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BMVP vs. DEUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BMVP vs. DEUS

Last updated Jun 26, 2026

BMVP (Invesco Bloomberg MVP Multi-factor ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds - BMVP tracks the Bloomberg MVP Index while DEUS tracks the Russell 1000 Comprehensive Factor Index. Both are passively managed. Over the past 10 years, BMVP returned 10.04%/yr vs 12.00%/yr for DEUS. Their correlation of 0.86 suggests significant overlap in exposure. BMVP charges 0.29%/yr vs 0.17%/yr for DEUS.

Performance

BMVP vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg MVP Multi-factor ETF (BMVP) and Xtrackers Russell US Multifactor ETF (DEUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BMVP achieves a 5.43% return, which is significantly lower than DEUS's 13.05% return. Over the past 10 years, BMVP has underperformed DEUS with an annualized return of 10.04%, while DEUS has yielded a comparatively higher 12.00% annualized return.

BMVP

1D
-0.15%
1M
-1.31%
YTD
5.43%
6M
4.09%
1Y
9.58%
3Y*
13.23%
5Y*
6.39%
10Y*
10.04%

DEUS

1D
0.91%
1M
2.07%
YTD
13.05%
6M
11.70%
1Y
20.42%
3Y*
16.32%
5Y*
9.85%
10Y*
12.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BMVP vs. DEUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BMVP
Invesco Bloomberg MVP Multi-factor ETF		5.43%6.15%17.46%19.03%-16.01%19.38%8.52%13.47%-6.40%20.16%
DEUS
Xtrackers Russell US Multifactor ETF		13.05%10.41%14.33%14.73%-11.18%26.31%8.81%28.80%-9.16%20.20%

Correlation

The correlation between BMVP and DEUS is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.86

The correlation between BMVP and DEUS has been stable across timeframes, ranging from 0.83 to 0.92 - a consistent structural relationship.

BMVP vs. DEUS - Sectors Allocation Comparison

Sectors
BMVP
DEUS

Technology

17.2%
17.7%

Industrials

16.6%
17.0%

Financial Services

16.3%
11.7%

Consumer Cyclical

10.6%
10.5%

Healthcare

9.7%
11.4%

Communication Services

7.5%
3.7%

Real Estate

5.4%
4.2%

Energy

5.1%
5.1%

Utilities

5.1%
6.9%

Consumer Defensive

5.0%
7.3%

Basic Materials

1.5%
4.5%

Technology

BMVP
17.2%
DEUS
17.7%

Industrials

BMVP
16.6%
DEUS
17.0%

Financial Services

BMVP
16.3%
DEUS
11.7%

Consumer Cyclical

BMVP
10.6%
DEUS
10.5%

Healthcare

BMVP
9.7%
DEUS
11.4%

Communication Services

BMVP
7.5%
DEUS
3.7%

Real Estate

BMVP
5.4%
DEUS
4.2%

Energy

BMVP
5.1%
DEUS
5.1%

Utilities

BMVP
5.1%
DEUS
6.9%

Consumer Defensive

BMVP
5.0%
DEUS
7.3%

Basic Materials

BMVP
1.5%
DEUS
4.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco Bloomberg MVP Multi-factor ETF

Xtrackers Russell US Multifactor ETF

Often compared with BMVP:
BMVP vs. VOOBMVP vs. VTIBMVP vs. SPMOBMVP vs. MVCAXBMVP vs. FMDEBMVP vs. FZROXBMVP vs. SCHG
Often compared with DEUS:
DEUS vs. SPYDEUS vs. QLVDEUS vs. JPMEDEUS vs. DYNFDEUS vs. IMCBDEUS vs. JPSTDEUS vs. FLQM

Return for Risk

BMVP vs. DEUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BMVP
BMVP Risk / Return Rank: 3030
Overall Rank
BMVP Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BMVP Sortino Ratio Rank: 2929
Sortino Ratio Rank
BMVP Omega Ratio Rank: 2626
Omega Ratio Rank
BMVP Calmar Ratio Rank: 3333
Calmar Ratio Rank
BMVP Martin Ratio Rank: 3333
Martin Ratio Rank
DEUS
DEUS Risk / Return Rank: 6666
Overall Rank
DEUS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DEUS Sortino Ratio Rank: 6767
Sortino Ratio Rank
DEUS Omega Ratio Rank: 6060
Omega Ratio Rank
DEUS Calmar Ratio Rank: 6868
Calmar Ratio Rank
DEUS Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BMVP vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg MVP Multi-factor ETF (BMVP) 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.

BMVPDEUSDifference
Sharpe ratioReturn per unit of total volatility
0.99
1.84

-0.85

Sortino ratioReturn per unit of downside risk
1.48
2.69

-1.21

Omega ratioGain probability vs. loss probability

1.17

1.32

-0.15

Calmar ratioReturn relative to maximum drawdown

1.49

3.00

-1.51

Martin ratioReturn relative to average drawdown

4.44

11.37

-6.93

BMVP vs. DEUS - Sharpe Ratio Comparison

The current BMVP Sharpe Ratio is 0.99, which is lower than the DEUS Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of BMVP 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.

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Drawdowns

BMVP vs. DEUS - Drawdown Comparison

The maximum BMVP drawdown since its inception was -78.13%, which is greater than DEUS's maximum drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for BMVP and DEUS.

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Drawdown Indicators

BMVPDEUSDifference

Max Drawdown

Largest peak-to-trough decline

-78.13%

-40.47%

-37.66%

Max Drawdown (1Y)

Largest decline over 1 year

-6.45%

-6.83%

+0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-15.12%

-16.69%

+1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-20.89%

-5.69%

Max Drawdown (10Y)

Largest decline over 10 years

-39.45%

-40.47%

+1.02%

Current Drawdown

Current decline from peak

-2.75%

0.00%

-2.75%

Average Drawdown

Average peak-to-trough decline

-36.11%

-4.31%

-31.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

1.80%

+0.36%

Volatility

BMVP vs. DEUS - Volatility Comparison

The current volatility for Invesco Bloomberg MVP Multi-factor ETF (BMVP) is 2.52%, while Xtrackers Russell US Multifactor ETF (DEUS) has a volatility of 3.15%. This indicates that BMVP experiences smaller price fluctuations and is considered to be less risky 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

BMVPDEUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

3.15%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

8.41%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

9.81%

11.18%

-1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.02%

15.56%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

17.97%

+0.81%

BMVP vs. DEUS - Expense Ratio Comparison

BMVP has a 0.29% expense ratio, which is higher than DEUS's 0.17% expense ratio.

Dividends

BMVP vs. DEUS - Dividend Comparison

BMVP's dividend yield for the trailing twelve months is around 1.80%, more than DEUS's 1.41% yield.

PositionTTM20252024202320222021202020192018201720162015
BMVP
Invesco Bloomberg MVP Multi-factor ETF		1.80%1.77%1.58%1.67%1.51%0.56%1.09%0.95%1.44%1.75%1.35%1.02%
DEUS
Xtrackers Russell US Multifactor ETF		1.41%1.59%1.36%1.49%1.74%1.14%1.61%1.65%1.77%1.31%2.75%0.00%

Frequently Asked Questions

BMVP and DEUS have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DEUS has higher volatility (3.15%) compared to BMVP (2.52%). In terms of maximum drawdown, BMVP dropped -78.13% vs DEUS's -40.47%.

On 10-year performance, DEUS leads with 12.00% vs 10.04% for BMVP. On fees, DEUS is cheaper at 0.17% per year. On volatility, BMVP has been the lower-risk option at 2.52%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DEUS has performed better with a 12.00% return vs 10.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DEUS is cheaper with a 0.17% expense ratio, compared with 0.29% for BMVP.

BMVP has the higher dividend yield at 1.80%, compared with 1.41% for DEUS.

BMVP tracks Bloomberg MVP Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.29% for BMVP and 0.17% for DEUS.

DEUS currently has the higher Sharpe Ratio (1.84 vs 0.99), 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.

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