DYNF

BlackRock U.S. Equity Factor Rotation ETF
*Unless otherwise stated, data provided by FactSet.

DYNF Fund Description

DYNF is an actively-managed fund of large- and midcap US stocks that uses five equity style factors.

DYNF Factset Analytics Insight

DYNF is an actively-managed fund that applies factor rotation to US-listed large- and midcap stocks using five commonly-used equity style factors (momentum, quality, value, size and minimum volatility). DYNF dynamically distributes each factor, with an emphasis on those factors with the best near-term return expectations. While the fund is actively managed, it generally allocates its investments using the factor rotation model. The model allows securities to be included in multiple equity style factors rather than being solely assigned to a single style factor.

DYNF MSCI ESG Analytics Insight

BlackRock U.S. Equity Factor Rotation ETF has an MSCI ESG Fund Rating of A based on a score of 6.69 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. BlackRock U.S. Equity Factor Rotation ETF ranks in the 60th percentile within its peer group and in the 69th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DYNF MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/21/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DYNF 4.56% 5.90% 22.20% 34.44% -- -- --
DYNF (NAV) 4.95% 5.43% 22.63% 35.57% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA IMI 4.69% 4.75% 21.99% 36.14% 20.62% 18.64% 16.28%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DYNF Summary Data

Blackrock
BlackRock
03/19/19
Open-Ended Fund
0.30%
$103.06M
$169.61K
0.09%

DYNF Portfolio Data

$266.03B
26.22
4.36
1.13%
09/24/21
609

DYNF Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA IMI

DYNF Portfolio Management

0.30%
--
--
--

DYNF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DYNF Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

DYNF Factset Analytics Block Liquidity

As of 10/22/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DYNF. DYNF is rated a 5 out of 5.

DYNF Tradability

4,697
$169.61K
3,416
$127.23K
0.09%
$0.04
-0.04%
0.31% / -0.25%
None
99.00%
25,000
0.14
0.05%
0.00%
0
$38.48
5

DYNF Sector/Industry Breakdown


DYNF
Segment Benchmark
31.08%
33.75%
17.93%
14.20%
14.03%
14.74%
12.10%
9.19%
11.76%
13.09%
3.53%
5.23%
3.31%
2.62%
3.05%
2.41%
2.27%
2.45%
0.29%
1.18%

DYNF Countries


DYNF
Segment Benchmark
99.92%
99.93%
0.08%
0.07%

DYNF Regions


DYNF
Segment Benchmark
100.00%
100.00%

DYNF Economic Development


DYNF
Segment Benchmark
100.00%
100.00%

DYNF Performance Statistics

0.97
0.98
1.00
0.96
0.17%
MSCI USA IMI

DYNF MSCI ESG Ratings

6.69 / 10
68.60
60.19
5.27%
--
144.06

DYNF Benchmark Comparison Holdings

609
2469
609
56.08%

DYNF Benchmark Comparison Summary


DYNF
Segment Benchmark
609
2469
$266.03B
$504.44B
26.22
31.21
4.36
4.50
1.10%
1.21%
Low
Low

DYNF Benchmark Comparison Market Cap Size


DYNF
Segment Benchmark
94.30%
87.77%
5.70%
9.78%
0.00%
2.35%
0.00%
0.10%