ABCS vs. DEUS

Last updated Aug 2, 2026

ABCS (Alpha Blue Capital US Small-Mid Cap Dynamic ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds - ABCS tracks the BNY Mellon ABC Index while DEUS tracks the Russell 1000 Comprehensive Factor Index. Both are passively managed. Over the past year, ABCS returned 25.77% vs 21.03% for DEUS. Their correlation of 0.92 means they have usually moved in the same direction. ABCS charges 0.27%/yr vs 0.17%/yr for DEUS.

Performance

ABCS vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) and Xtrackers Russell US Multifactor ETF (DEUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABCS achieves a 16.54% return, which is significantly higher than DEUS's 15.12% return.

ABCS

• 1D: -0.47%
• 1M: 3.51%
• 6M: 14.48%
• YTD: 16.54%
• 1Y: 25.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.96%

DEUS

• 1D: -0.21%
• 1M: 1.31%
• 6M: 10.90%
• YTD: 15.12%
• 1Y: 21.03%
• 3Y*: 14.88%
• 5Y*: 9.89%
• 10Y*: 11.33%
• ALL TIME*: 11.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	$78.00K	$72.55K	$66.49K
DEUS Xtrackers Russell US Multifactor ETF	$618.40K	$852.23K	$985.08K

ABCS vs. DEUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	16.54%	7.95%	14.47%	-0.06%
DEUS Xtrackers Russell US Multifactor ETF	15.12%	10.41%	14.33%	0.24%

Correlation

The correlation between ABCS and DEUS is 0.87, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.87
Correlation (All Time) Calculated using the full available price history since Dec 20, 2023	0.92

The correlation between ABCS and DEUS has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

ABCS vs. DEUS - Sectors Allocation Comparison

Sectors	ABCS	DEUS
Financial Services	21.0%	13.8%
Healthcare	16.9%	12.9%
Consumer Cyclical	14.1%	11.1%
Technology	13.8%	10.5%
Industrials	11.5%	18.7%
Energy	5.3%	5.2%
Consumer Defensive	4.7%	7.5%
Real Estate	4.5%	5.6%
Basic Materials	3.4%	4.1%
Utilities	3.0%	7.4%
Communication Services	2.0%	3.2%

Return for Risk

ABCS vs. DEUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ABCS

ABCS Risk / Return Rank: 78
ABCS Sharpe Ratio Rank: 78
ABCS Sortino Ratio Rank: 81
ABCS Omega Ratio Rank: 75
ABCS Calmar Ratio Rank: 80
ABCS Martin Ratio Rank: 75

DEUS

DEUS Risk / Return Rank: 80
DEUS Sharpe Ratio Rank: 78
DEUS Sortino Ratio Rank: 81
DEUS Omega Ratio Rank: 75
DEUS Calmar Ratio Rank: 80
DEUS Martin Ratio Rank: 83

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ABCS vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ABCS	DEUS	Difference
Sharpe ratio: Return per unit of total volatility	1.78	1.79	-0.01
Sortino ratio: Return per unit of downside risk	2.65	2.65	0.00
Omega ratio: Gain probability vs. loss probability	1.32	1.31	0.00
Calmar ratio: Return relative to maximum drawdown	2.90	2.92	-0.03
Martin ratio: Return relative to average drawdown	9.35	11.25	-1.90

ABCS vs. DEUS - Sharpe Ratio Comparison

The current ABCS Sharpe Ratio is 1.78, which is comparable to the DEUS Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of ABCS and DEUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ABCS vs. DEUS - Drawdown Comparison

The maximum ABCS drawdown since its inception was -20.52%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for ABCS and DEUS.

Drawdown Indicators

	ABCS	DEUS	Difference
Max Drawdown Largest peak-to-trough decline	-20.52%	-40.47%	+19.95%
Max Drawdown (1Y) Largest decline over 1 year	-8.33%	-6.83%	-1.50%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.69%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.89%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-40.47%	—
Current Drawdown Current decline from peak	-1.27%	-1.53%	+0.26%
Average Drawdown Average peak-to-trough decline	-3.34%	-4.28%	+0.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	1.77%	+0.81%

Volatility

ABCS vs. DEUS - Volatility Comparison

Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) has a higher volatility of 3.89% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.09%. This indicates that ABCS'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.

Volatility by Period

	ABCS	DEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.89%	3.09%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	9.39%	8.23%	+1.16%
Volatility (1Y) Calculated over the trailing 1-year period	13.59%	11.17%	+2.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.91%	15.49%	+1.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.91%	17.95%	-1.04%

ABCS vs. DEUS - Expense Ratio Comparison

ABCS has a 0.27% expense ratio, which is higher than DEUS's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

ABCS vs. DEUS - Dividend Comparison

ABCS's dividend yield for the trailing twelve months is around 1.12%, less than DEUS's 1.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	1.12%	1.37%	1.39%	0.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DEUS Xtrackers Russell US Multifactor ETF	1.38%	1.59%	1.36%	1.49%	1.74%	1.14%	1.61%	1.65%	1.77%	1.31%	2.75%

Frequently Asked Questions

Can I hold both ABCS and DEUS in my portfolio?

ABCS and DEUS have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABCS or DEUS?

ABCS has higher volatility (3.89%) compared to DEUS (3.09%). In terms of maximum drawdown, ABCS dropped -20.52% vs DEUS's -40.47%.

Which ETF is better, ABCS or DEUS?

On 1-year performance, ABCS leads with 25.77% vs 21.03% for DEUS. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABCS or DEUS?

Over the 1-year period, ABCS has performed better with a 25.77% return vs 21.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABCS or DEUS?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.27% for ABCS.

Which ETF pays a higher dividend yield, ABCS or DEUS?

DEUS has the higher dividend yield at 1.38%, compared with 1.12% for ABCS.

What is the main difference between ABCS and DEUS?

ABCS tracks BNY Mellon ABC Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. They also come from different issuers: Alpha Architect and Xtrackers. Their fees differ too: 0.27% for ABCS and 0.17% for DEUS.

Which has better risk-adjusted returns?

DEUS currently has the higher Sharpe Ratio (1.79 vs 1.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.