DEUS vs. XDEF
DEUS (Xtrackers Russell US Multifactor ETF) and XDEF (Xtrackers Europe Defense Technologies ETF) are both exchange-traded funds - DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index, while XDEF is a Aerospace & Defense fund tracking the STOXX Europe Total Market Defence, Space and Cybersecurity Innovation 50-25 Index. Both are passively managed. A 0.50 correlation means they provide meaningful diversification when combined. DEUS charges 0.17%/yr vs 0.35%/yr for XDEF.
Performance
DEUS vs. XDEF - Performance Comparison
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Returns By Period
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%
XDEF
- 1D
- -1.16%
- 1M
- -0.75%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DEUS vs. XDEF - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 10.40% |
XDEF Xtrackers Europe Defense Technologies ETF | -99.15% |
Correlation
The correlation between DEUS and XDEF is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 5, 2026 | 0.50 |
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Return for Risk
DEUS vs. XDEF — Risk / Return Rank
DEUS
XDEF
DEUS vs. XDEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell US Multifactor ETF (DEUS) and Xtrackers Europe Defense Technologies ETF (XDEF). 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 | XDEF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.75 | — | — |
Sortino ratioReturn per unit of downside risk | 2.59 | — | — |
Omega ratioGain probability vs. loss probability | 1.31 | — | — |
Calmar ratioReturn relative to maximum drawdown | 2.79 | — | — |
Martin ratioReturn relative to average drawdown | 10.62 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEUS | XDEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.75 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | — | — |
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 | +1.27 |
Drawdowns
DEUS vs. XDEF - Drawdown Comparison
The maximum DEUS drawdown since its inception was -40.47%, smaller than the maximum XDEF drawdown of -99.30%. Use the drawdown chart below to compare losses from any high point for DEUS and XDEF.
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Drawdown Indicators
| DEUS | XDEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.47% | -99.30% | +58.83% |
Max Drawdown (1Y)Largest decline over 1 year | -6.83% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -16.69% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.47% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -99.24% | +99.24% |
Average DrawdownAverage peak-to-trough decline | -4.34% | -70.17% | +65.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.80% | — | — |
Volatility
DEUS vs. XDEF - Volatility Comparison
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Volatility by Period
| DEUS | XDEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.17% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.02% | 158.40% | -147.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.55% | 158.40% | -142.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.98% | 158.40% | -140.42% |
DEUS vs. XDEF - Expense Ratio Comparison
DEUS has a 0.17% expense ratio, which is lower than XDEF's 0.35% expense ratio.
Dividends
DEUS vs. XDEF - Dividend Comparison
DEUS's dividend yield for the trailing twelve months is around 1.45%, while XDEF has not paid dividends to shareholders.
| 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% |
XDEF Xtrackers Europe Defense Technologies ETF | 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 XDEF have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DEUS is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DEUS is cheaper with a 0.17% expense ratio, compared with 0.35% for XDEF.
DEUS has the higher dividend yield at 1.45%, compared with 0.00% for XDEF.
DEUS is categorized as Mid Cap Blend Equities, while XDEF is Aerospace & Defense. DEUS tracks Russell 1000 Comprehensive Factor Index, while XDEF tracks STOXX Europe Total Market Defence, Space and Cybersecurity Innovation 50-25 Index. Their fees differ too: 0.17% for DEUS and 0.35% for XDEF.
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