DEUS vs. IMCB
Compare and contrast key facts about Xtrackers Russell US Multifactor ETF (DEUS) and iShares Morningstar Mid-Cap ETF (IMCB).
DEUS and IMCB 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. IMCB is a passively managed fund by iShares that tracks the performance of the IMCB-US - Morningstar U.S. Mid Cap Index. It was launched on Jun 28, 2004. Both DEUS and IMCB 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 IMCB.
Key characteristics
| DEUS | IMCB | |
|---|---|---|
| YTD Return | 4.67% | 4.53% |
| 1Y Return | 20.01% | 21.59% |
| 3Y Return (Ann) | 5.76% | 3.79% |
| 5Y Return (Ann) | 9.91% | 8.86% |
| Sharpe Ratio | 1.57 | 1.55 |
| Daily Std Dev | 11.95% | 13.40% |
| Max Drawdown | -40.47% | -58.80% |
| Current Drawdown | -4.67% | -3.98% |
Correlation
The correlation between DEUS and IMCB is 0.91, 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. IMCB - Performance Comparison
The year-to-date returns for both stocks are quite close, with DEUS having a 4.67% return and IMCB slightly lower at 4.53%. 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. IMCB - Expense Ratio Comparison
DEUS has a 0.17% expense ratio, which is higher than IMCB's 0.04% 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%.
Risk-Adjusted Performance
DEUS vs. IMCB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and iShares Morningstar Mid-Cap ETF (IMCB). 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. IMCB - Dividend Comparison
DEUS's dividend yield for the trailing twelve months is around 1.35%, less than IMCB's 1.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 1.35% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.15% | 0.00% | 0.00% | 0.00% |
IMCB iShares Morningstar Mid-Cap ETF | 1.49% | 1.55% | 1.70% | 1.08% | 1.12% | 1.32% | 1.80% | 1.31% | 1.79% | 1.47% | 1.40% | 1.19% |
Drawdowns
DEUS vs. IMCB - Drawdown Comparison
The maximum DEUS drawdown since its inception was -40.47%, smaller than the maximum IMCB drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for DEUS and IMCB. For additional features, visit the drawdowns tool.
Volatility
DEUS vs. IMCB - Volatility Comparison
The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 3.47%, while iShares Morningstar Mid-Cap ETF (IMCB) has a volatility of 3.87%. This indicates that DEUS experiences smaller price fluctuations and is considered to be less risky than IMCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.