DEUS vs. HYRM
DEUS (Xtrackers Russell US Multifactor ETF) and HYRM (Xtrackers Risk Managed USD High Yield Strategy ETF) are both exchange-traded funds - DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index, while HYRM is a High Yield Bonds fund tracking the Adaptive Wealth Strategies Risk Managed High Yield Index - USD - US Dollar - Benchmark TR Net. Both are passively managed. A 0.67 correlation means they provide meaningful diversification when combined. DEUS charges 0.17%/yr vs 0.30%/yr for HYRM.
Performance
DEUS vs. HYRM - Performance Comparison
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Returns By Period
DEUS
- 1D
- -0.33%
- 1M
- 1.48%
- YTD
- 11.57%
- 6M
- 10.83%
- 1Y
- 18.59%
- 3Y*
- 15.98%
- 5Y*
- 9.71%
- 10Y*
- 11.66%
HYRM
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DEUS vs. HYRM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 11.57% | 10.41% | 14.33% | 14.73% | -7.43% |
HYRM Xtrackers Risk Managed USD High Yield Strategy ETF | 1.50% | 5.98% | 7.81% | 11.98% | -7.88% |
Correlation
The correlation between DEUS and HYRM is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022 | 0.67 |
The correlation between DEUS and HYRM has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.
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Return for Risk
DEUS vs. HYRM — Risk / Return Rank
DEUS
HYRM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DEUS vs. HYRM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM). 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.
| DEUS | HYRM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.29 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | — | — |
| Martin ratioReturn relative to average drawdown | 10.35 | — | — |
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Drawdowns
DEUS vs. HYRM - Drawdown Comparison
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Drawdown Indicators
| DEUS | HYRM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.47% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -6.83% | — | — |
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 | -1.12% | — | — |
Average DrawdownAverage peak-to-trough decline | -4.32% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | — | — |
Volatility
DEUS vs. HYRM - Volatility Comparison
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Volatility by Period
| DEUS | HYRM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.38% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.22% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | — | — |
DEUS vs. HYRM - Expense Ratio Comparison
DEUS has a 0.17% expense ratio, which is lower than HYRM's 0.30% expense ratio.
Dividends
DEUS vs. HYRM - Dividend Comparison
DEUS's dividend yield for the trailing twelve months is around 1.43%, less than HYRM's 5.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 1.43% | 1.59% | 1.36% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.75% |
HYRM Xtrackers Risk Managed USD High Yield Strategy ETF | 5.92% | 6.28% | 6.08% | 5.78% | 4.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DEUS and HYRM have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DEUS is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DEUS is cheaper with a 0.17% expense ratio, compared with 0.30% for HYRM.
HYRM has the higher dividend yield at 5.92%, compared with 1.43% for DEUS.
DEUS is categorized as Mid Cap Blend Equities, while HYRM is High Yield Bonds. DEUS tracks Russell 1000 Comprehensive Factor Index, while HYRM tracks Adaptive Wealth Strategies Risk Managed High Yield Index - USD - US Dollar - Benchmark TR Net. Their fees differ too: 0.17% for DEUS and 0.30% for HYRM.
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