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DEUS vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DEUS vs. USO

Last updated Jun 4, 2026

DEUS (Xtrackers Russell US Multifactor ETF) and USO (United States Oil Fund LP) are both exchange-traded funds - DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index, while USO is a Oil & Gas fund tracking the Front Month Light Sweet Crude Oil. Both are passively managed. Over the past 10 years, DEUS returned 11.33%/yr vs 4.07%/yr for USO. At a 0.17 correlation, their price movements are largely independent. DEUS charges 0.17%/yr vs 0.86%/yr for USO.

Performance

DEUS vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Russell US Multifactor ETF (DEUS) and United States Oil Fund LP (USO). 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 11.11% return, which is significantly lower than USO's 103.67% return. Over the past 10 years, DEUS has outperformed USO with an annualized return of 11.33%, while USO has yielded a comparatively lower 4.07% annualized 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%

USO

1D
2.62%
1M
-4.57%
YTD
103.67%
6M
99.35%
1Y
101.55%
3Y*
29.98%
5Y*
24.41%
10Y*
4.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEUS vs. USO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DEUS
Xtrackers Russell US Multifactor ETF		11.11%10.41%14.33%14.73%-11.18%26.31%8.81%28.80%-9.16%20.20%
USO
United States Oil Fund LP		103.67%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Correlation

The correlation between DEUS and USO is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.24

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

-0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2015

0.17

The correlation between DEUS and USO shifts across timeframes, from -0.24 (1 year) to 0.18 (10 years), reflecting how their relationship changes across market environments.

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

United States Oil Fund LP

Often compared with DEUS:
DEUS vs. SPYDEUS vs. JPMEDEUS vs. QLVDEUS vs. DYNFDEUS vs. IMCBDEUS vs. JPSTDEUS vs. FLQM
Often compared with USO:
USO vs. XLEUSO vs. BNOUSO vs. UCOUSO vs. USLUSO vs. OILKUSO vs. DBOUSO vs. WTI

Return for Risk

DEUS vs. USO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DEUS
DEUS Risk / Return Rank: 5353
Overall Rank
DEUS Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DEUS Sortino Ratio Rank: 5252
Sortino Ratio Rank
DEUS Omega Ratio Rank: 4747
Omega Ratio Rank
DEUS Calmar Ratio Rank: 5656
Calmar Ratio Rank
DEUS Martin Ratio Rank: 5959
Martin Ratio Rank
USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
USO Sortino Ratio Rank: 6060
Sortino Ratio Rank
USO Omega Ratio Rank: 6161
Omega Ratio Rank
USO Calmar Ratio Rank: 8787
Calmar Ratio Rank
USO Martin Ratio Rank: 5454
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. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and United States Oil Fund LP (USO). 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.

DEUSUSODifference

Sharpe ratio

Return per unit of total volatility

1.70

2.31

-0.61

Sortino ratio

Return per unit of downside risk

2.51

2.89

-0.38

Omega ratio

Gain probability vs. loss probability

1.30

1.38

-0.09

Calmar ratio

Return relative to maximum drawdown

2.74

5.01

-2.27

Martin ratio

Return relative to average drawdown

10.39

9.42

+0.98

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. USO - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.70, which is comparable to the USO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of DEUS and USO, 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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Sharpe Ratios by Period

DEUSUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

2.31

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.68

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.10

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

-0.18

+0.82

Drawdowns

DEUS vs. USO - Drawdown Comparison

The maximum DEUS drawdown since its inception was -40.47%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for DEUS and USO.

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Drawdown Indicators

DEUSUSODifference

Max Drawdown

Largest peak-to-trough decline

-40.47%

-98.19%

+57.72%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

-20.39%

+13.56%

Max Drawdown (3Y)

Largest decline over 3 years

-16.69%

-26.05%

+9.36%

Max Drawdown (5Y)

Largest decline over 5 years

-20.89%

-36.23%

+15.34%

Max Drawdown (10Y)

Largest decline over 10 years

-40.47%

-86.75%

+46.28%

Current Drawdown

Current decline from peak

0.00%

-85.01%

+85.01%

Average Drawdown

Average peak-to-trough decline

-4.34%

-75.30%

+70.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.80%

10.82%

-9.02%

Volatility

DEUS vs. USO - Volatility Comparison

The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 2.79%, while United States Oil Fund LP (USO) has a volatility of 14.87%. This indicates that DEUS experiences smaller price fluctuations and is considered to be less risky than USO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DEUSUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.79%

14.87%

-12.08%

Volatility (6M)

Calculated over the trailing 6-month period

8.13%

38.23%

-30.10%

Volatility (1Y)

Calculated over the trailing 1-year period

11.02%

44.20%

-33.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.55%

36.06%

-20.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

39.00%

-21.02%

DEUS vs. USO - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is lower than USO's 0.86% expense ratio.

Dividends

DEUS vs. USO - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.45%, while USO has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019201820172016
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%
USO
United States Oil Fund LP		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DEUS and USO have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (14.87%) compared to DEUS (2.79%). In terms of maximum drawdown, DEUS dropped -40.47% vs USO's -98.19%.

On 10-year performance, DEUS leads with 11.33% vs 4.07% for USO. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 2.79%. 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 4.07%. 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 0.86% for USO.

DEUS has the higher dividend yield at 1.45%, compared with 0.00% for USO.

DEUS is categorized as Mid Cap Blend Equities, while USO is Oil & Gas. DEUS tracks Russell 1000 Comprehensive Factor Index, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: Xtrackers and USCF. Their fees differ too: 0.17% for DEUS and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.31 vs 1.70), 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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