DEUS vs. SPMD
DEUS (Xtrackers Russell US Multifactor ETF) and SPMD (SPDR Portfolio S&P 400 Mid Cap ETF) are both Mid Cap Blend Equities funds - DEUS tracks the Russell 1000 Comprehensive Factor Index while SPMD tracks the S&P MidCap 400 Index. Both are passively managed. Over the past 10 years, DEUS returned 11.33%/yr vs 11.15%/yr for SPMD. Their correlation of 0.88 means they have usually moved in the same direction. DEUS charges 0.17%/yr vs 0.03%/yr for SPMD.
Performance
DEUS vs. SPMD - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with DEUS having a 15.12% return and SPMD slightly lower at 14.67%. Both investments have delivered pretty close results over the past 10 years, with DEUS having a 11.33% annualized return and SPMD not far behind at 11.15%.
DEUS
- 1D
- -0.21%
- 1M
- 1.31%
- 6M
- 10.90%
- YTD
- 15.12%
- 1Y
- 21.03%
- 3Y*
- 14.88%
- 5Y*
- 9.89%
- 10Y*
- 11.33%
- ALL TIME*
- 11.51%
SPMD
- 1D
- -0.08%
- 1M
- -1.01%
- 6M
- 10.21%
- YTD
- 14.67%
- 1Y
- 22.87%
- 3Y*
- 13.08%
- 5Y*
- 8.47%
- 10Y*
- 11.15%
- ALL TIME*
- 9.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $618.40K | $852.23K | $985.08K | |
| $86.63M | $87.95M | $104.48M |
DEUS vs. SPMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 15.12% | 10.41% | 14.33% | 14.73% | -11.18% | 26.31% | 8.81% | 28.80% | -9.16% | 20.20% |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 14.67% | 7.44% | 13.91% | 16.48% | -13.13% | 24.76% | 13.46% | 25.19% | -10.34% | 15.12% |
Correlation
The correlation between DEUS and SPMD is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2015 | 0.88 |
The correlation between DEUS and SPMD has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.
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Return for Risk
DEUS vs. SPMD — Risk / Return Rank
DEUS
SPMD
DEUS vs. SPMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). 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 | SPMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 2.39 | +0.54 |
| Martin ratioReturn relative to average drawdown | 11.25 | 8.71 | +2.54 |
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Drawdowns
DEUS vs. SPMD - Drawdown Comparison
The maximum DEUS drawdown since its inception was -40.47%, smaller than the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for DEUS and SPMD.
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Drawdown Indicators
| DEUS | SPMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.47% | -57.62% | +17.15% |
Max Drawdown (1Y)Largest decline over 1 year | -6.83% | -8.86% | +2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -16.69% | -24.08% | +7.39% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -24.08% | +3.19% |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | -41.86% | +1.39% |
Current DrawdownCurrent decline from peak | -1.53% | -2.34% | +0.81% |
Average DrawdownAverage peak-to-trough decline | -4.28% | -8.07% | +3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | 2.42% | -0.65% |
Volatility
DEUS vs. SPMD - Volatility Comparison
The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 3.09%, while SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) has a volatility of 3.50%. This indicates that DEUS experiences smaller price fluctuations and is considered to be less risky than SPMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEUS | SPMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 3.50% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 11.67% | -3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.17% | 15.79% | -4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.49% | 19.63% | -4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 21.14% | -3.19% |
DEUS vs. SPMD - Expense Ratio Comparison
DEUS has a 0.17% expense ratio, which is higher than SPMD's 0.03% 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. SPMD - Dividend Comparison
DEUS's dividend yield for the trailing twelve months is around 1.38%, more than SPMD's 1.23% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 1.38% | 1.59% | 1.36% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.75% | 0.00% |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 1.23% | 1.39% | 1.42% | 1.47% | 1.64% | 1.24% | 1.30% | 1.57% | 1.85% | 1.97% | 2.13% | 5.33% |
Frequently Asked Questions
DEUS and SPMD have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPMD has higher volatility (3.50%) compared to DEUS (3.09%). In terms of maximum drawdown, DEUS dropped -40.47% vs SPMD's -57.62%.
On 10-year performance, DEUS leads with 11.33% vs 11.15% for SPMD. On fees, SPMD is cheaper at 0.03% per year. On volatility, DEUS has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DEUS has performed better with a 11.33% return vs 11.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPMD is cheaper with a 0.03% expense ratio, compared with 0.17% for DEUS.
DEUS has the higher dividend yield at 1.38%, compared with 1.23% for SPMD.
DEUS tracks Russell 1000 Comprehensive Factor Index, while SPMD tracks S&P MidCap 400 Index. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.17% for DEUS and 0.03% for SPMD.
DEUS currently has the higher Sharpe Ratio (1.79 vs 1.34), 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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