DEUS vs. TRSY

Last updated Jun 3, 2026

DEUS (Xtrackers Russell US Multifactor ETF) and TRSY (Xtrackers US 0-1 Year Treasury ETF) are both exchange-traded funds - DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index, while TRSY is a Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index. Both are passively managed. Over the past year, DEUS returned 19.24% vs 3.93% for TRSY. At a correlation of -0.04, they often move in opposite directions. DEUS charges 0.17%/yr vs 0.06%/yr for TRSY.

Performance

DEUS vs. TRSY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Russell US Multifactor ETF (DEUS) and Xtrackers US 0-1 Year Treasury ETF (TRSY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DEUS achieves a 10.91% return, which is significantly higher than TRSY's 1.43% return.

DEUS

• 1D: 0.73%
• 1M: 2.26%
• YTD: 10.91%
• 6M: 11.97%
• 1Y: 19.24%
• 3Y*: 16.46%
• 5Y*: 9.49%
• 10Y*: 11.31%

TRSY

• 1D: 0.00%
• 1M: 0.27%
• YTD: 1.43%
• 6M: 1.76%
• 1Y: 3.93%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DEUS vs. TRSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DEUS Xtrackers Russell US Multifactor ETF	10.91%	10.41%	-1.55%
TRSY Xtrackers US 0-1 Year Treasury ETF	1.43%	4.22%	1.07%

Correlation

The correlation between DEUS and TRSY is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (All Time) Calculated using the full available price history since Oct 10, 2024	-0.04

Return for Risk

DEUS vs. TRSY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEUS

DEUS Risk / Return Rank: 53
DEUS Sharpe Ratio Rank: 50
DEUS Sortino Ratio Rank: 53
DEUS Omega Ratio Rank: 48
DEUS Calmar Ratio Rank: 55
DEUS Martin Ratio Rank: 59

TRSY

TRSY Risk / Return Rank: 100
TRSY Sharpe Ratio Rank: 99
TRSY Sortino Ratio Rank: 100
TRSY Omega Ratio Rank: 100
TRSY Calmar Ratio Rank: 100
TRSY Martin Ratio Rank: 100

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. TRSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and Xtrackers US 0-1 Year Treasury ETF (TRSY). 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	TRSY	Difference
Sharpe ratio Return per unit of total volatility	1.75	10.47	-8.71
Sortino ratio Return per unit of downside risk	2.59	28.17	-25.58
Omega ratio Gain probability vs. loss probability	1.31	6.74	-5.44
Calmar ratio Return relative to maximum drawdown	2.79	59.69	-56.89
Martin ratio Return relative to average drawdown	10.62	380.54	-369.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DEUS vs. TRSY - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.75, which is lower than the TRSY Sharpe Ratio of 10.47. The chart below compares the historical Sharpe Ratios of DEUS and TRSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DEUS	TRSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	10.47	-8.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	3.88	-3.24

Drawdowns

DEUS vs. TRSY - Drawdown Comparison

The maximum DEUS drawdown since its inception was -40.47%, which is greater than TRSY's maximum drawdown of -0.82%. Use the drawdown chart below to compare losses from any high point for DEUS and TRSY.

Drawdown Indicators

	DEUS	TRSY	Difference
Max Drawdown Largest peak-to-trough decline	-40.47%	-0.82%	-39.65%
Max Drawdown (1Y) Largest decline over 1 year	-6.83%	-0.07%	-6.76%
Max Drawdown (3Y) Largest decline over 3 years	-16.69%	—	—
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	0.00%	-0.01%	+0.01%
Average Drawdown Average peak-to-trough decline	-4.34%	-0.06%	-4.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	0.01%	+1.79%

Volatility

DEUS vs. TRSY - Volatility Comparison

Xtrackers Russell US Multifactor ETF (DEUS) has a higher volatility of 2.97% compared to Xtrackers US 0-1 Year Treasury ETF (TRSY) at 0.09%. This indicates that DEUS's price experiences larger fluctuations and is considered to be riskier than TRSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEUS	TRSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	0.09%	+2.88%
Volatility (6M) Calculated over the trailing 6-month period	8.17%	0.23%	+7.94%
Volatility (1Y) Calculated over the trailing 1-year period	11.02%	0.38%	+10.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.55%	1.07%	+14.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.98%	1.07%	+16.91%

DEUS vs. TRSY - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is higher than TRSY's 0.06% 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. TRSY - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.45%, less than TRSY's 3.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DEUS Xtrackers Russell US Multifactor ETF	1.45%	1.59%	1.36%	1.49%	1.74%	1.14%	1.61%	1.65%	1.77%	1.31%	2.75%
TRSY Xtrackers US 0-1 Year Treasury ETF	3.73%	4.00%	0.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DEUS and TRSY in my portfolio?

DEUS and TRSY have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DEUS or TRSY?

DEUS has higher volatility (2.97%) compared to TRSY (0.09%). In terms of maximum drawdown, DEUS dropped -40.47% vs TRSY's -0.82%.

Which ETF is better, DEUS or TRSY?

On 1-year performance, DEUS leads with 19.24% vs 3.93% for TRSY. On fees, TRSY is cheaper at 0.06% per year. On volatility, TRSY has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEUS or TRSY?

Over the 1-year period, DEUS has performed better with a 19.24% return vs 3.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEUS or TRSY?

TRSY is cheaper with a 0.06% expense ratio, compared with 0.17% for DEUS.

Which ETF pays a higher dividend yield, DEUS or TRSY?

TRSY has the higher dividend yield at 3.73%, compared with 1.45% for DEUS.

What is the main difference between DEUS and TRSY?

DEUS is categorized as Mid Cap Blend Equities, while TRSY is Government Bonds. DEUS tracks Russell 1000 Comprehensive Factor Index, while TRSY tracks ICE U.S. Treasury Short Bond Index. Their fees differ too: 0.17% for DEUS and 0.06% for TRSY.

Which has better risk-adjusted returns?

TRSY currently has the higher Sharpe Ratio (10.47 vs 1.75), 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.