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DEUS vs. LSAF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DEUS vs. LSAF

Last updated Aug 2, 2026
Documentation

DEUS (Xtrackers Russell US Multifactor ETF) and LSAF (LeaderShares AlphaFactor US Core Equity ETF) are both Mid Cap Blend Equities funds - DEUS tracks the Russell 1000 Comprehensive Factor Index while LSAF tracks the AlphaFactor US Core Equity Index. Both are passively managed. Over the past 5 years, DEUS returned 9.89%/yr vs 10.90%/yr for LSAF. Their correlation of 0.93 means they have usually moved in the same direction. DEUS charges 0.17%/yr vs 0.75%/yr for LSAF.

Performance

DEUS vs. LSAF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Russell US Multifactor ETF (DEUS) and LeaderShares AlphaFactor US Core Equity ETF (LSAF). 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 LSAF's 19.96% return.

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%

LSAF

1D
-0.55%
1M
2.49%
6M
17.23%
YTD
19.96%
1Y
30.03%
3Y*
18.58%
5Y*
10.90%
10Y*
—
ALL TIME*
11.02%
*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

LSAF

LeaderShares AlphaFactor US Core Equity ETF
$265.84K$205.64K$201.86K

DEUS vs. LSAF - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
DEUS
Xtrackers Russell US Multifactor ETF		15.12%10.41%14.33%14.73%-11.18%26.31%8.81%28.80%-14.16%
LSAF
LeaderShares AlphaFactor US Core Equity ETF		19.96%12.01%18.09%15.48%-13.12%22.75%6.92%28.35%-15.47%

Correlation

The correlation between DEUS and LSAF is 0.87, 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.

0.87

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

0.93

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

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2018

0.93

The correlation between DEUS and LSAF has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

DEUS vs. LSAF - Sectors Allocation Comparison

Sectors
DEUS
LSAF

Industrials

18.7%
10.7%

Financial Services

13.8%
16.2%

Healthcare

12.9%
7.8%

Consumer Cyclical

11.1%
19.9%

Technology

10.5%
15.4%

Consumer Defensive

7.5%
4.1%

Utilities

7.4%
0.9%

Real Estate

5.6%
2.1%

Energy

5.2%
3.3%

Basic Materials

4.1%
5.8%

Communication Services

3.2%
4.7%

Industrials

DEUS
18.7%
LSAF
10.7%

Financial Services

DEUS
13.8%
LSAF
16.2%

Healthcare

DEUS
12.9%
LSAF
7.8%

Consumer Cyclical

DEUS
11.1%
LSAF
19.9%

Technology

DEUS
10.5%
LSAF
15.4%

Consumer Defensive

DEUS
7.5%
LSAF
4.1%

Utilities

DEUS
7.4%
LSAF
0.9%

Real Estate

DEUS
5.6%
LSAF
2.1%

Energy

DEUS
5.2%
LSAF
3.3%

Basic Materials

DEUS
4.1%
LSAF
5.8%

Communication Services

DEUS
3.2%
LSAF
4.7%

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

LeaderShares AlphaFactor US Core Equity ETF

Often compared with DEUS:
DEUS vs. JPMEDEUS vs. QLVDEUS vs. SPYDEUS vs. IMCBDEUS vs. DYNFDEUS vs. FLQMDEUS vs. JPST
Often compared with LSAF:
LSAF vs. CSDLSAF vs. LSATLSAF vs. NOIEXLSAF vs. PWCLSAF vs. FTDSLSAF vs. RUNNLSAF vs. IQSM

Return for Risk

DEUS vs. LSAF — 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
LSAF
LSAF Risk / Return Rank: 8888
Overall Rank
LSAF Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LSAF Sortino Ratio Rank: 8787
Sortino Ratio Rank
LSAF Omega Ratio Rank: 8282
Omega Ratio Rank
LSAF Calmar Ratio Rank: 9393
Calmar Ratio Rank
LSAF Martin Ratio Rank: 9191
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. LSAF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and LeaderShares AlphaFactor US Core Equity ETF (LSAF). 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.

DEUSLSAFDifference
Sharpe ratioReturn per unit of total volatility
1.79
2.03

-0.24

Sortino ratioReturn per unit of downside risk
2.65
2.98

-0.33

Omega ratioGain probability vs. loss probability

1.31

1.35

-0.04

Calmar ratioReturn relative to maximum drawdown

2.92

4.41

-1.49

Martin ratioReturn relative to average drawdown

11.25

14.86

-3.61

DEUS vs. LSAF - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.79, which is comparable to the LSAF Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of DEUS and LSAF, 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. LSAF - Drawdown Comparison

The maximum DEUS drawdown since its inception was -40.47%, roughly equal to the maximum LSAF drawdown of -41.67%. Use the drawdown chart below to compare losses from any high point for DEUS and LSAF.

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Drawdown Indicators

DEUSLSAFDifference

Max Drawdown

Largest peak-to-trough decline

-40.47%

-41.67%

+1.20%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

-6.58%

-0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-16.69%

-20.26%

+3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

-24.94%

+4.05%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

—

—

Current Drawdown

Current decline from peak

-1.53%

-1.48%

-0.05%

Average Drawdown

Average peak-to-trough decline

-4.28%

-6.21%

+1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

1.95%

-0.18%

Volatility

DEUS vs. LSAF - Volatility Comparison

The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 3.09%, while LeaderShares AlphaFactor US Core Equity ETF (LSAF) has a volatility of 4.21%. This indicates that DEUS experiences smaller price fluctuations and is considered to be less risky than LSAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DEUSLSAFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

4.21%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

10.49%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

14.36%

-3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

18.38%

-2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

21.73%

-3.78%

DEUS vs. LSAF - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is lower than LSAF's 0.75% expense ratio.

Dividends

DEUS vs. LSAF - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.38%, more than LSAF's 0.57% yield.

PositionTTM2025202420232022202120202019201820172016
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%
LSAF
LeaderShares AlphaFactor US Core Equity ETF		0.57%0.69%0.42%0.84%0.96%0.37%0.53%0.71%0.20%0.00%0.00%

Frequently Asked Questions

DEUS and LSAF have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LSAF has higher volatility (4.21%) compared to DEUS (3.09%). In terms of maximum drawdown, DEUS dropped -40.47% vs LSAF's -41.67%.

On 5-year performance, LSAF leads with 10.90% vs 9.89% for DEUS. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, LSAF has performed better with a 10.90% return vs 9.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DEUS is cheaper with a 0.17% expense ratio, compared with 0.75% for LSAF.

DEUS has the higher dividend yield at 1.38%, compared with 0.57% for LSAF.

DEUS tracks Russell 1000 Comprehensive Factor Index, while LSAF tracks AlphaFactor US Core Equity Index. They also come from different issuers: Xtrackers and Redwood. Their fees differ too: 0.17% for DEUS and 0.75% for LSAF.

LSAF currently has the higher Sharpe Ratio (2.03 vs 1.79), 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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