DEUS vs. OILK

Last updated Jun 5, 2026

DEUS (Xtrackers Russell US Multifactor ETF) and OILK (ProShares K-1 Free Crude Oil Strategy ETF) are both exchange-traded funds - DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index, while OILK is a Oil & Gas fund tracking the Bloomberg Commodity Balanced WTI Crude Oil Index. Both are passively managed. Over the past 5 years, DEUS returned 9.46%/yr vs 17.28%/yr for OILK. At a 0.18 correlation, their price movements are largely independent. DEUS charges 0.17%/yr vs 0.68%/yr for OILK.

Performance

DEUS vs. OILK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Russell US Multifactor ETF (DEUS) and ProShares K-1 Free Crude Oil Strategy ETF (OILK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DEUS achieves a 11.46% return, which is significantly lower than OILK's 61.09% return.

DEUS

• 1D: 0.31%
• 1M: 2.70%
• YTD: 11.46%
• 6M: 11.99%
• 1Y: 19.36%
• 3Y*: 16.86%
• 5Y*: 9.46%
• 10Y*: 11.33%

OILK

• 1D: -1.91%
• 1M: -2.15%
• YTD: 61.09%
• 6M: 56.40%
• 1Y: 56.95%
• 3Y*: 18.39%
• 5Y*: 17.28%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DEUS vs. OILK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DEUS Xtrackers Russell US Multifactor ETF	11.46%	10.41%	14.33%	14.73%	-11.18%	26.31%	8.81%	28.80%	-9.16%	20.20%
OILK ProShares K-1 Free Crude Oil Strategy ETF	61.09%	-11.86%	8.18%	-0.97%	27.57%	63.71%	-61.09%	30.48%	-20.40%	2.82%

Correlation

The correlation between DEUS and OILK is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.22
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (All Time) Calculated using the full available price history since Sep 29, 2016	0.18

The correlation between DEUS and OILK shifts across timeframes, from -0.22 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

DEUS vs. OILK - Sectors Allocation Comparison

Sectors	DEUS	OILK
Industrials	17.6%	-
Technology	15.5%	-
Financial Services	12.1%	-
Healthcare	11.4%	-
Consumer Cyclical	10.6%	100.0%
Consumer Defensive	7.5%	-
Utilities	7.3%	-
Energy	5.5%	-
Basic Materials	4.5%	-
Real Estate	4.3%	-
Communication Services	3.8%	-

Return for Risk

DEUS vs. OILK — Risk / Return Rank

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

DEUS

DEUS Risk / Return Rank: 55
DEUS Sharpe Ratio Rank: 52
DEUS Sortino Ratio Rank: 55
DEUS Omega Ratio Rank: 50
DEUS Calmar Ratio Rank: 58
DEUS Martin Ratio Rank: 61

OILK

OILK Risk / Return Rank: 55
OILK Sharpe Ratio Rank: 60
OILK Sortino Ratio Rank: 53
OILK Omega Ratio Rank: 54
OILK Calmar Ratio Rank: 68
OILK Martin Ratio Rank: 42

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. OILK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and ProShares K-1 Free Crude Oil Strategy ETF (OILK). 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	OILK	Difference
Sharpe ratio: Return per unit of total volatility	1.77	1.99	-0.22
Sortino ratio: Return per unit of downside risk	2.60	2.51	+0.09
Omega ratio: Gain probability vs. loss probability	1.31	1.33	-0.02
Calmar ratio: Return relative to maximum drawdown	2.85	3.30	-0.45
Martin ratio: Return relative to average drawdown	10.81	6.67	+4.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DEUS vs. OILK - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.77, which is comparable to the OILK Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of DEUS and OILK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DEUS	OILK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.77	1.99	-0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.58	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.11	+0.53

Drawdowns

DEUS vs. OILK - Drawdown Comparison

The maximum DEUS drawdown since its inception was -40.47%, smaller than the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for DEUS and OILK.

Drawdown Indicators

	DEUS	OILK	Difference
Max Drawdown Largest peak-to-trough decline	-40.47%	-83.76%	+43.29%
Max Drawdown (1Y) Largest decline over 1 year	-6.83%	-17.35%	+10.52%
Max Drawdown (3Y) Largest decline over 3 years	-16.69%	-23.42%	+6.73%
Max Drawdown (5Y) Largest decline over 5 years	-20.89%	-34.69%	+13.80%
Max Drawdown (10Y) Largest decline over 10 years	-40.47%	—	—
Current Drawdown Current decline from peak	0.00%	-5.49%	+5.49%
Average Drawdown Average peak-to-trough decline	-4.33%	-32.60%	+28.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	8.57%	-6.77%

Volatility

DEUS vs. OILK - Volatility Comparison

The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 2.68%, while ProShares K-1 Free Crude Oil Strategy ETF (OILK) has a volatility of 10.52%. This indicates that DEUS experiences smaller price fluctuations and is considered to be less risky than OILK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEUS	OILK	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.68%	10.52%	-7.84%
Volatility (6M) Calculated over the trailing 6-month period	8.12%	23.32%	-15.20%
Volatility (1Y) Calculated over the trailing 1-year period	11.01%	28.82%	-17.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.55%	30.13%	-14.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.98%	35.97%	-17.99%

DEUS vs. OILK - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is lower than OILK's 0.68% expense ratio.

Dividends

DEUS vs. OILK - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.44%, less than OILK's 8.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DEUS Xtrackers Russell US Multifactor ETF	1.44%	1.59%	1.36%	1.49%	1.74%	1.14%	1.61%	1.65%	1.77%	1.31%	2.75%
OILK ProShares K-1 Free Crude Oil Strategy ETF	8.34%	4.79%	3.11%	5.80%	17.32%	68.82%	0.13%	0.94%	0.58%	6.17%	0.00%

Frequently Asked Questions

Can I hold both DEUS and OILK in my portfolio?

DEUS and OILK have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DEUS or OILK?

OILK has higher volatility (10.52%) compared to DEUS (2.68%). In terms of maximum drawdown, DEUS dropped -40.47% vs OILK's -83.76%.

Which ETF is better, DEUS or OILK?

On 5-year performance, OILK leads with 17.28% vs 9.46% for DEUS. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 2.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEUS or OILK?

Over the 5-year period, OILK has performed better with a 17.28% return vs 9.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEUS or OILK?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.68% for OILK.

Which ETF pays a higher dividend yield, DEUS or OILK?

OILK has the higher dividend yield at 8.34%, compared with 1.44% for DEUS.

What is the main difference between DEUS and OILK?

DEUS is categorized as Mid Cap Blend Equities, while OILK is Oil & Gas. DEUS tracks Russell 1000 Comprehensive Factor Index, while OILK tracks Bloomberg Commodity Balanced WTI Crude Oil Index. They also come from different issuers: Xtrackers and ProShares. Their fees differ too: 0.17% for DEUS and 0.68% for OILK.

Which has better risk-adjusted returns?

OILK currently has the higher Sharpe Ratio (1.99 vs 1.77), 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.