Xtrackers Russell US Multifactor ETF (DEUS)
DEUS is a passive ETF by Deutsche Bank tracking the investment results of the Russell 1000 Comprehensive Factor Index. DEUS launched on Nov 24, 2015 and has a 0.17% expense ratio.
ETF Info
| ISIN | US2330514819 |
|---|---|
| CUSIP | 233051481 |
| Issuer | Deutsche Bank |
| Inception Date | Nov 24, 2015 |
| Region | North America (U.S.) |
| Category | All Cap Equities |
| Index Tracked | Russell 1000 Comprehensive Factor Index |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
The Xtrackers Russell US Multifactor ETF features an expense ratio of 0.17%, falling within the medium range.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: DEUS vs. SPY, DEUS vs. JPST, DEUS vs. DYNF, DEUS vs. FLQM, DEUS vs. IMCB
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Xtrackers Russell US Multifactor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Xtrackers Russell US Multifactor ETF had a return of 4.93% year-to-date (YTD) and 18.52% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.93% | 6.33% |
| 1 month | -2.96% | -2.81% |
| 6 months | 21.55% | 21.13% |
| 1 year | 18.52% | 24.56% |
| 5 years (annualized) | 10.08% | 11.55% |
| 10 years (annualized) | N/A | 10.55% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.28% | 4.90% | 4.38% | |||||||||
| 2023 | -4.01% | -3.56% | 8.59% | 6.05% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Xtrackers Russell US Multifactor ETF(DEUS)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Xtrackers Russell US Multifactor ETF granted a 1.35% dividend yield in the last twelve months. The annual payout for that period amounted to $0.67 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.67 | $0.71 | $0.73 | $0.55 | $0.62 | $0.60 | $0.51 | $0.42 | $0.58 |
Dividend yield | 1.35% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.15% |
Monthly Dividends
The table displays the monthly dividend distributions for Xtrackers Russell US Multifactor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.11 | |||||||||
| 2023 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.20 |
| 2022 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.25 |
| 2021 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.23 |
| 2020 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.21 |
| 2019 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 |
| 2018 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.15 |
| 2017 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.16 |
| 2016 | $0.02 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.38 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Xtrackers Russell US Multifactor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Xtrackers Russell US Multifactor ETF was 40.47%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.
The current Xtrackers Russell US Multifactor ETF drawdown is 4.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.47% | Feb 20, 2020 | 23 | Mar 23, 2020 | 165 | Nov 13, 2020 | 188 |
| -20.89% | Dec 30, 2021 | 190 | Sep 30, 2022 | 302 | Dec 13, 2023 | 492 |
| -19.78% | Aug 30, 2018 | 80 | Dec 24, 2018 | 121 | Jun 19, 2019 | 201 |
| -9.27% | Jan 29, 2018 | 9 | Feb 8, 2018 | 133 | Aug 20, 2018 | 142 |
| -8.55% | Jan 4, 2016 | 10 | Feb 9, 2016 | 10 | Mar 14, 2016 | 20 |
Volatility
Volatility Chart
The current Xtrackers Russell US Multifactor ETF volatility is 3.37%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.