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DEUS vs. IMCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DEUS vs. IMCB

Last updated Aug 2, 2026
Documentation

DEUS (Xtrackers Russell US Multifactor ETF) and IMCB (iShares Morningstar Mid-Cap ETF) are both Mid Cap Blend Equities funds - DEUS tracks the Russell 1000 Comprehensive Factor Index while IMCB tracks the IMCB-US - Morningstar U.S. Mid Cap Index. Both are passively managed. Over the past 10 years, DEUS returned 11.33%/yr vs 11.27%/yr for IMCB. Their correlation of 0.92 means they have usually moved in the same direction. DEUS charges 0.17%/yr vs 0.04%/yr for IMCB.

Performance

DEUS vs. IMCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Russell US Multifactor ETF (DEUS) and iShares Morningstar Mid-Cap ETF (IMCB). 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 15.12% return, which is significantly lower than IMCB's 17.87% return. Both investments have delivered pretty close results over the past 10 years, with DEUS having a 11.33% annualized return and IMCB not far behind at 11.27%.

DEUS

1D
-0.21%
1M
1.31%
6M
10.90%
YTD
15.12%
1Y
21.03%
3Y*
14.88%
5Y*
9.89%
10Y*
11.33%
ALL TIME*
11.51%

IMCB

1D
-0.25%
1M
-0.01%
6M
14.48%
YTD
17.87%
1Y
23.21%
3Y*
15.79%
5Y*
9.14%
10Y*
11.27%
ALL TIME*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DEUS

Xtrackers Russell US Multifactor ETF
$618.40K$852.23K$985.08K

IMCB

iShares Morningstar Mid-Cap ETF
$2.94M$3.89M$3.49M

DEUS vs. IMCB - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DEUS
Xtrackers Russell US Multifactor ETF		15.12%10.41%14.33%14.73%-11.18%26.31%8.81%28.80%-9.16%20.20%
IMCB
iShares Morningstar Mid-Cap ETF		17.87%10.25%15.10%16.37%-16.09%22.81%13.35%31.49%-11.53%19.70%

Correlation

The correlation between DEUS and IMCB is 0.89, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.89

Correlation (3Y)
Balances recent behavior with more history.

0.94

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.96

Correlation (10Y)
Provides a long-term view across more market conditions.

0.95

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.92

The correlation between DEUS and IMCB has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.

DEUS vs. IMCB - Sectors Allocation Comparison

Sectors
DEUS
IMCB

Industrials

18.7%
18.4%

Financial Services

13.8%
14.1%

Healthcare

12.9%
8.8%

Consumer Cyclical

11.1%
9.7%

Technology

10.5%
17.9%

Consumer Defensive

7.5%
5.1%

Utilities

7.4%
6.5%

Real Estate

5.6%
4.5%

Energy

5.2%
7.0%

Basic Materials

4.1%
5.5%

Communication Services

3.2%
2.4%

Industrials

DEUS
18.7%
IMCB
18.4%

Financial Services

DEUS
13.8%
IMCB
14.1%

Healthcare

DEUS
12.9%
IMCB
8.8%

Consumer Cyclical

DEUS
11.1%
IMCB
9.7%

Technology

DEUS
10.5%
IMCB
17.9%

Consumer Defensive

DEUS
7.5%
IMCB
5.1%

Utilities

DEUS
7.4%
IMCB
6.5%

Real Estate

DEUS
5.6%
IMCB
4.5%

Energy

DEUS
5.2%
IMCB
7.0%

Basic Materials

DEUS
4.1%
IMCB
5.5%

Communication Services

DEUS
3.2%
IMCB
2.4%

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

iShares Morningstar Mid-Cap ETF

Often compared with DEUS:
DEUS vs. JPMEDEUS vs. QLVDEUS vs. SPYDEUS vs. DYNFDEUS vs. FLQMDEUS vs. JPSTDEUS vs. SPMO
Often compared with IMCB:
IMCB vs. IMCGIMCB vs. FSMDXIMCB vs. BKMCIMCB vs. SPMDIMCB vs. VOIMCB vs. IJHIMCB vs. ISCB

Return for Risk

DEUS vs. IMCB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
DEUS
DEUS Risk / Return Rank: 8080
Overall Rank
DEUS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DEUS Sortino Ratio Rank: 8181
Sortino Ratio Rank
DEUS Omega Ratio Rank: 7575
Omega Ratio Rank
DEUS Calmar Ratio Rank: 8080
Calmar Ratio Rank
DEUS Martin Ratio Rank: 8383
Martin Ratio Rank
IMCB
IMCB Risk / Return Rank: 7575
Overall Rank
IMCB Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IMCB Sortino Ratio Rank: 7373
Sortino Ratio Rank
IMCB Omega Ratio Rank: 7070
Omega Ratio Rank
IMCB Calmar Ratio Rank: 7676
Calmar Ratio Rank
IMCB Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DEUS vs. IMCB - Risk-Adjusted Trends 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.

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.

DEUSIMCBDifference
Sharpe ratioReturn per unit of total volatility
1.79
1.65

+0.14

Sortino ratioReturn per unit of downside risk
2.65
2.35

+0.30

Omega ratioGain probability vs. loss probability

1.31

1.29

+0.02

Calmar ratioReturn relative to maximum drawdown

2.92

2.68

+0.25

Martin ratioReturn relative to average drawdown

11.25

10.73

+0.53

DEUS vs. IMCB - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.79, which is comparable to the IMCB Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of DEUS and IMCB, 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. 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.

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Drawdown Indicators

DEUSIMCBDifference

Max Drawdown

Largest peak-to-trough decline

-40.47%

-58.80%

+18.33%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

-8.05%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-16.69%

-19.80%

+3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

-25.15%

+4.26%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

-40.99%

+0.52%

Current Drawdown

Current decline from peak

-1.53%

-0.91%

-0.62%

Average Drawdown

Average peak-to-trough decline

-4.28%

-7.68%

+3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

2.01%

-0.24%

Volatility

DEUS vs. IMCB - Volatility Comparison

Xtrackers Russell US Multifactor ETF (DEUS) has a higher volatility of 3.09% compared to iShares Morningstar Mid-Cap ETF (IMCB) at 2.32%. This indicates that DEUS's price experiences larger fluctuations and is considered to be riskier than IMCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DEUSIMCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

2.32%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

9.96%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

13.10%

-1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

17.56%

-2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

19.60%

-1.65%

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%.

Dividends

DEUS vs. IMCB - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.38%, more than IMCB's 1.21% yield.

PositionTTM20252024202320222021202020192018201720162015
DEUS
Xtrackers Russell US Multifactor ETF		1.38%1.59%1.36%1.49%1.74%1.14%1.61%1.65%1.77%1.31%2.75%0.00%
IMCB
iShares Morningstar Mid-Cap ETF		1.21%1.42%1.43%1.55%1.70%1.08%1.12%1.32%1.80%1.31%1.79%1.47%

Frequently Asked Questions

DEUS and IMCB have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DEUS has higher volatility (3.09%) compared to IMCB (2.32%). In terms of maximum drawdown, DEUS dropped -40.47% vs IMCB's -58.80%.

On 10-year performance, DEUS leads with 11.33% vs 11.27% for IMCB. On fees, IMCB is cheaper at 0.04% per year. On volatility, IMCB has been the lower-risk option at 2.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DEUS has performed better with a 11.33% return vs 11.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IMCB is cheaper with a 0.04% expense ratio, compared with 0.17% for DEUS.

DEUS has the higher dividend yield at 1.38%, compared with 1.21% for IMCB.

DEUS tracks Russell 1000 Comprehensive Factor Index, while IMCB tracks IMCB-US - Morningstar U.S. Mid Cap Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.17% for DEUS and 0.04% for IMCB.

DEUS currently has the higher Sharpe Ratio (1.79 vs 1.65), 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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