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DEUS vs. SCHM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DEUS vs. SCHM

Last updated Jun 24, 2026

DEUS (Xtrackers Russell US Multifactor ETF) and SCHM (Schwab US Mid-Cap ETF) are both Mid Cap Blend Equities funds - DEUS tracks the Russell 1000 Comprehensive Factor Index while SCHM tracks the Dow Jones US Total Stock Market Mid-Cap. Both are passively managed. Over the past 10 years, DEUS returned 11.66%/yr vs 11.71%/yr for SCHM. Their correlation of 0.90 suggests significant overlap in exposure. DEUS charges 0.17%/yr vs 0.04%/yr for SCHM.

Performance

DEUS vs. SCHM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Russell US Multifactor ETF (DEUS) and Schwab US Mid-Cap ETF (SCHM). 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 11.57% return, which is significantly lower than SCHM's 19.11% return. Both investments have delivered pretty close results over the past 10 years, with DEUS having a 11.66% annualized return and SCHM not far ahead at 11.71%.

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%

SCHM

1D
-1.73%
1M
2.88%
YTD
19.11%
6M
16.97%
1Y
31.33%
3Y*
17.85%
5Y*
8.08%
10Y*
11.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEUS vs. SCHM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DEUS
Xtrackers Russell US Multifactor ETF		11.57%10.41%14.33%14.73%-11.18%26.31%8.81%28.80%-9.16%20.20%
SCHM
Schwab US Mid-Cap ETF		19.11%10.17%11.98%16.69%-17.07%19.36%15.26%27.48%-8.77%19.60%

Correlation

The correlation between DEUS and SCHM is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.90

The correlation between DEUS and SCHM has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

DEUS vs. SCHM - Sectors Allocation Comparison

Sectors
DEUS
SCHM

Technology

17.7%
22.1%

Industrials

17.0%
21.7%

Financial Services

11.7%
10.9%

Healthcare

11.4%
10.9%

Consumer Cyclical

10.5%
10.8%

Consumer Defensive

7.3%
3.4%

Utilities

6.9%
2.9%

Energy

5.1%
3.4%

Basic Materials

4.5%
4.7%

Real Estate

4.2%
6.4%

Communication Services

3.7%
2.6%

Technology

DEUS
17.7%
SCHM
22.1%

Industrials

DEUS
17.0%
SCHM
21.7%

Financial Services

DEUS
11.7%
SCHM
10.9%

Healthcare

DEUS
11.4%
SCHM
10.9%

Consumer Cyclical

DEUS
10.5%
SCHM
10.8%

Consumer Defensive

DEUS
7.3%
SCHM
3.4%

Utilities

DEUS
6.9%
SCHM
2.9%

Energy

DEUS
5.1%
SCHM
3.4%

Basic Materials

DEUS
4.5%
SCHM
4.7%

Real Estate

DEUS
4.2%
SCHM
6.4%

Communication Services

DEUS
3.7%
SCHM
2.6%

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

Schwab US Mid-Cap ETF

Often compared with DEUS:
DEUS vs. SPYDEUS vs. QLVDEUS vs. JPMEDEUS vs. DYNFDEUS vs. IMCBDEUS vs. JPSTDEUS vs. FLQM
Often compared with SCHM:
SCHM vs. VOSCHM vs. SCHASCHM vs. VOOSCHM vs. IJHSCHM vs. SWMCXSCHM vs. VOTSCHM vs. SPMD

Return for Risk

DEUS vs. SCHM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DEUS
DEUS Risk / Return Rank: 5656
Overall Rank
DEUS Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DEUS Sortino Ratio Rank: 5454
Sortino Ratio Rank
DEUS Omega Ratio Rank: 4949
Omega Ratio Rank
DEUS Calmar Ratio Rank: 6060
Calmar Ratio Rank
DEUS Martin Ratio Rank: 6262
Martin Ratio Rank
SCHM
SCHM Risk / Return Rank: 6464
Overall Rank
SCHM Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SCHM Sortino Ratio Rank: 6060
Sortino Ratio Rank
SCHM Omega Ratio Rank: 5656
Omega Ratio Rank
SCHM Calmar Ratio Rank: 7070
Calmar Ratio Rank
SCHM Martin Ratio Rank: 7474
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. SCHM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and Schwab US Mid-Cap ETF (SCHM). 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.

DEUSSCHMDifference
Sharpe ratioReturn per unit of total volatility
1.67
1.93

-0.26

Sortino ratioReturn per unit of downside risk
2.46
2.72

-0.26

Omega ratioGain probability vs. loss probability

1.29

1.34

-0.04

Calmar ratioReturn relative to maximum drawdown

2.73

3.38

-0.64

Martin ratioReturn relative to average drawdown

10.35

13.48

-3.14

DEUS vs. SCHM - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.67, which is comparable to the SCHM Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of DEUS and SCHM, 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. SCHM - Drawdown Comparison

The maximum DEUS drawdown since its inception was -40.47%, roughly equal to the maximum SCHM drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for DEUS and SCHM.

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Drawdown Indicators

DEUSSCHMDifference

Max Drawdown

Largest peak-to-trough decline

-40.47%

-42.43%

+1.96%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

-9.32%

+2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-16.69%

-23.27%

+6.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

-26.46%

+5.57%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

-42.43%

+1.96%

Current Drawdown

Current decline from peak

-1.12%

-1.73%

+0.61%

Average Drawdown

Average peak-to-trough decline

-4.32%

-5.64%

+1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

2.33%

-0.53%

Volatility

DEUS vs. SCHM - Volatility Comparison

The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 3.20%, while Schwab US Mid-Cap ETF (SCHM) has a volatility of 5.75%. This indicates that DEUS experiences smaller price fluctuations and is considered to be less risky than SCHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DEUSSCHMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

5.75%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

12.61%

-4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

11.22%

16.30%

-5.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

19.67%

-4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

20.49%

-2.52%

DEUS vs. SCHM - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is higher than SCHM's 0.04% expense ratio. However, 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. SCHM - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.43%, more than SCHM's 1.22% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%
SCHM
Schwab US Mid-Cap ETF		1.22%1.46%1.43%1.50%1.67%1.13%1.31%1.48%1.56%1.27%1.51%1.54%

Frequently Asked Questions

DEUS and SCHM have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHM has higher volatility (5.75%) compared to DEUS (3.20%). In terms of maximum drawdown, DEUS dropped -40.47% vs SCHM's -42.43%.

On 10-year performance, SCHM leads with 11.71% vs 11.66% for DEUS. On fees, SCHM is cheaper at 0.04% 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.

Over the 10-year period, SCHM has performed better with a 11.71% return vs 11.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHM is cheaper with a 0.04% expense ratio, compared with 0.17% for DEUS.

DEUS has the higher dividend yield at 1.43%, compared with 1.22% for SCHM.

DEUS tracks Russell 1000 Comprehensive Factor Index, while SCHM tracks Dow Jones US Total Stock Market Mid-Cap. They also come from different issuers: Xtrackers and Charles Schwab. Their fees differ too: 0.17% for DEUS and 0.04% for SCHM.

SCHM currently has the higher Sharpe Ratio (1.93 vs 1.67), 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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