BlackRock U.S. Equity Factor Rotation ETF
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- Description
- Performance
- Comps
Fundamentals
Valuation
Rating
The BlackRock U.S. Equity Factor Rotation ETF seeks to outperform the investment results of the large- and mid-capitalization U.S. equity markets by providing diversified and tactical exposure to style factors via a factor rotation model. |
Category | US Equities |
Fund Sponsor | BlackRock |
Website | www.blackrock.com |
Inception date | Mar 19, 2019 |
Assets (mns) | $75 |
Currency | USD |
Expense ratio | 30 bp |
Distributions | Quarterly |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Proprietary |
Index replication | |
Uses derivatives | Yes |
Options available | No |
No. of constituents | 615 |
Wgt avg mkt cap (mns) | $209,737 |
Large cap (>$10bn) | 94.0% |
Mid cap ($2-10bn) | 5.4% |
Small cap (<$2bn) | 0.0% |
Developed mkts | 99.7% |
Emerging mkts | 0.3% |
APPLE INC | 2.1 % |
MICROSOFT CORP | 2.0 % |
TESLA MOTORS INC | 1.9 % |
INTEL CORP | 1.9 % |
AT&T INC | 1.4 % |
AMAZON.COM INC | 1.1 % |
ADOBE SYSTEMS INC | 1.1 % |
NVIDIA CORP | 1.1 % |
NIKE INC -CL B | 1.0 % |
TARGET CORP | 1.0 % | Total | 14.7 % |
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UNITED STATES | 95.1 % |
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IRELAND | 1.7 % |
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BRITAIN | 1.2 % |
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BERMUDA | 0.5 % |
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ARGENTINA | 0.4 % |
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SWITZERLAND | 0.3 % |
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NETHERLANDS | 0.3 % |
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CANADA | 0.2 % |
HISTORICAL PERFORMANCE 

Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
13.4% | 13.4% | -- | -- | 15.9% |
versus... | Beta | R-squared |
S&P500 | 0.97 | 97% |
MSCI EAFE | 0.90 | 92% |
MSCI Emg. Mkts. | 0.71 | 69% |
Recent close | $32.80 |
30d moving avg. | $31.81 |
Annualized volatility | 20.5% |
Short interest (ETF) | 0.0% |
Relative strength (RSI) | 63 |
Avg. volume (thou.) | 20 |
Turnover | 0.9% |
Bid/Ask (% of price) | 0.12% |
ADV underlying (mns) | $294,818 |
FINDING ALTERNATIVE FUNDS
Below is a list of 97 potential alternatives to the BlackRock U.S. Equity Factor Rotation ETF ETF based on the alternatives' overlap in portfolio holdings with DYNF. Consider funds with lower expense ratios and/or higher ALTAR Score™ ratings as possible alternatives.
Benchmark ticker: | DYNF | Expense: | 30 bp | ALTAR Score™: | 5.2% |
Ticker | Fund Name |
Overlap1 vs DYNF (%) |
Expense ratio (bp) |
Savings vs DYNF (bp) |
ALTAR Score™ (%) |
ALTAR vs DYNF (%) |
ESGV | Vanguard ESG U.S. Stock ETF | 69.6 | 12 | 18 | 4.5 | -0.8 |
JHML | John Hancock Multifactor Large Cap ETF | 68.5 | 29 | 1 | 4.9 | -0.4 |
PBUS | Invesco PureBeta MSCI USA ETF | 66.2 | 4 | 26 | 4.6 | -0.7 |
SCHX | Schwab U.S. Large-Cap ETF | 64.9 | 3 | 27 | 4.6 | -0.7 |
BBUS | JP Morgan Betabuilders U.S. Equity ETF | 64.5 | 2 | 28 | 4.6 | -0.6 |
GSLC | Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF | 64.3 | 9 | 21 | 4.8 | -0.4 |
VV | Vanguard Large-Cap Index Fund | 63.7 | 4 | 26 | 4.6 | -0.7 |
IYY | iShares Dow Jones U.S. ETF | 63.5 | 20 | 10 | 4.4 | -0.8 |
GSUS | Goldman Sachs MarketBeta U.S. Equity ETF | 63.3 | 7 | 23 | 4.5 | -0.7 |
SCHK | Schwab 1000 Index ETF | 63.3 | 5 | 25 | 4.6 | -0.7 |
IWB | iShares Russell 1000 ETF | 63.1 | 15 | 15 | 4.5 | -0.8 |
EUSA | iShares MSCI USA Equal Weighted ETF | 62.5 | 15 | 15 | 5.1 | -0.1 |
PBP | Invesco S&P 500 BuyWrite ETF | 62.3 | 49 | -19 | 4.3 | -0.9 |
VTHR | Vanguard Russell 3000 Index Fund | 61.9 | 10 | 20 | 4.4 | -0.9 |
XYLG | Global X S&P 500 Covered Call & Growth ETF | 61.8 | 60 | -30 | 4.4 | -0.8 |
QUS | SPDR MSCI USA StrategicFactors ETF | 61.8 | 15 | 15 | 5.3 | +0.0 |
SIZE | iShares MSCI USA Size Factor ETF | 61.5 | 15 | 15 | 5.1 | -0.1 |
SPLG | SPDR Portfolio Large Cap ETF | 61.4 | 3 | 27 | 4.7 | -0.5 |
SPY | SPDR S&P 500 ETF Trust | 61.3 | 9 | 21 | 4.7 | -0.6 |
IVV | iShares Core S&P 500 ETF | 61.2 | 3 | 27 | 4.7 | -0.5 |
SCHB | Schwab U.S. Broad Market ETF | 61.2 | 3 | 27 | 4.5 | -0.8 |
ITOT | iShares Core S&P Total U.S. Stock Market ETF | 61.0 | 3 | 27 | 4.4 | -0.8 |
VOO | VANGUARD S&P 500 ETF | 60.6 | 3 | 27 | 4.8 | -0.4 |
IWV | iShares Russell 3000 ETF | 60.5 | 20 | 10 | 4.3 | -1.0 |
DFAU | Dimensional US Core Equity Market ETF | 60.3 | 12 | 18 | 4.7 | -0.6 |
SPXE | ProShares S&P 500 Ex-Energy ETF | 60.0 | 27 | 3 | 4.6 | -0.6 |
VTI | Vanguard Total Stock Market Index Fund | 59.9 | 3 | 27 | 4.4 | -0.8 |
VONE | Vanguard Russell 1000 ETF | 59.7 | 8 | 22 | 4.6 | -0.7 |
SPYX | SPDR S&P 500 Fossil Fuel Reserves Free ETF | 59.6 | 20 | 10 | 4.8 | -0.5 |
SPTM | SPDR Portfolio Total Stock Market ETF | 59.4 | 3 | 27 | 4.8 | -0.4 |
ESGU | iShares MSCI USA ESG Optimized ETF | 59.2 | 15 | 15 | 4.4 | -0.8 |
SFY | SoFi Select 500 ETF | 59.0 | 0 | 30 | 4.6 | -0.7 |
GSEW | Goldman Sachs Equal Weight U.S. Large Cap Equity ETF | 57.9 | 9 | 21 | 5.0 | -0.3 |
AVUS | Avantis U.S. Equity ETF | 57.5 | 15 | 15 | 4.8 | -0.4 |
SPXN | ProShares S&P 500 Ex-Financials ETF | 57.5 | 27 | 3 | 4.4 | -0.9 |
XVV | iShares ESG Screened S&P 500 ETF | 56.9 | 8 | 22 | 4.9 | -0.4 |
EPS | WisdomTree U.S. Earnings 500 Fund | 56.4 | 8 | 22 | 5.9 | +0.7 |
IQSU | IQ Candriam ESG US Equity ETF | 56.1 | 9 | 21 | 4.5 | -0.7 |
PRF | Invesco FTSE RAFI US 1000 ETF | 55.8 | 39 | -9 | 5.8 | +0.5 |
JUST | Goldman Sachs JUST U.S. Large Cap Equity ETF | 55.7 | 20 | 10 | 4.6 | -0.7 |
CATH | Global X S&P 500 Catholic Values Custom ETF | 55.0 | 29 | 1 | 4.6 | -0.7 |
FNDX | Schwab Fundamental U.S. Large Co. Index ETF | 54.8 | 25 | 5 | 5.8 | +0.5 |
SPXV | ProShares S&P 500 Ex-Health Care ETF | 54.4 | 27 | 3 | 4.3 | -1.0 |
KOKU | Xtrackers MSCI Kokusai Equity ETF | 53.7 | 9 | 21 | 5.0 | -0.2 |
TOK | iShares MSCI Kokusai ETF | 53.7 | 25 | 5 | 4.9 | -0.4 |
RSP | Invesco S&P 500 Equal Weight ETF | 53.7 | 20 | 10 | 5.6 | +0.4 |
MFUS | PIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF | 53.6 | 30 | 0 | 5.0 | -0.2 |
FNDB | Schwab Fundamental U.S. Broad Market Index ETF | 53.1 | 25 | 5 | 5.7 | +0.4 |
IUS | Invesco Strategic US ETF | 52.8 | 19 | 11 | 5.5 | +0.2 |
MMTM | SPDR S&P 1500 Momentum Tilt ETF | 52.8 | 12 | 18 | 4.0 | -1.2 |
TILT | Flexshares Morningstar US Market Factors Tilt Index Fund | 52.5 | 25 | 5 | 4.9 | -0.4 |
MGC | Vanguard Mega Cap Index Fund | 52.0 | 7 | 23 | 4.6 | -0.7 |
RWL | Invesco S&P 500 Revenue ETF | 52.0 | 39 | -9 | 6.2 | +1.0 |
JCTR | JPMorgan Carbon Transition U.S. Equity ETF | 51.7 | 15 | 15 | 4.7 | -0.6 |
VOOV | Vanguard S&P 500 Value ETF | 51.3 | 10 | 20 | 6.6 | +1.4 |
URTH | iShares MSCI World ETF | 51.0 | 24 | 6 | 5.0 | -0.3 |
CFO | VictoryShares US 500 Enhanced Volatility Weighted Index ETF | 51.0 | 35 | -5 | 5.1 | -0.2 |
CFA | VictoryShares US 500 Volatility Weighted Index ETF | 50.8 | 35 | -5 | 5.0 | -0.2 |
VLU | SPDR S&P 1500 Value Tilt ETF | 50.6 | 12 | 18 | 6.1 | +0.9 |
BKLC | BNY Mellon US Large Cap Core Equity ETF | 50.6 | 0 | 30 | 4.5 | -0.8 |
VONV | Vanguard Russell 1000 Value Index Fund | 50.2 | 8 | 22 | 6.1 | +0.9 |
SCHV | Schwab U.S. Large-Cap Value ETF | 49.9 | 4 | 26 | 6.1 | +0.9 |
SPXT | ProShares S&P 500 Ex-Technology ETF | 49.7 | 27 | 3 | 4.9 | -0.4 |
IWL | iShares Russell Top 200 ETF | 49.3 | 15 | 15 | 4.4 | -0.8 |
IWD | iShares Russell 1000 Value ETF | 49.0 | 19 | 11 | 6.0 | +0.8 |
DIVB | iShares U.S. Dividend & Buyback ETF | 48.6 | 25 | 5 | 5.9 | +0.7 |
AFLG | First Trust Active Factor Large Cap ETF | 48.5 | 55 | -25 | 4.7 | -0.6 |
SPYV | SPDR Portfolio S&P 500 Value ETF | 48.4 | 4 | 26 | 6.4 | +1.2 |
IVE | iShares S&P 500 Value ETF | 48.4 | 18 | 12 | 6.3 | +1.1 |
RESP | WisdomTree US ESG Fund of Benef Interest | 48.0 | 28 | 2 | 5.1 | -0.2 |
SNPE | Xtrackers S&P 500 ESG ETF | 48.0 | 10 | 20 | 4.6 | -0.7 |
EFIV | SPDR S&P 500 ESG ETF | 47.9 | 10 | 20 | 4.6 | -0.7 |
IUSV | iShares Core S&P U.S. Value ETF | 47.9 | 4 | 26 | 6.4 | +1.2 |
FEX | First Trust Large Cap Core AlphaDEX Fund | 47.8 | 60 | -30 | 4.7 | -0.6 |
VEGN | US Vegan Climate ETF | 47.7 | 60 | -30 | 3.9 | -1.3 |
RNLC | Large Cap US Equity Select ETF | 47.3 | 60 | -30 | 5.2 | +0.0 |
ESG | FlexShares STOXX US ESG Impact Index Fund | 46.6 | 32 | -2 | 4.5 | -0.8 |
QWLD | SPDR MSCI World StrategicFactors ETF | 46.3 | 30 | 0 | 5.4 | +0.1 |
ROUS | Hartford Multifactor US Equity ETF | 46.2 | 19 | 11 | 5.9 | +0.6 |
ACWI | iShares MSCI ACWI ETF | 46.1 | 32 | -2 | 5.1 | -0.2 |
XOUT | GraniteShares XOUT U.S. Large Cap ETF | 45.9 | 60 | -30 | 3.6 | -1.6 |
ONEO | SPDR Russell 1000 Momentum Focus ETF | 45.9 | 20 | 10 | 5.6 | +0.3 |
DSI | iShares MSCI KLD 400 Social ETF | 45.5 | 25 | 5 | 4.6 | -0.7 |
IWF | iShares Russell 1000 Growth ETF | 45.2 | 19 | 11 | 3.4 | -1.8 |
DEUS | Xtrackers Russell 1000 Comprehensive Factor ETF | 45.2 | 17 | 13 | 5.6 | +0.4 |
OMFL | Invesco Russell 1000 Dynamic Multifactor ETF | 45.2 | 29 | 1 | 7.2 | +2.0 |
CRBN | iShares MSCI ACWI Low Carbon Target ETF | 45.1 | 20 | 10 | 5.3 | +0.1 |
LOWC | SPDR MSCI ACWI Low Carbon Target ETF | 44.6 | 20 | 10 | 5.3 | +0.1 |
VOOG | Vanguard S&P 500 Growth ETF | 44.6 | 10 | 20 | 3.9 | -1.4 |
VONG | Vanguard Russell 1000 Growth Index Fund | 44.6 | 8 | 22 | 3.5 | -1.7 |
IUSG | iShares Core S&P US Growth ETF | 44.5 | 4 | 26 | 3.7 | -1.6 |
USXF | iShares ESG Advanced MSCI USA ETF | 44.3 | 10 | 20 | 4.5 | -0.7 |
SPYG | SPDR Portfolio S&P 500 Growth ETF | 44.0 | 4 | 26 | 3.7 | -1.6 |
IVW | iShares S&P 500 Growth ETF | 44.0 | 18 | 12 | 3.5 | -1.7 |
SUSL | iShares ESG MSCI USA Leaders ETF | 43.7 | 10 | 20 | 4.8 | -0.4 |
USSG | Xtrackers MSCI USA ESG Leaders Equity ETF | 43.7 | 10 | 20 | 4.8 | -0.4 |
FLQL | Franklin LibertyQ U.S. Equity ETF | 43.5 | 15 | 15 | 5.9 | +0.7 |
1Overlap is the percentage of holdings by weight that are identical. For example, if Fund A has a 2% position in Apple, Inc. (AAPL) and Fund B has a 5% position, their overlapping position in AAPL is 2%.
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RESULTS & ESTIMATES
2015 | 2016 | 2017 | 2018 | 2019 | 2020E | 2021E | |
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Sales per share | ** | ** | ** | ** | ** | ** | ** |
Earnings per share | ** | ** | ** | ** | ** | ** | ** |
Dividends per share ![]() |
** | ** | ** | ** | ** | ** | ** |
Book value per share | ** | ** | ** | ** | ** | ** | ** |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
Sales per share growth | **% | **% | **% | **% | **% | **% | |
EPS growth | **% | **% | **% | **% | **% | **% |
OTHER FUNDAMENTAL METRICS
Long term EPS growth est. | **% | Debt-to-equity | **x | |
Asset turnover | **% | Assets-to-equity | **x |
*Six months ago = 100 |
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VALUATION METRICS
2019 | 2020E | 2021E | |
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Price-to-sales | ** | ** | ** |
Price-to-earnings | ** | ** | ** |
Price-to-cash flow | ** | ** | ** |
Price-to-growth | ** | ** | ** |
Price-to-book value | ** | ** | ** |
Yield | ** | ** | ** |
Historical valuation trends
Forward multiple: |
BlackRock U.S. Equity Factor Rotation ETF | |||
Relative to: |
S&P500 | MSCI EAFE | MSCI Emg. Mkts. | Other ETF: |
NEUTRAL |
Average appreciation potential. A rating of NEUTRAL is assigned to ETFs with ALTAR Scores in the middle quintile (ranking between 40%-60%) of their category. This indicates that valuations adequately reflect the fundamentals of stocks in these funds. |
ALTAR Score™
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MODERN PORTFOLIO THEORY
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CONSENSUS RECOMMENDATIONS: FUND CONSTITUENTS
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