DEUS vs. VO

Last updated Jun 3, 2026

DEUS (Xtrackers Russell US Multifactor ETF) and VO (Vanguard Mid-Cap ETF) are both Mid Cap Blend Equities funds - DEUS tracks the Russell 1000 Comprehensive Factor Index while VO tracks the CRSP US Mid Cap Index. Both are passively managed. Over the past 10 years, DEUS returned 11.31%/yr vs 11.60%/yr for VO. Their correlation of 0.91 suggests significant overlap in exposure. DEUS charges 0.17%/yr vs 0.03%/yr for VO.

Performance

DEUS vs. VO - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with DEUS having a 10.91% return and VO slightly lower at 10.55%. Both investments have delivered pretty close results over the past 10 years, with DEUS having a 11.31% annualized return and VO not far ahead at 11.60%.

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%

VO

• 1D: 0.91%
• 1M: 3.47%
• YTD: 10.55%
• 6M: 11.09%
• 1Y: 19.85%
• 3Y*: 16.87%
• 5Y*: 8.11%
• 10Y*: 11.60%

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

DEUS vs. VO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DEUS Xtrackers Russell US Multifactor ETF	10.91%	10.41%	14.33%	14.73%	-11.18%	26.31%	8.81%	28.80%	-9.16%	20.20%
VO Vanguard Mid-Cap ETF	10.55%	11.62%	15.31%	16.03%	-18.73%	24.70%	18.10%	30.98%	-9.24%	19.28%

Correlation

The correlation between DEUS and VO is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since Nov 25, 2015	0.91

The correlation between DEUS and VO has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

DEUS vs. VO - Sectors Allocation Comparison

Sectors	DEUS	VO
Industrials	17.6%	17.9%
Technology	15.5%	18.6%
Financial Services	12.1%	12.8%
Healthcare	11.4%	7.6%
Consumer Cyclical	10.6%	8.6%
Consumer Defensive	7.5%	4.8%
Utilities	7.3%	8.3%
Energy	5.5%	8.5%
Basic Materials	4.5%	4.2%
Real Estate	4.3%	5.4%
Communication Services	3.8%	3.1%

Return for Risk

DEUS vs. VO — 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

VO

VO Risk / Return Rank: 48
VO Sharpe Ratio Rank: 46
VO Sortino Ratio Rank: 47
VO Omega Ratio Rank: 44
VO Calmar Ratio Rank: 49
VO Martin Ratio Rank: 54

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. VO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and Vanguard Mid-Cap ETF (VO). 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	VO	Difference
Sharpe ratio Return per unit of total volatility	1.75	1.62	+0.14
Sortino ratio Return per unit of downside risk	2.59	2.32	+0.27
Omega ratio Gain probability vs. loss probability	1.31	1.28	+0.02
Calmar ratio Return relative to maximum drawdown	2.79	2.46	+0.33
Martin ratio Return relative to average drawdown	10.62	9.40	+1.22
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. VO - Sharpe Ratio Comparison

The current DEUS Sharpe Ratio is 1.75, which is comparable to the VO Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of DEUS and VO, 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	VO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.75	1.62	+0.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.46	+0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.61	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.50	+0.13

Drawdowns

DEUS vs. VO - Drawdown Comparison

The maximum DEUS drawdown since its inception was -40.47%, smaller than the maximum VO drawdown of -58.87%. Use the drawdown chart below to compare losses from any high point for DEUS and VO.

Drawdown Indicators

	DEUS	VO	Difference
Max Drawdown Largest peak-to-trough decline	-40.47%	-58.87%	+18.40%
Max Drawdown (1Y) Largest decline over 1 year	-6.83%	-8.17%	+1.34%
Max Drawdown (3Y) Largest decline over 3 years	-16.69%	-19.02%	+2.33%
Max Drawdown (5Y) Largest decline over 5 years	-20.89%	-27.57%	+6.68%
Max Drawdown (10Y) Largest decline over 10 years	-40.47%	-39.37%	-1.10%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.34%	-7.86%	+3.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	2.14%	-0.34%

Volatility

DEUS vs. VO - Volatility Comparison

Xtrackers Russell US Multifactor ETF (DEUS) and Vanguard Mid-Cap ETF (VO) have volatilities of 2.97% and 2.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEUS	VO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.97%	2.95%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	8.17%	9.23%	-1.06%
Volatility (1Y) Calculated over the trailing 1-year period	11.02%	12.33%	-1.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.55%	17.59%	-2.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.98%	18.95%	-0.97%

DEUS vs. VO - Expense Ratio Comparison

DEUS has a 0.17% expense ratio, which is higher than VO's 0.03% 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. VO - Dividend Comparison

DEUS's dividend yield for the trailing twelve months is around 1.45%, more than VO's 1.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
VO Vanguard Mid-Cap ETF	1.35%	1.52%	1.49%	1.52%	1.60%	1.12%	1.45%	1.48%	1.82%	1.35%	1.45%	1.47%

Frequently Asked Questions

Can I hold both DEUS and VO in my portfolio?

With a correlation of 0.91, DEUS and VO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DEUS or VO?

DEUS has higher volatility (2.97%) compared to VO (2.95%). In terms of maximum drawdown, DEUS dropped -40.47% vs VO's -58.87%.

Which ETF is better, DEUS or VO?

On 10-year performance, VO leads with 11.60% vs 11.31% for DEUS. On fees, VO is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEUS or VO?

Over the 10-year period, VO has performed better with a 11.60% return vs 11.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEUS or VO?

VO is cheaper with a 0.03% expense ratio, compared with 0.17% for DEUS.

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

DEUS has the higher dividend yield at 1.45%, compared with 1.35% for VO.

What is the main difference between DEUS and VO?

DEUS tracks Russell 1000 Comprehensive Factor Index, while VO tracks CRSP US Mid Cap Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.17% for DEUS and 0.03% for VO.

Which has better risk-adjusted returns?

DEUS currently has the higher Sharpe Ratio (1.75 vs 1.62), 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.