DEUS vs. PSWD

Last updated Jun 24, 2026

DEUS (Xtrackers Russell US Multifactor ETF) and PSWD (Xtrackers Cybersecurity Select Equity ETF) are both exchange-traded funds - DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index, while PSWD is a Technology Equities fund tracking the Solactive Cyber Security ESG Screened Index. Both are passively managed. Over the past year, DEUS returned 18.59% vs 5.85% for PSWD. A 0.56 correlation means they provide meaningful diversification when combined. DEUS charges 0.17%/yr vs 0.20%/yr for PSWD.

Performance

DEUS vs. PSWD - Performance Comparison

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

Returns By Period

In the year-to-date period, DEUS achieves a 11.57% return, which is significantly lower than PSWD's 13.54% return.

DEUS

• 1D: -0.33%
• 1M: 1.48%
• YTD: 11.57%
• 6M: 10.83%
• 1Y: 18.59%
• 3Y*: 15.98%
• 5Y*: 9.71%
• 10Y*: 11.66%

PSWD

• 1D: 0.42%
• 1M: -1.35%
• YTD: 13.54%
• 6M: 11.67%
• 1Y: 5.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DEUS vs. PSWD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DEUS Xtrackers Russell US Multifactor ETF	11.57%	10.41%	14.33%	5.59%
PSWD Xtrackers Cybersecurity Select Equity ETF	13.54%	1.69%	9.46%	18.58%

Correlation

The correlation between DEUS and PSWD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023	0.56

The correlation between DEUS and PSWD shifts across timeframes, from 0.37 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

DEUS vs. PSWD - Sectors Allocation Comparison

Sectors	DEUS	PSWD
Technology	17.7%	97.8%
Industrials	17.0%	1.2%
Financial Services	11.7%	0.1%
Healthcare	11.4%	0.1%
Consumer Cyclical	10.5%	0.1%
Consumer Defensive	7.3%	0.0%
Utilities	6.9%	0.0%
Energy	5.1%	0.0%
Basic Materials	4.5%	0.0%
Real Estate	4.2%	0.5%
Communication Services	3.7%	0.1%

Return for Risk

DEUS vs. PSWD — Risk / Return Rank

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

DEUS

DEUS Risk / Return Rank: 56
DEUS Sharpe Ratio Rank: 53
DEUS Sortino Ratio Rank: 54
DEUS Omega Ratio Rank: 49
DEUS Calmar Ratio Rank: 60
DEUS Martin Ratio Rank: 62

PSWD

PSWD Risk / Return Rank: 12
PSWD Sharpe Ratio Rank: 12
PSWD Sortino Ratio Rank: 12
PSWD Omega Ratio Rank: 12
PSWD Calmar Ratio Rank: 11
PSWD Martin Ratio Rank: 11

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. PSWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and Xtrackers Cybersecurity Select Equity ETF (PSWD). 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.

	DEUS	PSWD	Difference
Sharpe ratio: Return per unit of total volatility	1.67	0.23	+1.44
Sortino ratio: Return per unit of downside risk	2.46	0.48	+1.98
Omega ratio: Gain probability vs. loss probability	1.29	1.06	+0.23
Calmar ratio: Return relative to maximum drawdown	2.73	0.25	+2.49
Martin ratio: Return relative to average drawdown	10.35	0.55	+9.79

DEUS vs. PSWD - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.67, which is higher than the PSWD Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of DEUS and PSWD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DEUS vs. PSWD - Drawdown Comparison

The maximum DEUS drawdown since its inception was -40.47%, which is greater than PSWD's maximum drawdown of -23.70%. Use the drawdown chart below to compare losses from any high point for DEUS and PSWD.

Drawdown Indicators

	DEUS	PSWD	Difference
Max Drawdown Largest peak-to-trough decline	-40.47%	-23.70%	-16.77%
Max Drawdown (1Y) Largest decline over 1 year	-6.83%	-23.70%	+16.87%
Max Drawdown (3Y) Largest decline over 3 years	-16.69%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-20.89%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.47%	—	—
Current Drawdown Current decline from peak	-1.12%	-10.37%	+9.25%
Average Drawdown Average peak-to-trough decline	-4.32%	-6.50%	+2.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	10.58%	-8.78%

Volatility

DEUS vs. PSWD - Volatility Comparison

The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 3.20%, while Xtrackers Cybersecurity Select Equity ETF (PSWD) has a volatility of 11.56%. This indicates that DEUS experiences smaller price fluctuations and is considered to be less risky than PSWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEUS	PSWD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	11.56%	-8.36%
Volatility (6M) Calculated over the trailing 6-month period	8.38%	21.40%	-13.02%
Volatility (1Y) Calculated over the trailing 1-year period	11.22%	25.79%	-14.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	23.68%	-8.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.97%	23.68%	-5.71%

DEUS vs. PSWD - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is lower than PSWD's 0.20% 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%.

Dividends

DEUS vs. PSWD - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.43%, more than PSWD's 0.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DEUS Xtrackers Russell US Multifactor ETF	1.43%	1.59%	1.36%	1.49%	1.74%	1.14%	1.61%	1.65%	1.77%	1.31%	2.75%
PSWD Xtrackers Cybersecurity Select Equity ETF	0.68%	0.88%	1.49%	0.55%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DEUS and PSWD in my portfolio?

DEUS and PSWD have a correlation of 0.37, 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 PSWD?

PSWD has higher volatility (11.56%) compared to DEUS (3.20%). In terms of maximum drawdown, DEUS dropped -40.47% vs PSWD's -23.70%.

Which ETF is better, DEUS or PSWD?

On 1-year performance, DEUS leads with 18.59% vs 5.85% for PSWD. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 3.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEUS or PSWD?

Over the 1-year period, DEUS has performed better with a 18.59% return vs 5.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEUS or PSWD?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.20% for PSWD.

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

DEUS has the higher dividend yield at 1.43%, compared with 0.68% for PSWD.

What is the main difference between DEUS and PSWD?

DEUS is categorized as Mid Cap Blend Equities, while PSWD is Technology Equities. DEUS tracks Russell 1000 Comprehensive Factor Index, while PSWD tracks Solactive Cyber Security ESG Screened Index. Their fees differ too: 0.17% for DEUS and 0.20% for PSWD.

Which has better risk-adjusted returns?

DEUS currently has the higher Sharpe Ratio (1.67 vs 0.23), 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.