86% | -34.72% | -5.14% |
Max Drawdown (1Y)Largest decline over 1 year | -10.67% | -11.45% | +0.78% |
Max Drawdown (5Y)Largest decline over 5 years | -16.53% | -28.65% | +12.12% |
Max Drawdown (10Y)Largest decline over 10 years | -39.86% | — | — |
Current DrawdownCurrent decline from peak | -5.49% | -5.83% | +0.34% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -6.11% | +1.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 2.40% | +0.07% |
Volatility
XMLV vs. DYNF - Volatility Comparison
The current volatility for Invesco S&P MidCap Low Volatility ETF (XMLV) is 3.35%, while BlackRock U.S. Equity Factor Rotation ETF (DYNF) has a volatility of 5.52%. This indicates that XMLV 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
| XMLV | DYNF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 5.52% | -2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.19% | 9.97% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.71% | 18.19% | -4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 17.49% | -3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.97% | 20.05% | -3.08% |