DEUS vs. SIXL
Compare and contrast key facts about Xtrackers Russell US Multifactor ETF (DEUS) and ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL).
DEUS and SIXL 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 Xtrackers that tracks the performance of the Russell 1000 Comprehensive Factor Index. It was launched on Nov 24, 2015. SIXL is an actively managed fund by Exchange Traded Concepts. It was launched on May 11, 2020.
Performance
DEUS vs. SIXL - Performance Comparison
Loading graphics...
DEUS vs. SIXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 2.99% | 10.41% | 14.33% | 14.73% | -11.18% | 26.31% | 31.53% |
SIXL ETC 6 Meridian Low Beta Equity Strategy ETF | 4.48% | -0.61% | 14.13% | 2.38% | -7.49% | 20.00% | 18.42% |
Returns By Period
In the year-to-date period, DEUS achieves a 2.99% return, which is significantly lower than SIXL's 4.48% 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%
SIXL
- 1D
- 0.42%
- 1M
- -4.69%
- YTD
- 4.48%
- 6M
- 2.87%
- 1Y
- 2.42%
- 3Y*
- 7.20%
- 5Y*
- 4.17%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DEUS vs. SIXL - Expense Ratio Comparison
DEUS has a 0.17% expense ratio, which is lower than SIXL's 0.47% expense ratio.
Return for Risk
DEUS vs. SIXL — Risk / Return Rank
DEUS
SIXL
DEUS vs. SIXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL). 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 | SIXL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.20 | +0.68 |
Sortino ratioReturn per unit of downside risk | 1.34 | 0.36 | +0.99 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.05 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 0.37 | +0.91 |
Martin ratioReturn relative to average drawdown | 6.00 | 1.19 | +4.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DEUS | SIXL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.20 | +0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.34 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.66 | -0.05 |
Correlation
The correlation between DEUS and SIXL is 0.84, 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. SIXL - Dividend Comparison
DEUS's dividend yield for the trailing twelve months is around 1.56%, less than SIXL's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SIXL ETC 6 Meridian Low Beta Equity Strategy ETF | 2.37% | 2.31% | 1.28% | 1.48% | 1.45% | 0.67% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DEUS vs. SIXL - Drawdown Comparison
The maximum DEUS drawdown since its inception was -40.47%, which is greater than SIXL's maximum drawdown of -16.08%. Use the drawdown chart below to compare losses from any high point for DEUS and SIXL.
Loading graphics...
Drawdown Indicators
| DEUS | SIXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.47% | -16.08% | -24.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -8.63% | -2.67% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -16.08% | -4.81% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | — | — |
Current DrawdownCurrent decline from peak | -5.13% | -5.07% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -4.60% | +0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 2.66% | -0.26% |
Volatility
DEUS vs. SIXL - Volatility Comparison
Xtrackers Russell US Multifactor ETF (DEUS) has a higher volatility of 4.18% compared to ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) at 3.02%. This indicates that DEUS's price experiences larger fluctuations and is considered to be riskier than SIXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DEUS | SIXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.18% | 3.02% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 8.41% | 6.76% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.41% | 12.15% | +3.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 12.14% | +3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.97% | 12.64% | +5.33% |