CGMM vs. DEUS

Last updated Aug 4, 2026

CGMM (Capital Group U.S. Small and Mid Cap ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds. CGMM is actively managed, while DEUS is passively managed. Over the past year, CGMM returned 20.81% vs 21.67% for DEUS. Their correlation of 0.84 means they have usually moved in the same direction. CGMM charges 0.51%/yr vs 0.17%/yr for DEUS.

Performance

CGMM vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital Group U.S. Small and Mid Cap ETF (CGMM) 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, CGMM achieves a 12.62% return, which is significantly lower than DEUS's 15.73% return.

CGMM

• 1D: 1.60%
• 1M: -0.86%
• 6M: 7.51%
• YTD: 12.62%
• 1Y: 20.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.33%

DEUS

• 1D: 0.53%
• 1M: 1.84%
• 6M: 10.76%
• YTD: 15.73%
• 1Y: 21.67%
• 3Y*: 15.79%
• 5Y*: 10.01%
• 10Y*: 11.41%
• ALL TIME*: 11.56%

*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)
CGMM Capital Group U.S. Small and Mid Cap ETF	$22.62M	$22.77M	$28.59M
DEUS Xtrackers Russell US Multifactor ETF	$638.57K	$826.95K	$989.73K

CGMM vs. DEUS - Yearly Performance Comparison

	2026 (YTD)	2025
CGMM Capital Group U.S. Small and Mid Cap ETF	12.62%	12.15%
DEUS Xtrackers Russell US Multifactor ETF	15.73%	8.41%

Correlation

The correlation between CGMM and DEUS is 0.81, 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.	0.81
Correlation (All Time) Calculated using the full available price history since Jan 16, 2025	0.84

The correlation between CGMM and DEUS has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.

CGMM vs. DEUS - Sectors Allocation Comparison

Sectors	CGMM	DEUS
Industrials	21.7%	18.7%
Technology	18.7%	10.5%
Financial Services	16.2%	13.8%
Consumer Cyclical	12.7%	11.1%
Healthcare	11.7%	12.9%
Consumer Defensive	5.3%	7.5%
Utilities	3.0%	7.4%
Basic Materials	3.0%	4.1%
Energy	2.7%	5.2%
Real Estate	2.6%	5.6%
Communication Services	2.4%	3.2%

Return for Risk

CGMM vs. DEUS — Risk / Return Rank

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

CGMM

CGMM Risk / Return Rank: 54
CGMM Sharpe Ratio Rank: 51
CGMM Sortino Ratio Rank: 53
CGMM Omega Ratio Rank: 47
CGMM Calmar Ratio Rank: 56
CGMM Martin Ratio Rank: 62

DEUS

DEUS Risk / Return Rank: 82
DEUS Sharpe Ratio Rank: 80
DEUS Sortino Ratio Rank: 84
DEUS Omega Ratio Rank: 78
DEUS Calmar Ratio Rank: 82
DEUS Martin Ratio Rank: 84

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.

CGMM vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital Group U.S. Small and Mid Cap ETF (CGMM) 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.

	CGMM	DEUS	Difference
Sharpe ratio: Return per unit of total volatility	1.31	1.96	-0.65
Sortino ratio: Return per unit of downside risk	1.96	2.88	-0.92
Omega ratio: Gain probability vs. loss probability	1.23	1.34	-0.12
Calmar ratio: Return relative to maximum drawdown	2.07	3.19	-1.11
Martin ratio: Return relative to average drawdown	7.78	12.26	-4.48

CGMM vs. DEUS - Sharpe Ratio Comparison

The current CGMM Sharpe Ratio is 1.31, which is lower than the DEUS Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of CGMM 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

CGMM vs. DEUS - Drawdown Comparison

The maximum CGMM drawdown since its inception was -21.04%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for CGMM and DEUS.

Drawdown Indicators

	CGMM	DEUS	Difference
Max Drawdown Largest peak-to-trough decline	-21.04%	-40.47%	+19.43%
Max Drawdown (1Y) Largest decline over 1 year	-10.09%	-6.83%	-3.26%
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	-1.61%	-1.01%	-0.60%
Average Drawdown Average peak-to-trough decline	-3.07%	-4.28%	+1.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	1.77%	+0.91%

Volatility

CGMM vs. DEUS - Volatility Comparison

Capital Group U.S. Small and Mid Cap ETF (CGMM) has a higher volatility of 3.95% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.05%. This indicates that CGMM'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

	CGMM	DEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.95%	3.05%	+0.90%
Volatility (6M) Calculated over the trailing 6-month period	12.03%	8.23%	+3.80%
Volatility (1Y) Calculated over the trailing 1-year period	16.01%	11.14%	+4.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.77%	15.49%	+4.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.77%	17.95%	+1.82%

CGMM vs. DEUS - Expense Ratio Comparison

CGMM has a 0.51% expense ratio, which is higher than DEUS's 0.17% expense ratio.

Dividends

CGMM vs. DEUS - Dividend Comparison

CGMM's dividend yield for the trailing twelve months is around 0.38%, less than DEUS's 1.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CGMM Capital Group U.S. Small and Mid Cap ETF	0.38%	0.40%	0.00%	0.00%	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 CGMM and DEUS in my portfolio?

CGMM and DEUS have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CGMM or DEUS?

CGMM has higher volatility (3.95%) compared to DEUS (3.05%). In terms of maximum drawdown, CGMM dropped -21.04% vs DEUS's -40.47%.

Which ETF is better, CGMM or DEUS?

On 1-year performance, DEUS leads with 21.67% vs 20.81% for CGMM. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 3.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CGMM or DEUS?

Over the 1-year period, DEUS has performed better with a 21.67% return vs 20.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CGMM or DEUS?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.51% for CGMM.

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

DEUS has the higher dividend yield at 1.38%, compared with 0.38% for CGMM.

What is the main difference between CGMM and DEUS?

They also come from different issuers: Capital Group and Xtrackers. Their fees differ too: 0.51% for CGMM and 0.17% for DEUS.

Which has better risk-adjusted returns?

DEUS currently has the higher Sharpe Ratio (1.96 vs 1.31), 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.