DEUS vs. CA
DEUS (Xtrackers Russell US Multifactor ETF) and CA (Xtrackers California Municipal Bond ETF) are both exchange-traded funds - DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index, while CA is a Municipal Bonds fund tracking the ICE AMT-Free Broad Liquid California Municipal Index - Benchmark TR Gross. Both are passively managed. Over the past year, DEUS returned 19.24% vs 6.56% for CA. At a 0.16 correlation, their price movements are largely independent. DEUS charges 0.17%/yr vs 0.07%/yr for CA.
Performance
DEUS vs. CA - Performance Comparison
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Returns By Period
In the year-to-date period, DEUS achieves a 10.91% return, which is significantly higher than CA's 1.20% return.
DEUS
- 1D
- 0.73%
- 1M
- 2.26%
- YTD
- 10.91%
- 6M
- 11.97%
- 1Y
- 19.24%
- 3Y*
- 16.46%
- 5Y*
- 9.49%
- 10Y*
- 11.31%
CA
- 1D
- 0.00%
- 1M
- 0.20%
- YTD
- 1.20%
- 6M
- 1.48%
- 1Y
- 6.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DEUS vs. CA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 10.91% | 10.41% | 14.33% | 0.45% |
CA Xtrackers California Municipal Bond ETF | 1.20% | 3.05% | 1.51% | 0.79% |
Correlation
The correlation between DEUS and CA is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2023 | 0.16 |
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Return for Risk
DEUS vs. CA — Risk / Return Rank
DEUS
CA
DEUS vs. CA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and Xtrackers California Municipal Bond ETF (CA). 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.
| DEUS | CA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | 2.50 | -0.75 |
Sortino ratioReturn per unit of downside risk | 2.59 | 3.77 | -1.18 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.57 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.79 | 2.46 | +0.33 |
Martin ratioReturn relative to average drawdown | 10.62 | 9.33 | +1.30 |
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
| DEUS | CA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | 2.50 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.67 | -0.04 |
Drawdowns
DEUS vs. CA - Drawdown Comparison
The maximum DEUS drawdown since its inception was -40.47%, which is greater than CA's maximum drawdown of -5.24%. Use the drawdown chart below to compare losses from any high point for DEUS and CA.
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Drawdown Indicators
| DEUS | CA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.47% | -5.24% | -35.23% |
Max Drawdown (1Y)Largest decline over 1 year | -6.83% | -2.57% | -4.26% |
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 DrawdownCurrent decline from peak | 0.00% | -0.75% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -1.27% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | 0.68% | +1.12% |
Volatility
DEUS vs. CA - Volatility Comparison
Xtrackers Russell US Multifactor ETF (DEUS) has a higher volatility of 2.97% compared to Xtrackers California Municipal Bond ETF (CA) at 0.37%. This indicates that DEUS's price experiences larger fluctuations and is considered to be riskier than CA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEUS | CA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 0.37% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.17% | 1.84% | +6.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.02% | 2.65% | +8.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 3.99% | +11.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 3.99% | +13.99% |
DEUS vs. CA - Expense Ratio Comparison
DEUS has a 0.17% expense ratio, which is higher than CA's 0.07% 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
DEUS vs. CA - Dividend Comparison
DEUS's dividend yield for the trailing twelve months is around 1.45%, less than CA's 2.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
CA Xtrackers California Municipal Bond ETF | 2.96% | 3.14% | 3.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DEUS Xtrackers Russell US Multifactor ETF | 1.45% | 1.59% | 1.36% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.75% |
Frequently Asked Questions
DEUS and CA have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DEUS has higher volatility (2.97%) compared to CA (0.37%). In terms of maximum drawdown, DEUS dropped -40.47% vs CA's -5.24%.
On 1-year performance, DEUS leads with 19.24% vs 6.56% for CA. On fees, CA is cheaper at 0.07% per year. On volatility, CA has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DEUS has performed better with a 19.24% return vs 6.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CA is cheaper with a 0.07% expense ratio, compared with 0.17% for DEUS.
CA has the higher dividend yield at 2.96%, compared with 1.45% for DEUS.
DEUS is categorized as Mid Cap Blend Equities, while CA is Municipal Bonds. DEUS tracks Russell 1000 Comprehensive Factor Index, while CA tracks ICE AMT-Free Broad Liquid California Municipal Index - Benchmark TR Gross. Their fees differ too: 0.17% for DEUS and 0.07% for CA.
CA currently has the higher Sharpe Ratio (2.50 vs 1.75), 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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