AAVM vs. DEUS
Compare and contrast key facts about Alpha Architect Global Factor Equity ETF (AAVM) and Xtrackers Russell US Multifactor ETF (DEUS).
AAVM and DEUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AAVM is an actively managed fund by Alpha Architect. It was launched on May 2, 2017. DEUS is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 Comprehensive Factor Index. It was launched on Nov 24, 2015.
Performance
AAVM vs. DEUS - Performance Comparison
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AAVM vs. DEUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AAVM Alpha Architect Global Factor Equity ETF | 6.19% | 18.54% | 12.07% | -0.74% | -7.00% | 3.52% | 4.69% | 4.59% | -15.64% | 14.62% |
DEUS Xtrackers Russell US Multifactor ETF | 2.99% | 10.41% | 14.33% | 14.73% | -11.18% | 26.31% | 8.81% | 28.80% | -9.16% | 9.90% |
Returns By Period
In the year-to-date period, AAVM achieves a 6.19% return, which is significantly higher than DEUS's 2.99% return.
AAVM
- 1D
- 3.68%
- 1M
- -7.57%
- YTD
- 6.19%
- 6M
- 11.24%
- 1Y
- 30.33%
- 3Y*
- 13.80%
- 5Y*
- 5.09%
- 10Y*
- —
DEUS
- 1D
- 1.77%
- 1M
- -5.06%
- YTD
- 2.99%
- 6M
- 3.85%
- 1Y
- 13.47%
- 3Y*
- 13.23%
- 5Y*
- 8.83%
- 10Y*
- 10.67%
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AAVM vs. DEUS - Expense Ratio Comparison
AAVM has a 0.45% expense ratio, which is higher than DEUS's 0.17% expense ratio.
Return for Risk
AAVM vs. DEUS — Risk / Return Rank
AAVM
DEUS
AAVM vs. DEUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Global Factor Equity ETF (AAVM) and Xtrackers Russell US Multifactor ETF (DEUS). 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.
| AAVM | DEUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 0.88 | +0.74 |
Sortino ratioReturn per unit of downside risk | 2.21 | 1.34 | +0.87 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.19 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 1.28 | +1.10 |
Martin ratioReturn relative to average drawdown | 10.49 | 6.00 | +4.49 |
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
| AAVM | DEUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 0.88 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.57 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.60 | -0.32 |
Correlation
The correlation between AAVM and DEUS is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AAVM vs. DEUS - Dividend Comparison
AAVM's dividend yield for the trailing twelve months is around 1.93%, more than DEUS's 1.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
AAVM Alpha Architect Global Factor Equity ETF | 1.93% | 2.05% | 2.54% | 4.13% | 2.24% | 0.82% | 0.00% | 1.76% | 0.93% | 0.81% | 0.00% |
DEUS Xtrackers Russell US Multifactor ETF | 1.56% | 1.59% | 1.36% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.75% |
Drawdowns
AAVM vs. DEUS - Drawdown Comparison
The maximum AAVM drawdown since its inception was -34.71%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for AAVM and DEUS.
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Drawdown Indicators
| AAVM | DEUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.71% | -40.47% | +5.76% |
Max Drawdown (1Y)Largest decline over 1 year | -13.08% | -11.30% | -1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -23.73% | -20.89% | -2.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.47% | — |
Current DrawdownCurrent decline from peak | -7.57% | -5.13% | -2.44% |
Average DrawdownAverage peak-to-trough decline | -13.55% | -4.39% | -9.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 2.40% | +0.56% |
Volatility
AAVM vs. DEUS - Volatility Comparison
Alpha Architect Global Factor Equity ETF (AAVM) has a higher volatility of 8.08% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 4.18%. This indicates that AAVM's price experiences larger fluctuations and is considered to be riskier than DEUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AAVM | DEUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.08% | 4.18% | +3.90% |
Volatility (6M)Calculated over the trailing 6-month period | 11.74% | 8.41% | +3.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.83% | 15.41% | +3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 15.58% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.82% | 17.97% | -3.15% |