DEUS vs. CPAI

Last updated Jun 3, 2026

DEUS (Xtrackers Russell US Multifactor ETF) and CPAI (Counterpoint Quantitative Equity ETF) are both Mid Cap Blend Equities funds. DEUS is passively managed, while CPAI is actively managed. Over the past year, DEUS returned 19.24% vs 49.88% for CPAI. A 0.75 correlation means they provide meaningful diversification when combined. DEUS charges 0.17%/yr vs 0.75%/yr for CPAI.

Performance

DEUS vs. CPAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Russell US Multifactor ETF (DEUS) and Counterpoint Quantitative Equity ETF (CPAI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DEUS achieves a 10.91% return, which is significantly lower than CPAI's 29.80% 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%

CPAI

• 1D: 0.66%
• 1M: 9.81%
• YTD: 29.80%
• 6M: 31.62%
• 1Y: 49.88%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DEUS vs. CPAI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DEUS Xtrackers Russell US Multifactor ETF	10.91%	10.41%	14.33%	7.00%
CPAI Counterpoint Quantitative Equity ETF	29.80%	17.79%	28.37%	6.69%

Correlation

The correlation between DEUS and CPAI is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023	0.75

The correlation between DEUS and CPAI has been stable across timeframes, ranging from 0.68 to 0.75 - a consistent structural relationship.

DEUS vs. CPAI - Sectors Allocation Comparison

Sectors	DEUS	CPAI
Industrials	17.6%	5.7%
Technology	15.5%	45.4%
Financial Services	12.1%	4.3%
Healthcare	11.4%	16.0%
Consumer Cyclical	10.6%	4.2%
Consumer Defensive	7.5%	9.5%
Utilities	7.3%	-
Energy	5.5%	3.7%
Basic Materials	4.5%	3.3%
Real Estate	4.3%	-
Communication Services	3.8%	7.9%

Return for Risk

DEUS vs. CPAI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEUS

DEUS Risk / Return Rank: 53
DEUS Sharpe Ratio Rank: 50
DEUS Sortino Ratio Rank: 53
DEUS Omega Ratio Rank: 48
DEUS Calmar Ratio Rank: 55
DEUS Martin Ratio Rank: 59

CPAI

CPAI Risk / Return Rank: 82
CPAI Sharpe Ratio Rank: 84
CPAI Sortino Ratio Rank: 80
CPAI Omega Ratio Rank: 77
CPAI Calmar Ratio Rank: 86
CPAI Martin Ratio Rank: 84

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.

DEUS vs. CPAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and Counterpoint Quantitative Equity ETF (CPAI). 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	CPAI	Difference
Sharpe ratio Return per unit of total volatility	1.75	2.78	-1.03
Sortino ratio Return per unit of downside risk	2.59	3.62	-1.04
Omega ratio Gain probability vs. loss probability	1.31	1.47	-0.16
Calmar ratio Return relative to maximum drawdown	2.79	4.83	-2.04
Martin ratio Return relative to average drawdown	10.62	17.69	-7.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DEUS vs. CPAI - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.75, which is lower than the CPAI Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of DEUS and CPAI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DEUS	CPAI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	2.78	-1.03
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	1.84	-1.20

Drawdowns

DEUS vs. CPAI - Drawdown Comparison

The maximum DEUS drawdown since its inception was -40.47%, which is greater than CPAI's maximum drawdown of -21.46%. Use the drawdown chart below to compare losses from any high point for DEUS and CPAI.

Drawdown Indicators

	DEUS	CPAI	Difference
Max Drawdown Largest peak-to-trough decline	-40.47%	-21.46%	-19.01%
Max Drawdown (1Y) Largest decline over 1 year	-6.83%	-10.48%	+3.65%
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	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.34%	-2.98%	-1.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	2.87%	-1.07%

Volatility

DEUS vs. CPAI - Volatility Comparison

The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 2.97%, while Counterpoint Quantitative Equity ETF (CPAI) has a volatility of 4.89%. This indicates that DEUS experiences smaller price fluctuations and is considered to be less risky than CPAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEUS	CPAI	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	4.89%	-1.92%
Volatility (6M) Calculated over the trailing 6-month period	8.17%	14.37%	-6.20%
Volatility (1Y) Calculated over the trailing 1-year period	11.02%	18.03%	-7.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.55%	19.16%	-3.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.98%	19.16%	-1.18%

DEUS vs. CPAI - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is lower than CPAI's 0.75% expense ratio.

Dividends

DEUS vs. CPAI - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.45%, more than CPAI's 0.69% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CPAI Counterpoint Quantitative Equity ETF	0.69%	0.89%	0.41%	0.06%	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

Can I hold both DEUS and CPAI in my portfolio?

DEUS and CPAI have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DEUS or CPAI?

CPAI has higher volatility (4.89%) compared to DEUS (2.97%). In terms of maximum drawdown, DEUS dropped -40.47% vs CPAI's -21.46%.

Which ETF is better, DEUS or CPAI?

On 1-year performance, CPAI leads with 49.88% vs 19.24% for DEUS. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 2.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEUS or CPAI?

Over the 1-year period, CPAI has performed better with a 49.88% return vs 19.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEUS or CPAI?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.75% for CPAI.

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

DEUS has the higher dividend yield at 1.45%, compared with 0.69% for CPAI.

What is the main difference between DEUS and CPAI?

They also come from different issuers: Xtrackers and Counterpoint Funds. Their fees differ too: 0.17% for DEUS and 0.75% for CPAI.

Which has better risk-adjusted returns?

CPAI currently has the higher Sharpe Ratio (2.78 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.