DEUS vs. USMF

Last updated Jun 4, 2026

DEUS (Xtrackers Russell US Multifactor ETF) and USMF (WisdomTree US Multifactor Fund) are both Mid Cap Blend Equities funds - DEUS tracks the Russell 1000 Comprehensive Factor Index while USMF tracks the WisdomTree US Multifactor Index. Both are passively managed. Over the past 5 years, DEUS returned 9.39%/yr vs 7.67%/yr for USMF. Their correlation of 0.92 suggests significant overlap in exposure. DEUS charges 0.17%/yr vs 0.28%/yr for USMF.

Performance

DEUS vs. USMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Russell US Multifactor ETF (DEUS) and WisdomTree US Multifactor Fund (USMF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DEUS achieves a 11.11% return, which is significantly higher than USMF's 4.36% return.

DEUS

• 1D: 0.18%
• 1M: 3.32%
• YTD: 11.11%
• 6M: 11.96%
• 1Y: 18.62%
• 3Y*: 16.53%
• 5Y*: 9.39%
• 10Y*: 11.33%

USMF

• 1D: -0.56%
• 1M: 3.76%
• YTD: 4.36%
• 6M: 4.80%
• 1Y: 6.28%
• 3Y*: 14.13%
• 5Y*: 7.67%
• 10Y*: —

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

DEUS vs. USMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DEUS Xtrackers Russell US Multifactor ETF	11.11%	10.41%	14.33%	14.73%	-11.18%	26.31%	8.81%	28.80%	-9.16%	11.37%
USMF WisdomTree US Multifactor Fund	4.36%	4.60%	19.65%	13.47%	-8.82%	21.26%	12.01%	24.06%	-4.72%	11.27%

Correlation

The correlation between DEUS and USMF is 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Aug 25, 2017	0.92

The correlation between DEUS and USMF shifts across timeframes, from 0.83 (1 year) to 0.94 (5 years), reflecting how their relationship changes across market environments.

DEUS vs. USMF - Sectors Allocation Comparison

Sectors	DEUS	USMF
Industrials	17.6%	7.8%
Technology	15.5%	35.6%
Financial Services	12.1%	11.8%
Healthcare	11.4%	9.3%
Consumer Cyclical	10.6%	11.1%
Consumer Defensive	7.5%	5.2%
Utilities	7.3%	2.0%
Energy	5.5%	4.1%
Basic Materials	4.5%	0.9%
Real Estate	4.3%	2.0%
Communication Services	3.8%	10.3%

Return for Risk

DEUS vs. USMF — 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: 49
DEUS Sortino Ratio Rank: 52
DEUS Omega Ratio Rank: 47
DEUS Calmar Ratio Rank: 56
DEUS Martin Ratio Rank: 59

USMF

USMF Risk / Return Rank: 19
USMF Sharpe Ratio Rank: 18
USMF Sortino Ratio Rank: 17
USMF Omega Ratio Rank: 17
USMF Calmar Ratio Rank: 22
USMF Martin Ratio Rank: 23

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. USMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and WisdomTree US Multifactor Fund (USMF). 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	USMF	Difference
Sharpe ratio: Return per unit of total volatility	1.70	0.58	+1.12
Sortino ratio: Return per unit of downside risk	2.51	0.89	+1.62
Omega ratio: Gain probability vs. loss probability	1.30	1.10	+0.19
Calmar ratio: Return relative to maximum drawdown	2.74	0.98	+1.76
Martin ratio: Return relative to average drawdown	10.39	2.93	+7.47
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. USMF - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.70, which is higher than the USMF Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of DEUS and USMF, 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	USMF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.70	0.58	+1.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.54	+0.07
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	0.63	+0.01

Drawdowns

DEUS vs. USMF - Drawdown Comparison

The maximum DEUS drawdown since its inception was -40.47%, which is greater than USMF's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for DEUS and USMF.

Drawdown Indicators

	DEUS	USMF	Difference
Max Drawdown Largest peak-to-trough decline	-40.47%	-36.24%	-4.23%
Max Drawdown (1Y) Largest decline over 1 year	-6.83%	-6.47%	-0.36%
Max Drawdown (3Y) Largest decline over 3 years	-16.69%	-15.39%	-1.30%
Max Drawdown (5Y) Largest decline over 5 years	-20.89%	-18.10%	-2.79%
Max Drawdown (10Y) Largest decline over 10 years	-40.47%	—	—
Current Drawdown Current decline from peak	0.00%	-0.56%	+0.56%
Average Drawdown Average peak-to-trough decline	-4.34%	-4.16%	-0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	2.15%	-0.35%

Volatility

DEUS vs. USMF - Volatility Comparison

Xtrackers Russell US Multifactor ETF (DEUS) has a higher volatility of 2.79% compared to WisdomTree US Multifactor Fund (USMF) at 2.30%. This indicates that DEUS's price experiences larger fluctuations and is considered to be riskier than USMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEUS	USMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.79%	2.30%	+0.49%
Volatility (6M) Calculated over the trailing 6-month period	8.13%	7.43%	+0.70%
Volatility (1Y) Calculated over the trailing 1-year period	11.02%	10.79%	+0.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.55%	14.27%	+1.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.98%	16.97%	+1.01%

DEUS vs. USMF - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is lower than USMF's 0.28% expense ratio.

Dividends

DEUS vs. USMF - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.45%, more than USMF's 1.32% 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%
USMF WisdomTree US Multifactor Fund	1.32%	1.37%	1.22%	1.33%	1.74%	1.42%	1.34%	1.38%	1.45%	0.67%	0.00%

Frequently Asked Questions

Can I hold both DEUS and USMF in my portfolio?

DEUS and USMF have a correlation of 0.83, 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 USMF?

DEUS has higher volatility (2.79%) compared to USMF (2.30%). In terms of maximum drawdown, DEUS dropped -40.47% vs USMF's -36.24%.

Which ETF is better, DEUS or USMF?

On 5-year performance, DEUS leads with 9.39% vs 7.67% for USMF. On fees, DEUS is cheaper at 0.17% per year. On volatility, USMF has been the lower-risk option at 2.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEUS or USMF?

Over the 5-year period, DEUS has performed better with a 9.39% return vs 7.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEUS or USMF?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.28% for USMF.

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

DEUS has the higher dividend yield at 1.45%, compared with 1.32% for USMF.

What is the main difference between DEUS and USMF?

DEUS tracks Russell 1000 Comprehensive Factor Index, while USMF tracks WisdomTree US Multifactor Index. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.17% for DEUS and 0.28% for USMF.

Which has better risk-adjusted returns?

DEUS currently has the higher Sharpe Ratio (1.70 vs 0.58), 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.