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DEUS vs. TXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DEUS vs. TXS

Last updated Aug 2, 2026
Documentation

DEUS (Xtrackers Russell US Multifactor ETF) and TXS (Texas Capital Texas Equity Index ETF) are both Mid Cap Blend Equities funds - DEUS tracks the Russell 1000 Comprehensive Factor Index while TXS tracks the Texas Capital Texas Equity Index - Benchmark TR Gross. Both are passively managed. Over the past 3 years, DEUS returned 14.88%/yr vs 18.75%/yr for TXS. Their correlation of 0.83 means they have usually moved in the same direction. DEUS charges 0.17%/yr vs 0.49%/yr for TXS.

Performance

DEUS vs. TXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Russell US Multifactor ETF (DEUS) and Texas Capital Texas Equity Index ETF (TXS). 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 15.12% return, which is significantly lower than TXS's 16.25% return.

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%

TXS

1D
0.50%
1M
2.47%
6M
10.71%
YTD
16.25%
1Y
20.82%
3Y*
18.75%
5Y*
—
10Y*
—
ALL TIME*
18.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DEUS

Xtrackers Russell US Multifactor ETF
$618.40K$852.23K$985.08K

TXS

Texas Capital Texas Equity Index ETF
$95.82K$150.67K$116.32K

DEUS vs. TXS - Yearly Performance Comparison

2026 (YTD)202520242023
DEUS
Xtrackers Russell US Multifactor ETF		15.12%10.41%14.33%5.59%
TXS
Texas Capital Texas Equity Index ETF		16.25%10.31%24.29%5.77%

Correlation

The correlation between DEUS and TXS is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.74

Correlation (3Y)
Balances recent behavior with more history.

0.83

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2023

0.83

The correlation between DEUS and TXS has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.

DEUS vs. TXS - Sectors Allocation Comparison

Sectors
DEUS
TXS

Industrials

18.7%
14.1%

Financial Services

13.8%
7.5%

Healthcare

12.9%
11.7%

Consumer Cyclical

11.1%
17.6%

Technology

10.5%
12.1%

Consumer Defensive

7.5%
2.3%

Utilities

7.4%
2.0%

Real Estate

5.6%
12.2%

Energy

5.2%
18.1%

Basic Materials

4.1%
0.3%

Communication Services

3.2%
2.1%

Industrials

DEUS
18.7%
TXS
14.1%

Financial Services

DEUS
13.8%
TXS
7.5%

Healthcare

DEUS
12.9%
TXS
11.7%

Consumer Cyclical

DEUS
11.1%
TXS
17.6%

Technology

DEUS
10.5%
TXS
12.1%

Consumer Defensive

DEUS
7.5%
TXS
2.3%

Utilities

DEUS
7.4%
TXS
2.0%

Real Estate

DEUS
5.6%
TXS
12.2%

Energy

DEUS
5.2%
TXS
18.1%

Basic Materials

DEUS
4.1%
TXS
0.3%

Communication Services

DEUS
3.2%
TXS
2.1%

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

Texas Capital Texas Equity Index ETF

Often compared with DEUS:
DEUS vs. JPMEDEUS vs. QLVDEUS vs. SPYDEUS vs. IMCBDEUS vs. DYNFDEUS vs. FLQMDEUS vs. JPST
Often compared with TXS:
TXS vs. SPYTXS vs. ^GSPCTXS vs. QQQTXS vs. VOOTXS vs. PWCTXS vs. GDETXS vs. TXN

Return for Risk

DEUS vs. TXS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
DEUS
DEUS Risk / Return Rank: 8080
Overall Rank
DEUS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DEUS Sortino Ratio Rank: 8181
Sortino Ratio Rank
DEUS Omega Ratio Rank: 7575
Omega Ratio Rank
DEUS Calmar Ratio Rank: 8080
Calmar Ratio Rank
DEUS Martin Ratio Rank: 8383
Martin Ratio Rank
TXS
TXS Risk / Return Rank: 7676
Overall Rank
TXS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TXS Sortino Ratio Rank: 7474
Sortino Ratio Rank
TXS Omega Ratio Rank: 7171
Omega Ratio Rank
TXS Calmar Ratio Rank: 8181
Calmar Ratio Rank
TXS Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DEUS vs. TXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and Texas Capital Texas Equity Index ETF (TXS). 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.

DEUSTXSDifference
Sharpe ratioReturn per unit of total volatility
1.79
1.68

+0.11

Sortino ratioReturn per unit of downside risk
2.65
2.41

+0.24

Omega ratioGain probability vs. loss probability

1.31

1.30

+0.02

Calmar ratioReturn relative to maximum drawdown

2.92

2.97

-0.04

Martin ratioReturn relative to average drawdown

11.25

10.19

+1.07

DEUS vs. TXS - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.79, which is comparable to the TXS Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of DEUS and TXS, 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. TXS - Drawdown Comparison

The maximum DEUS drawdown since its inception was -40.47%, which is greater than TXS's maximum drawdown of -19.69%. Use the drawdown chart below to compare losses from any high point for DEUS and TXS.

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Drawdown Indicators

DEUSTXSDifference

Max Drawdown

Largest peak-to-trough decline

-40.47%

-19.69%

-20.78%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

-6.54%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-16.69%

-19.69%

+3.00%

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

-1.53%

0.00%

-1.53%

Average Drawdown

Average peak-to-trough decline

-4.28%

-2.73%

-1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

1.90%

-0.13%

Volatility

DEUS vs. TXS - Volatility Comparison

Xtrackers Russell US Multifactor ETF (DEUS) has a higher volatility of 3.09% compared to Texas Capital Texas Equity Index ETF (TXS) at 2.63%. This indicates that DEUS's price experiences larger fluctuations and is considered to be riskier than TXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DEUSTXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.09%

2.63%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

7.80%

+0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

11.58%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.49%

15.64%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.95%

15.64%

+2.31%

DEUS vs. TXS - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is lower than TXS's 0.49% expense ratio.

Dividends

DEUS vs. TXS - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.38%, more than TXS's 0.78% yield.

PositionTTM2025202420232022202120202019201820172016
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%
TXS
Texas Capital Texas Equity Index ETF		0.78%0.82%0.86%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DEUS and TXS have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DEUS has higher volatility (3.09%) compared to TXS (2.63%). In terms of maximum drawdown, DEUS dropped -40.47% vs TXS's -19.69%.

On 3-year performance, TXS leads with 18.75% vs 14.88% for DEUS. On fees, DEUS is cheaper at 0.17% per year. On volatility, TXS has been the lower-risk option at 2.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TXS has performed better with a 18.75% return vs 14.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DEUS is cheaper with a 0.17% expense ratio, compared with 0.49% for TXS.

DEUS has the higher dividend yield at 1.38%, compared with 0.78% for TXS.

DEUS tracks Russell 1000 Comprehensive Factor Index, while TXS tracks Texas Capital Texas Equity Index - Benchmark TR Gross. They also come from different issuers: Xtrackers and Texas Capital. Their fees differ too: 0.17% for DEUS and 0.49% for TXS.

DEUS currently has the higher Sharpe Ratio (1.79 vs 1.68), 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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