DEUS vs. IJH

Last updated Jun 3, 2026

DEUS (Xtrackers Russell US Multifactor ETF) and IJH (iShares Core S&P Mid-Cap ETF) are both Mid Cap Blend Equities funds - DEUS tracks the Russell 1000 Comprehensive Factor Index while IJH tracks the S&P MidCap 400 Index. Both are passively managed. Over the past 10 years, DEUS returned 11.31%/yr vs 11.29%/yr for IJH. Their correlation of 0.90 suggests significant overlap in exposure. DEUS charges 0.17%/yr vs 0.05%/yr for IJH.

Performance

DEUS vs. IJH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Russell US Multifactor ETF (DEUS) and iShares Core S&P Mid-Cap ETF (IJH). 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 IJH's 14.24% return. Both investments have delivered pretty close results over the past 10 years, with DEUS having a 11.31% annualized return and IJH not far behind at 11.29%.

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%

IJH

• 1D: 0.91%
• 1M: 3.31%
• YTD: 14.24%
• 6M: 15.27%
• 1Y: 27.17%
• 3Y*: 16.14%
• 5Y*: 8.32%
• 10Y*: 11.29%

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

DEUS vs. IJH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DEUS Xtrackers Russell US Multifactor ETF	10.91%	10.41%	14.33%	14.73%	-11.18%	26.31%	8.81%	28.80%	-9.16%	20.20%
IJH iShares Core S&P Mid-Cap ETF	14.24%	7.42%	13.92%	16.40%	-13.11%	24.72%	13.60%	26.10%	-11.19%	16.26%

Correlation

The correlation between DEUS and IJH is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Nov 25, 2015	0.90

The correlation between DEUS and IJH has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

DEUS vs. IJH - Sectors Allocation Comparison

Sectors	DEUS	IJH
Industrials	17.6%	25.0%
Technology	15.5%	15.7%
Financial Services	12.1%	14.4%
Healthcare	11.4%	8.6%
Consumer Cyclical	10.6%	10.7%
Consumer Defensive	7.5%	3.8%
Utilities	7.3%	3.1%
Energy	5.5%	5.5%
Basic Materials	4.5%	4.8%
Real Estate	4.3%	7.5%
Communication Services	3.8%	1.0%

Return for Risk

DEUS vs. IJH — 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

IJH

IJH Risk / Return Rank: 55
IJH Sharpe Ratio Rank: 50
IJH Sortino Ratio Rank: 52
IJH Omega Ratio Rank: 49
IJH Calmar Ratio Rank: 61
IJH Martin Ratio Rank: 62

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. IJH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and iShares Core S&P Mid-Cap ETF (IJH). 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	IJH	Difference
Sharpe ratio Return per unit of total volatility	1.75	1.76	0.00
Sortino ratio Return per unit of downside risk	2.59	2.55	+0.03
Omega ratio Gain probability vs. loss probability	1.31	1.31	0.00
Calmar ratio Return relative to maximum drawdown	2.79	3.06	-0.27
Martin ratio Return relative to average drawdown	10.62	11.22	-0.60
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. IJH - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.75, which is comparable to the IJH Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of DEUS and IJH, 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	IJH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	1.76	0.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.42	+0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.53	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.46	+0.18

Drawdowns

DEUS vs. IJH - Drawdown Comparison

The maximum DEUS drawdown since its inception was -40.47%, smaller than the maximum IJH drawdown of -55.07%. Use the drawdown chart below to compare losses from any high point for DEUS and IJH.

Drawdown Indicators

	DEUS	IJH	Difference
Max Drawdown Largest peak-to-trough decline	-40.47%	-55.07%	+14.60%
Max Drawdown (1Y) Largest decline over 1 year	-6.83%	-8.83%	+2.00%
Max Drawdown (3Y) Largest decline over 3 years	-16.69%	-24.10%	+7.41%
Max Drawdown (5Y) Largest decline over 5 years	-20.89%	-24.10%	+3.21%
Max Drawdown (10Y) Largest decline over 10 years	-40.47%	-42.18%	+1.71%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.34%	-7.57%	+3.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	2.41%	-0.61%

Volatility

DEUS vs. IJH - Volatility Comparison

The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 2.97%, while iShares Core S&P Mid-Cap ETF (IJH) has a volatility of 4.44%. This indicates that DEUS experiences smaller price fluctuations and is considered to be less risky than IJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEUS	IJH	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	4.44%	-1.47%
Volatility (6M) Calculated over the trailing 6-month period	8.17%	11.34%	-3.17%
Volatility (1Y) Calculated over the trailing 1-year period	11.02%	15.54%	-4.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.55%	19.74%	-4.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.98%	21.18%	-3.20%

DEUS vs. IJH - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is higher than IJH's 0.05% 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. IJH - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.45%, more than IJH's 1.18% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
IJH iShares Core S&P Mid-Cap ETF	1.18%	1.36%	1.33%	1.46%	1.68%	1.18%	1.28%	1.63%	1.72%	1.19%	1.60%	1.56%

Frequently Asked Questions

Can I hold both DEUS and IJH in my portfolio?

DEUS and IJH have a correlation of 0.90, 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 IJH?

IJH has higher volatility (4.44%) compared to DEUS (2.97%). In terms of maximum drawdown, DEUS dropped -40.47% vs IJH's -55.07%.

Which ETF is better, DEUS or IJH?

On 10-year performance, DEUS leads with 11.31% vs 11.29% for IJH. On fees, IJH is cheaper at 0.05% 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 IJH?

Over the 10-year period, DEUS has performed better with a 11.31% return vs 11.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEUS or IJH?

IJH is cheaper with a 0.05% expense ratio, compared with 0.17% for DEUS.

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

DEUS has the higher dividend yield at 1.45%, compared with 1.18% for IJH.

What is the main difference between DEUS and IJH?

DEUS tracks Russell 1000 Comprehensive Factor Index, while IJH tracks S&P MidCap 400 Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.17% for DEUS and 0.05% for IJH.

Which has better risk-adjusted returns?

IJH currently has the higher Sharpe Ratio (1.76 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.