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DEUS vs. MOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEUS vs. MOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Russell US Multifactor ETF (DEUS) and VanEck Agribusiness ETF (MOO). The values are adjusted to include any dividend payments, if applicable.

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DEUS vs. MOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEUS
Xtrackers Russell US Multifactor ETF
2.99%10.41%14.33%14.73%-11.18%26.31%8.81%28.80%-9.16%20.20%
MOO
VanEck Agribusiness ETF
16.09%15.61%-12.43%-8.57%-8.10%23.99%14.59%22.29%-6.03%21.75%

Returns By Period

In the year-to-date period, DEUS achieves a 2.99% return, which is significantly lower than MOO's 16.09% return. Over the past 10 years, DEUS has outperformed MOO with an annualized return of 10.67%, while MOO has yielded a comparatively lower 8.26% annualized return.


DEUS

1D
1.77%
1M
-5.06%
YTD
2.99%
6M
3.85%
1Y
13.47%
3Y*
13.23%
5Y*
8.83%
10Y*
10.67%

MOO

1D
1.43%
1M
-1.27%
YTD
16.09%
6M
17.90%
1Y
27.55%
3Y*
2.03%
5Y*
1.67%
10Y*
8.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DEUS vs. MOO - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is lower than MOO's 0.55% expense ratio.


Return for Risk

DEUS vs. MOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEUS
DEUS Risk / Return Rank: 5252
Overall Rank
DEUS Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DEUS Sortino Ratio Rank: 5050
Sortino Ratio Rank
DEUS Omega Ratio Rank: 4949
Omega Ratio Rank
DEUS Calmar Ratio Rank: 5050
Calmar Ratio Rank
DEUS Martin Ratio Rank: 6060
Martin Ratio Rank

MOO
MOO Risk / Return Rank: 8484
Overall Rank
MOO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
MOO Sortino Ratio Rank: 8787
Sortino Ratio Rank
MOO Omega Ratio Rank: 8282
Omega Ratio Rank
MOO Calmar Ratio Rank: 8585
Calmar Ratio Rank
MOO Martin Ratio Rank: 8484
Martin Ratio Rank
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. MOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and VanEck Agribusiness ETF (MOO). 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.


DEUSMOODifference

Sharpe ratio

Return per unit of total volatility

0.88

1.63

-0.75

Sortino ratio

Return per unit of downside risk

1.34

2.33

-0.98

Omega ratio

Gain probability vs. loss probability

1.19

1.31

-0.12

Calmar ratio

Return relative to maximum drawdown

1.28

2.44

-1.16

Martin ratio

Return relative to average drawdown

6.00

9.05

-3.06

DEUS vs. MOO - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 0.88, which is lower than the MOO Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of DEUS and MOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DEUSMOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.63

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.10

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.46

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.24

+0.37

Correlation

The correlation between DEUS and MOO is 0.75, 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.


Dividends

DEUS vs. MOO - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.56%, less than MOO's 2.13% yield.


TTM20252024202320222021202020192018201720162015
DEUS
Xtrackers Russell US Multifactor ETF
1.56%1.59%1.36%1.49%1.74%1.14%1.61%1.65%1.77%1.31%2.75%0.00%
MOO
VanEck Agribusiness ETF
2.13%2.47%3.41%2.93%2.15%1.17%1.10%1.26%1.69%1.44%2.14%2.89%

Drawdowns

DEUS vs. MOO - Drawdown Comparison

The maximum DEUS drawdown since its inception was -40.47%, smaller than the maximum MOO drawdown of -69.53%. Use the drawdown chart below to compare losses from any high point for DEUS and MOO.


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Drawdown Indicators


DEUSMOODifference

Max Drawdown

Largest peak-to-trough decline

-40.47%

-69.53%

+29.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-11.46%

+0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

-39.52%

+18.63%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

-39.52%

-0.95%

Current Drawdown

Current decline from peak

-5.13%

-13.01%

+7.88%

Average Drawdown

Average peak-to-trough decline

-4.39%

-16.99%

+12.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.40%

3.09%

-0.69%

Volatility

DEUS vs. MOO - Volatility Comparison

The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 4.18%, while VanEck Agribusiness ETF (MOO) has a volatility of 6.00%. This indicates that DEUS experiences smaller price fluctuations and is considered to be less risky than MOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEUSMOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

6.00%

-1.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.41%

10.81%

-2.40%

Volatility (1Y)

Calculated over the trailing 1-year period

15.41%

17.03%

-1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.58%

17.09%

-1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

18.20%

-0.23%