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DEUS vs. SNPD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DEUS vs. SNPD

Last updated Jun 24, 2026

DEUS (Xtrackers Russell US Multifactor ETF) and SNPD (Xtrackers S&P ESG Dividend Aristocrats ETF) are both exchange-traded funds - DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index, while SNPD is a Mid Cap Value Equities fund tracking the S&P ESG High Yield Dividend Aristocrats Index. Both are passively managed. Over the past 3 years, DEUS returned 15.98%/yr vs 9.37%/yr for SNPD. Their correlation of 0.88 suggests significant overlap in exposure. DEUS charges 0.17%/yr vs 0.15%/yr for SNPD.

Performance

DEUS vs. SNPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Russell US Multifactor ETF (DEUS) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD). 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 higher than SNPD's 10.29% 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%

SNPD

1D
0.35%
1M
1.91%
YTD
10.29%
6M
9.96%
1Y
16.04%
3Y*
9.37%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEUS vs. SNPD - Yearly Performance Comparison

2026 (YTD)2025202420232022
DEUS
Xtrackers Russell US Multifactor ETF		11.57%10.41%14.33%14.73%0.98%
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF		10.29%6.66%5.41%2.68%3.49%

Correlation

The correlation between DEUS and SNPD is 0.82, 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

0.82

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

0.87

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2022

0.88

The correlation between DEUS and SNPD has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

DEUS vs. SNPD - Sectors Allocation Comparison

Sectors
DEUS
SNPD

Technology

17.7%
7.3%

Industrials

17.0%
16.9%

Financial Services

11.7%
8.0%

Healthcare

11.4%
5.0%

Consumer Cyclical

10.5%
9.2%

Consumer Defensive

7.3%
18.8%

Utilities

6.9%
14.3%

Energy

5.1%
3.1%

Basic Materials

4.5%
7.2%

Real Estate

4.2%
6.8%

Communication Services

3.7%
3.4%

Technology

DEUS
17.7%
SNPD
7.3%

Industrials

DEUS
17.0%
SNPD
16.9%

Financial Services

DEUS
11.7%
SNPD
8.0%

Healthcare

DEUS
11.4%
SNPD
5.0%

Consumer Cyclical

DEUS
10.5%
SNPD
9.2%

Consumer Defensive

DEUS
7.3%
SNPD
18.8%

Utilities

DEUS
6.9%
SNPD
14.3%

Energy

DEUS
5.1%
SNPD
3.1%

Basic Materials

DEUS
4.5%
SNPD
7.2%

Real Estate

DEUS
4.2%
SNPD
6.8%

Communication Services

DEUS
3.7%
SNPD
3.4%

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

Xtrackers S&P ESG Dividend Aristocrats ETF

Often compared with DEUS:
DEUS vs. SPYDEUS vs. QLVDEUS vs. JPMEDEUS vs. DYNFDEUS vs. IMCBDEUS vs. JPSTDEUS vs. FLQM
Often compared with SNPD:
SNPD vs. NOBLSNPD vs. DURASNPD vs. INDASNPD vs. MSTRSNPD vs. EMCSSNPD vs. IDVY.ASSNPD vs. XOEX

Return for Risk

DEUS vs. SNPD — 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
SNPD
SNPD Risk / Return Rank: 4141
Overall Rank
SNPD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SNPD Sortino Ratio Rank: 4646
Sortino Ratio Rank
SNPD Omega Ratio Rank: 4040
Omega Ratio Rank
SNPD Calmar Ratio Rank: 3939
Calmar Ratio Rank
SNPD Martin Ratio Rank: 3737
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. SNPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD). 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.

DEUSSNPDDifference
Sharpe ratioReturn per unit of total volatility
1.67
1.45

+0.22

Sortino ratioReturn per unit of downside risk
2.46
2.18

+0.28

Omega ratioGain probability vs. loss probability

1.29

1.25

+0.04

Calmar ratioReturn relative to maximum drawdown

2.73

1.86

+0.88

Martin ratioReturn relative to average drawdown

10.35

5.51

+4.84

DEUS vs. SNPD - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.67, which is comparable to the SNPD Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of DEUS and SNPD, 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. SNPD - Drawdown Comparison

The maximum DEUS drawdown since its inception was -40.47%, which is greater than SNPD's maximum drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for DEUS and SNPD.

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Drawdown Indicators

DEUSSNPDDifference

Max Drawdown

Largest peak-to-trough decline

-40.47%

-15.80%

-24.67%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

-8.68%

+1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-16.69%

-15.80%

-0.89%

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%

-1.34%

+0.22%

Average Drawdown

Average peak-to-trough decline

-4.32%

-3.90%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

2.92%

-1.12%

Volatility

DEUS vs. SNPD - Volatility Comparison

Xtrackers Russell US Multifactor ETF (DEUS) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) have volatilities of 3.20% and 3.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DEUSSNPDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

3.10%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

8.16%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

11.22%

11.13%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.56%

13.11%

+2.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

13.11%

+4.86%

DEUS vs. SNPD - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is higher than SNPD's 0.15% 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. SNPD - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.43%, less than SNPD's 3.29% yield.

PositionTTM2025202420232022202120202019201820172016
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%
SNPD
Xtrackers S&P ESG Dividend Aristocrats ETF		3.29%3.10%2.78%2.63%0.57%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DEUS and SNPD have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DEUS has higher volatility (3.20%) compared to SNPD (3.10%). In terms of maximum drawdown, DEUS dropped -40.47% vs SNPD's -15.80%.

On 3-year performance, DEUS leads with 15.98% vs 9.37% for SNPD. On fees, SNPD is cheaper at 0.15% per year. On volatility, SNPD has been the lower-risk option at 3.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DEUS has performed better with a 15.98% return vs 9.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SNPD is cheaper with a 0.15% expense ratio, compared with 0.17% for DEUS.

SNPD has the higher dividend yield at 3.29%, compared with 1.43% for DEUS.

DEUS is categorized as Mid Cap Blend Equities, while SNPD is Mid Cap Value Equities. DEUS tracks Russell 1000 Comprehensive Factor Index, while SNPD tracks S&P ESG High Yield Dividend Aristocrats Index. Their fees differ too: 0.17% for DEUS and 0.15% for SNPD.

DEUS currently has the higher Sharpe Ratio (1.67 vs 1.45), 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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