DEUS vs. VFMF

Last updated Jun 26, 2026

DEUS (Xtrackers Russell US Multifactor ETF) and VFMF (Vanguard U.S. Multifactor ETF) are both exchange-traded funds - DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index, while VFMF is a Multi-factor fund actively managed by Vanguard. DEUS is passively managed, while VFMF is actively managed. Over the past 5 years, DEUS returned 9.85%/yr vs 13.87%/yr for VFMF. Their correlation of 0.93 suggests significant overlap in exposure. DEUS charges 0.17%/yr vs 0.18%/yr for VFMF.

Performance

DEUS vs. VFMF - Performance Comparison

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

Returns By Period

In the year-to-date period, DEUS achieves a 13.05% return, which is significantly lower than VFMF's 17.89% return.

DEUS

• 1D: 0.91%
• 1M: 2.07%
• YTD: 13.05%
• 6M: 11.70%
• 1Y: 20.42%
• 3Y*: 16.32%
• 5Y*: 9.85%
• 10Y*: 12.00%

VFMF

• 1D: 0.45%
• 1M: 2.90%
• YTD: 17.89%
• 6M: 16.02%
• 1Y: 35.95%
• 3Y*: 22.64%
• 5Y*: 13.87%
• 10Y*: —

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

DEUS vs. VFMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DEUS Xtrackers Russell US Multifactor ETF	13.05%	10.41%	14.33%	14.73%	-11.18%	26.31%	8.81%	28.80%	-8.93%
VFMF Vanguard U.S. Multifactor ETF	17.89%	17.38%	15.60%	18.52%	-5.70%	30.05%	4.99%	22.34%	-10.89%

Correlation

The correlation between DEUS and VFMF is 0.89, 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Feb 15, 2018	0.93

The correlation between DEUS and VFMF has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

DEUS vs. VFMF - Sectors Allocation Comparison

Sectors	DEUS	VFMF
Technology	17.7%	12.7%
Industrials	17.0%	9.0%
Financial Services	11.7%	24.6%
Healthcare	11.4%	16.9%
Consumer Cyclical	10.5%	13.6%
Consumer Defensive	7.3%	6.8%
Utilities	6.9%	0.2%
Energy	5.1%	7.3%
Basic Materials	4.5%	3.4%
Real Estate	4.2%	0.3%
Communication Services	3.7%	5.0%

Return for Risk

DEUS vs. VFMF — Risk / Return Rank

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

DEUS

DEUS Risk / Return Rank: 66
DEUS Sharpe Ratio Rank: 64
DEUS Sortino Ratio Rank: 67
DEUS Omega Ratio Rank: 60
DEUS Calmar Ratio Rank: 68
DEUS Martin Ratio Rank: 70

VFMF

VFMF Risk / Return Rank: 91
VFMF Sharpe Ratio Rank: 92
VFMF Sortino Ratio Rank: 92
VFMF Omega Ratio Rank: 89
VFMF Calmar Ratio Rank: 91
VFMF Martin Ratio Rank: 92

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. VFMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and Vanguard U.S. Multifactor ETF (VFMF). 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	VFMF	Difference
Sharpe ratio: Return per unit of total volatility	1.84	2.75	-0.91
Sortino ratio: Return per unit of downside risk	2.69	3.90	-1.21
Omega ratio: Gain probability vs. loss probability	1.32	1.48	-0.16
Calmar ratio: Return relative to maximum drawdown	3.00	5.10	-2.10
Martin ratio: Return relative to average drawdown	11.37	19.18	-7.81

DEUS vs. VFMF - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.84, which is lower than the VFMF Sharpe Ratio of 2.75. The chart below compares the historical Sharpe Ratios of DEUS and VFMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DEUS vs. VFMF - Drawdown Comparison

The maximum DEUS drawdown since its inception was -40.47%, roughly equal to the maximum VFMF drawdown of -41.34%. Use the drawdown chart below to compare losses from any high point for DEUS and VFMF.

Drawdown Indicators

	DEUS	VFMF	Difference
Max Drawdown Largest peak-to-trough decline	-40.47%	-41.34%	+0.87%
Max Drawdown (1Y) Largest decline over 1 year	-6.83%	-7.08%	+0.25%
Max Drawdown (3Y) Largest decline over 3 years	-16.69%	-20.57%	+3.88%
Max Drawdown (5Y) Largest decline over 5 years	-20.89%	-20.57%	-0.32%
Max Drawdown (10Y) Largest decline over 10 years	-40.47%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.31%	-5.70%	+1.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	1.88%	-0.08%

Volatility

DEUS vs. VFMF - Volatility Comparison

The current volatility for Xtrackers Russell US Multifactor ETF (DEUS) is 3.15%, while Vanguard U.S. Multifactor ETF (VFMF) has a volatility of 3.48%. This indicates that DEUS experiences smaller price fluctuations and is considered to be less risky than VFMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEUS	VFMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.15%	3.48%	-0.33%
Volatility (6M) Calculated over the trailing 6-month period	8.41%	9.29%	-0.88%
Volatility (1Y) Calculated over the trailing 1-year period	11.18%	13.17%	-1.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	17.99%	-2.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.97%	21.10%	-3.13%

DEUS vs. VFMF - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is lower than VFMF's 0.18% expense ratio. Despite the difference, 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. VFMF - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.41%, more than VFMF's 1.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DEUS Xtrackers Russell US Multifactor ETF	1.41%	1.59%	1.36%	1.49%	1.74%	1.14%	1.61%	1.65%	1.77%	1.31%	2.75%
VFMF Vanguard U.S. Multifactor ETF	1.39%	1.54%	1.60%	1.78%	2.21%	1.39%	1.56%	1.61%	1.22%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DEUS and VFMF in my portfolio?

DEUS and VFMF have a correlation of 0.89, 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 VFMF?

VFMF has higher volatility (3.48%) compared to DEUS (3.15%). In terms of maximum drawdown, DEUS dropped -40.47% vs VFMF's -41.34%.

Which ETF is better, DEUS or VFMF?

On 5-year performance, VFMF leads with 13.87% vs 9.85% for DEUS. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 3.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEUS or VFMF?

Over the 5-year period, VFMF has performed better with a 13.87% return vs 9.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEUS or VFMF?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.18% for VFMF.

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

DEUS has the higher dividend yield at 1.41%, compared with 1.39% for VFMF.

What is the main difference between DEUS and VFMF?

DEUS is categorized as Mid Cap Blend Equities, while VFMF is Multi-factor. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.17% for DEUS and 0.18% for VFMF.

Which has better risk-adjusted returns?

VFMF currently has the higher Sharpe Ratio (2.75 vs 1.84), 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.