DEUS vs. JPST
Compare and contrast key facts about Xtrackers Russell US Multifactor ETF (DEUS) and JPMorgan Ultra-Short Income ETF (JPST).
DEUS and JPST 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 Xtrackers that tracks the performance of the Russell 1000 Comprehensive Factor Index. It was launched on Nov 24, 2015. JPST is an actively managed fund by JPMorgan. It was launched on May 17, 2017.
Performance
DEUS vs. JPST - Performance Comparison
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DEUS vs. JPST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 3.52% | 10.41% | 14.33% | 14.73% | -11.18% | 26.31% | 8.81% | 28.80% | -9.16% | 13.55% |
JPST JPMorgan Ultra-Short Income ETF | 0.71% | 4.99% | 5.58% | 5.13% | 1.14% | 0.11% | 2.18% | 3.34% | 2.23% | 1.00% |
Returns By Period
In the year-to-date period, DEUS achieves a 3.52% return, which is significantly higher than JPST's 0.71% return.
DEUS
- 1D
- 0.52%
- 1M
- -4.64%
- YTD
- 3.52%
- 6M
- 4.35%
- 1Y
- 13.80%
- 3Y*
- 13.43%
- 5Y*
- 8.94%
- 10Y*
- 10.72%
JPST
- 1D
- 0.01%
- 1M
- 0.06%
- YTD
- 0.71%
- 6M
- 1.84%
- 1Y
- 4.39%
- 3Y*
- 5.12%
- 5Y*
- 3.50%
- 10Y*
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DEUS vs. JPST - Expense Ratio Comparison
DEUS has a 0.17% expense ratio, which is lower than JPST's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
DEUS vs. JPST — Risk / Return Rank
DEUS
JPST
DEUS vs. JPST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and JPMorgan Ultra-Short Income ETF (JPST). 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 | JPST | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 7.23 | -6.33 |
Sortino ratioReturn per unit of downside risk | 1.37 | 13.86 | -12.49 |
Omega ratioGain probability vs. loss probability | 1.19 | 3.40 | -2.22 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 14.88 | -13.64 |
Martin ratioReturn relative to average drawdown | 5.80 | 94.20 | -88.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEUS | JPST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 7.23 | -6.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.58 | 6.16 | -5.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 3.16 | -2.55 |
Correlation
The correlation between DEUS and JPST is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DEUS vs. JPST - Dividend Comparison
DEUS's dividend yield for the trailing twelve months is around 1.55%, less than JPST's 4.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 1.55% | 1.59% | 1.36% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.75% |
JPST JPMorgan Ultra-Short Income ETF | 4.34% | 4.43% | 5.16% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% | 0.00% |
Drawdowns
DEUS vs. JPST - Drawdown Comparison
The maximum DEUS drawdown since its inception was -40.47%, which is greater than JPST's maximum drawdown of -3.28%. Use the drawdown chart below to compare losses from any high point for DEUS and JPST.
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Drawdown Indicators
| DEUS | JPST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.47% | -3.28% | -37.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -0.30% | -11.00% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -0.79% | -20.10% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | — | — |
Current DrawdownCurrent decline from peak | -4.64% | 0.00% | -4.64% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -0.08% | -4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 0.05% | +2.37% |
Volatility
DEUS vs. JPST - Volatility Comparison
Xtrackers Russell US Multifactor ETF (DEUS) has a higher volatility of 4.17% compared to JPMorgan Ultra-Short Income ETF (JPST) at 0.22%. This indicates that DEUS's price experiences larger fluctuations and is considered to be riskier than JPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEUS | JPST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 0.22% | +3.95% |
Volatility (6M)Calculated over the trailing 6-month period | 8.42% | 0.35% | +8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.40% | 0.61% | +14.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 0.57% | +15.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 0.94% | +17.03% |