- ISIN
- US2330514819
- CUSIP
- 233051481
- Issuer
- Xtrackers
- Inception Date
- Nov 24, 2015
- Region
- North America (U.S.)
- Category
- Mid Cap Blend Equities, Multi-factor
- Leveraged
- 1x (No leverage)
- Index Tracked
- Russell 1000 Comprehensive Factor Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $272M
Share Price Chart
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Performance
DEUS Performance Chart
Xtrackers Russell US Multifactor ETF (DEUS) is up 10.9% since the beginning of the year. DEUS is currently trading at $64 per share. Investors who bought $1,000 worth of DEUS shares 5 years ago would now be looking at an investment worth $1,574.
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Returns By Period
Xtrackers Russell US Multifactor ETF (DEUS) has returned 10.91% so far this year and 19.24% over the past 12 months. Over the last ten years, DEUS has returned 11.31% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Xtrackers Russell US Multifactor ETF
- 1D
- 0.73%
- 1M
- 2.26%
- YTD
- 10.91%
- 6M
- 11.97%
- 1Y
- 19.24%
- 3Y*
- 16.46%
- 5Y*
- 9.49%
- 10Y*
- 11.31%
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
DEUS Monthly Returns History
Based on dividend-adjusted daily data since Nov 24, 2015, DEUS's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +13.7%, while the worst month was Mar 2020 at -18.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DEUS closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +12.4%, while the worst single day was Mar 16, 2020 at -13.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.81% | 4.49% | -5.06% | 5.59% | 1.26% | 0.72% | 10.91% | ||||||
| 2025 | 3.59% | -1.10% | -2.19% | -1.20% | 3.86% | 2.60% | 0.49% | 2.49% | 0.76% | -1.61% | 2.61% | -0.13% | 10.41% |
| 2024 | 0.28% | 4.90% | 4.38% | -5.64% | 2.80% | -0.04% | 4.96% | 2.17% | 1.69% | -1.17% | 7.42% | -7.25% | 14.33% |
| 2023 | 5.63% | -2.49% | -0.26% | 0.10% | -3.79% | 8.50% | 2.31% | -2.03% | -4.01% | -3.56% | 8.59% | 6.05% | 14.73% |
| 2022 | -6.37% | -1.55% | 2.65% | -6.16% | 1.66% | -7.77% | 7.56% | -2.95% | -8.86% | 10.45% | 6.43% | -4.60% | -11.18% |
| 2021 | -1.16% | 3.58% | 5.97% | 4.44% | 1.25% | 0.04% | 1.68% | 2.97% | -4.54% | 5.85% | -2.21% | 6.37% | 26.31% |
Benchmark Metrics
Xtrackers Russell US Multifactor ETF has an annualized alpha of -0.14%, beta of 0.89, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since November 25, 2015.
- This ETF participated in 95.42% of S&P 500 Index downside but only 89.36% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.89 and R2 of 0.82, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.14%
- Beta
- 0.89
- R²
- 0.82
- Upside Capture
- 89.36%
- Downside Capture
- 95.42%
Expense Ratio
DEUS has an expense ratio of 0.17%, which is considered low.
Return for Risk
Risk / Return Rank
DEUS ranks 53 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and compare them to S&P 500 Index.
| DEUS | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 2.39 | -0.63 |
Sortino ratioReturn per unit of downside risk | 2.59 | 3.25 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.43 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.83 | 3.11 | -0.28 |
Martin ratioReturn relative to average drawdown | 10.74 | 14.38 | -3.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Xtrackers Russell US Multifactor ETF provided a 1.45% dividend yield over the last twelve months, with an annual payout of $0.94 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.94 | $0.93 | $0.73 | $0.71 | $0.73 | $0.55 | $0.62 | $0.60 | $0.51 | $0.42 | $0.74 |
Dividend yield | 1.45% | 1.59% | 1.36% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.75% |
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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.00 | $0.16 | ||||||
| 2025 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.27 | $0.93 |
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.24 | $0.73 |
| 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 | $0.71 |
| 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 | $0.73 |
| 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 | $0.55 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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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.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -40.47%Mar 2020 | 1mo 2d | 7mo 25d | 8mo 27dFeb 2020 - Nov 2020 |
Bear market2022 | -20.89%Sep 2022 | 9mo 4d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -19.78%Dec 2018 | 3mo 26d | 5mo 27d | 9mo 23dAug 2018 - Jun 2019 |
2025 selloff2025 | -16.69%Apr 2025 | 4mo 12d | 4mo 7d | 8mo 19dNov 2024 - Aug 2025 |
2018 pullback2018 | -9.27%Feb 2018 | 10d | 6mo 13d | 6mo 23dJan 2018 - Aug 2018 |
Drawdown Indicators
| DEUS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.47% | -56.78% | +16.31% |
Max Drawdown (1Y)Largest decline over 1 year | -6.83% | -9.10% | +2.27% |
Max Drawdown (3Y)Largest decline over 3 years | -16.69% | -18.90% | +2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -25.43% | +4.54% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | -33.92% | -6.55% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -10.72% | +6.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 1.97% | -0.17% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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