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DEUS vs. FFSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DEUS vs. FFSM

Last updated Jun 26, 2026

DEUS (Xtrackers Russell US Multifactor ETF) and FFSM (Fidelity Fundamental Small-Mid Cap ETF) are both Mid Cap Blend Equities funds. DEUS is passively managed, while FFSM is actively managed. Over the past 5 years, DEUS returned 9.85%/yr vs 11.30%/yr for FFSM. Their correlation of 0.92 suggests significant overlap in exposure. DEUS charges 0.17%/yr vs 0.43%/yr for FFSM.

Performance

DEUS vs. FFSM - Performance Comparison

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

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Returns By Period

In the year-to-date period, DEUS achieves a 13.05% return, which is significantly lower than FFSM's 24.27% return.

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%

FFSM

1D
1.47%
1M
5.22%
YTD
24.27%
6M
21.19%
1Y
43.07%
3Y*
22.71%
5Y*
11.30%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEUS vs. FFSM - Yearly Performance Comparison

2026 (YTD)20252024202320222021
DEUS
Xtrackers Russell US Multifactor ETF		13.05%10.41%14.33%14.73%-11.18%24.92%
FFSM
Fidelity Fundamental Small-Mid Cap ETF		24.27%14.89%14.38%17.30%-16.35%20.44%

Correlation

The correlation between DEUS and FFSM is 0.84, 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

0.84

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

0.90

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

0.93

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2021

0.92

The correlation between DEUS and FFSM has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.

DEUS vs. FFSM - Sectors Allocation Comparison

Sectors
DEUS
FFSM

Technology

17.7%
14.0%

Industrials

17.0%
29.5%

Financial Services

11.7%
22.7%

Healthcare

11.4%
9.1%

Consumer Cyclical

10.5%
12.2%

Consumer Defensive

7.3%
2.3%

Utilities

6.9%
1.8%

Energy

5.1%
2.2%

Basic Materials

4.5%
6.2%

Real Estate

4.2%
0.0%

Communication Services

3.7%

-

Technology

DEUS
17.7%
FFSM
14.0%

Industrials

DEUS
17.0%
FFSM
29.5%

Financial Services

DEUS
11.7%
FFSM
22.7%

Healthcare

DEUS
11.4%
FFSM
9.1%

Consumer Cyclical

DEUS
10.5%
FFSM
12.2%

Consumer Defensive

DEUS
7.3%
FFSM
2.3%

Utilities

DEUS
6.9%
FFSM
1.8%

Energy

DEUS
5.1%
FFSM
2.2%

Basic Materials

DEUS
4.5%
FFSM
6.2%

Real Estate

DEUS
4.2%
FFSM
0.0%

Communication Services

DEUS
3.7%
FFSM

-

Compare stocks, funds, or ETFs

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

Xtrackers Russell US Multifactor ETF

Fidelity Fundamental Small-Mid Cap ETF

Often compared with DEUS:
DEUS vs. SPYDEUS vs. QLVDEUS vs. JPMEDEUS vs. DYNFDEUS vs. IMCBDEUS vs. JPSTDEUS vs. FLQM
Often compared with FFSM:
FFSM vs. FFLGFFSM vs. FFLVFFSM vs. AVUVFFSM vs. VIOGFFSM vs. FFLCFFSM vs. FCPGXFFSM vs. VOO

Return for Risk

DEUS vs. FFSM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
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
FFSM
FFSM Risk / Return Rank: 8484
Overall Rank
FFSM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
FFSM Sortino Ratio Rank: 8383
Sortino Ratio Rank
FFSM Omega Ratio Rank: 7878
Omega Ratio Rank
FFSM Calmar Ratio Rank: 8686
Calmar Ratio Rank
FFSM Martin Ratio Rank: 8888
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.

DEUS vs. FFSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and Fidelity Fundamental Small-Mid Cap ETF (FFSM). 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.

DEUSFFSMDifference
Sharpe ratioReturn per unit of total volatility
1.84
2.32

-0.48

Sortino ratioReturn per unit of downside risk
2.69
3.21

-0.52

Omega ratioGain probability vs. loss probability

1.32

1.40

-0.08

Calmar ratioReturn relative to maximum drawdown

3.00

4.17

-1.17

Martin ratioReturn relative to average drawdown

11.37

16.79

-5.42

DEUS vs. FFSM - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.84, which is comparable to the FFSM Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of DEUS and FFSM, 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

DEUS vs. FFSM - Drawdown Comparison

The maximum DEUS drawdown since its inception was -40.47%, which is greater than FFSM's maximum drawdown of -26.65%. Use the drawdown chart below to compare losses from any high point for DEUS and FFSM.

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Drawdown Indicators

DEUSFFSMDifference

Max Drawdown

Largest peak-to-trough decline

-40.47%

-26.65%

-13.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

-10.37%

+3.54%

Max Drawdown (3Y)

Largest decline over 3 years

-16.69%

-24.78%

+8.09%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

-26.65%

+5.76%

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

-4.31%

-7.78%

+3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

2.57%

-0.77%

Volatility

DEUS vs. FFSM - Volatility Comparison

The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 3.15%, while Fidelity Fundamental Small-Mid Cap ETF (FFSM) has a volatility of 6.31%. This indicates that DEUS experiences smaller price fluctuations and is considered to be less risky than FFSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DEUSFFSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

6.31%

-3.16%

Volatility (6M)

Calculated over the trailing 6-month period

8.41%

14.69%

-6.28%

Volatility (1Y)

Calculated over the trailing 1-year period

11.18%

18.64%

-7.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

20.77%

-5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

20.61%

-2.64%

DEUS vs. FFSM - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is lower than FFSM's 0.43% expense ratio.

Dividends

DEUS vs. FFSM - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.41%, more than FFSM's 0.43% yield.

PositionTTM2025202420232022202120202019201820172016
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%
FFSM
Fidelity Fundamental Small-Mid Cap ETF		0.43%0.56%0.62%0.56%0.58%0.37%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DEUS and FFSM have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFSM has higher volatility (6.31%) compared to DEUS (3.15%). In terms of maximum drawdown, DEUS dropped -40.47% vs FFSM's -26.65%.

On 5-year performance, FFSM leads with 11.30% vs 9.85% for DEUS. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 3.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FFSM has performed better with a 11.30% return vs 9.85%. 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 0.43% for FFSM.

DEUS has the higher dividend yield at 1.41%, compared with 0.43% for FFSM.

They also come from different issuers: Xtrackers and Fidelity. Their fees differ too: 0.17% for DEUS and 0.43% for FFSM.

FFSM currently has the higher Sharpe Ratio (2.32 vs 1.84), 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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