DEUS vs. QLV
Compare and contrast key facts about Xtrackers Russell US Multifactor ETF (DEUS) and FlexShares US Quality Low Volatility Index Fund (QLV).
DEUS and QLV 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 Deutsche Bank that tracks the performance of the Russell 1000 Comprehensive Factor Index. It was launched on Nov 24, 2015. QLV is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust Quality Low Volatility Index. It was launched on Jul 15, 2019. Both DEUS and QLV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEUS or QLV.
Correlation
The correlation between DEUS and QLV is 0.89, 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.
Performance
DEUS vs. QLV - Performance Comparison
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Key characteristics
DEUS:
0.49
QLV:
0.69
DEUS:
0.87
QLV:
1.06
DEUS:
1.11
QLV:
1.16
DEUS:
0.51
QLV:
0.80
DEUS:
1.73
QLV:
3.53
DEUS:
4.92%
QLV:
2.71%
DEUS:
16.23%
QLV:
13.56%
DEUS:
-40.47%
QLV:
-33.71%
DEUS:
-6.68%
QLV:
-4.01%
Returns By Period
In the year-to-date period, DEUS achieves a 0.70% return, which is significantly higher than QLV's -0.08% return.
DEUS
0.70%
7.10%
-4.57%
7.62%
14.33%
N/A
QLV
-0.08%
4.66%
-3.19%
8.99%
13.06%
N/A
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DEUS vs. QLV - Expense Ratio Comparison
DEUS has a 0.17% expense ratio, which is lower than QLV's 0.22% 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%.
Risk-Adjusted Performance
DEUS vs. QLV — Risk-Adjusted Performance Rank
DEUS
QLV
DEUS vs. QLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and FlexShares US Quality Low Volatility Index Fund (QLV). 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.
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Dividends
DEUS vs. QLV - Dividend Comparison
DEUS's dividend yield for the trailing twelve months is around 1.43%, less than QLV's 1.75% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 1.43% | 1.36% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.15% |
QLV FlexShares US Quality Low Volatility Index Fund | 1.75% | 1.66% | 1.60% | 1.74% | 0.97% | 1.24% | 0.58% | 0.00% | 0.00% | 0.00% |
Drawdowns
DEUS vs. QLV - Drawdown Comparison
The maximum DEUS drawdown since its inception was -40.47%, which is greater than QLV's maximum drawdown of -33.71%. Use the drawdown chart below to compare losses from any high point for DEUS and QLV. For additional features, visit the drawdowns tool.
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Volatility
DEUS vs. QLV - Volatility Comparison
Xtrackers Russell US Multifactor ETF (DEUS) has a higher volatility of 5.28% compared to FlexShares US Quality Low Volatility Index Fund (QLV) at 4.87%. This indicates that DEUS's price experiences larger fluctuations and is considered to be riskier than QLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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