DEUS vs. FLQM
Compare and contrast key facts about Xtrackers Russell US Multifactor ETF (DEUS) and Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM).
DEUS and FLQM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEUS is a passively managed fund by Deutsche Bank that tracks the performance of the Russell 1000 Comprehensive Factor Index. It was launched on Nov 24, 2015. FLQM is a passively managed fund by Franklin Templeton that tracks the performance of the LibertyQ U.S. Mid Cap Equity Index. It was launched on Apr 26, 2017. Both DEUS and FLQM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEUS or FLQM.
Key characteristics
| DEUS | FLQM | |
|---|---|---|
| YTD Return | 4.67% | 5.80% |
| 1Y Return | 20.01% | 21.16% |
| 3Y Return (Ann) | 5.76% | 7.02% |
| 5Y Return (Ann) | 9.91% | 11.55% |
| Sharpe Ratio | 1.57 | 1.56 |
| Daily Std Dev | 11.95% | 12.75% |
| Max Drawdown | -40.47% | -37.26% |
| Current Drawdown | -4.67% | -4.90% |
Correlation
The correlation between DEUS and FLQM is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DEUS vs. FLQM - Performance Comparison
In the year-to-date period, DEUS achieves a 4.67% return, which is significantly lower than FLQM's 5.80% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DEUS vs. FLQM - Expense Ratio Comparison
DEUS has a 0.17% expense ratio, which is lower than FLQM's 0.30% expense ratio.
Risk-Adjusted Performance
DEUS vs. FLQM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM). 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.
Dividends
DEUS vs. FLQM - Dividend Comparison
DEUS's dividend yield for the trailing twelve months is around 1.35%, more than FLQM's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 1.35% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.15% |
FLQM Franklin LibertyQ U.S. Mid Cap Equity ETF | 1.19% | 1.27% | 1.33% | 1.05% | 1.10% | 1.37% | 1.42% | 1.15% | 0.00% |
Drawdowns
DEUS vs. FLQM - Drawdown Comparison
The maximum DEUS drawdown since its inception was -40.47%, which is greater than FLQM's maximum drawdown of -37.26%. Use the drawdown chart below to compare losses from any high point for DEUS and FLQM. For additional features, visit the drawdowns tool.
Volatility
DEUS vs. FLQM - Volatility Comparison
Xtrackers Russell US Multifactor ETF (DEUS) and Franklin LibertyQ U.S. Mid Cap Equity ETF (FLQM) have volatilities of 3.47% and 3.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.