DEUS vs. XDEF

Last updated Jun 24, 2026

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. At a 0.49 correlation, their price movements are largely independent. DEUS charges 0.17%/yr vs 0.35%/yr for XDEF.

Performance

DEUS vs. XDEF - Performance Comparison

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

Returns By Period

DEUS

• 1D: -0.33%
• 1M: 1.48%
• YTD: 11.57%
• 6M: 10.83%
• 1Y: 18.59%
• 3Y*: 15.98%
• 5Y*: 9.71%
• 10Y*: 11.66%

XDEF

• 1D: -0.23%
• 1M: -2.40%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DEUS vs. XDEF - Yearly Performance Comparison

	2026 (YTD)
DEUS Xtrackers Russell US Multifactor ETF	11.57%
XDEF Xtrackers Europe Defense Technologies ETF	-99.17%

Correlation

The correlation between DEUS and XDEF is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 2, 2026	0.49

Return for Risk

DEUS vs. XDEF — Risk / Return Rank

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

DEUS

DEUS Risk / Return Rank: 56
DEUS Sharpe Ratio Rank: 53
DEUS Sortino Ratio Rank: 54
DEUS Omega Ratio Rank: 49
DEUS Calmar Ratio Rank: 60
DEUS Martin Ratio Rank: 62

XDEF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. 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.

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	XDEF	Difference
Sharpe ratio: Return per unit of total volatility	1.67	—	—
Sortino ratio: Return per unit of downside risk	2.46	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	2.73	—	—
Martin ratio: Return relative to average drawdown	10.35	—	—

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.

Drawdown Indicators

	DEUS	XDEF	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-1.12%	-99.26%	+98.14%
Average Drawdown Average peak-to-trough decline	-4.32%	-73.02%	+68.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	—	—

Volatility

Volatility by Period

	DEUS	XDEF	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.38%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.22%	148.20%	-136.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	148.20%	-132.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.97%	148.20%	-130.23%

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 1.43%, less than XDEF's 1.52% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DEUS Xtrackers Russell US Multifactor ETF	1.43%	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	1.52%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DEUS and XDEF in my portfolio?

DEUS and XDEF have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DEUS or XDEF?

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.

Which ETF is cheaper, DEUS or XDEF?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.35% for XDEF.

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

XDEF has the higher dividend yield at 1.52%, compared with 1.43% for DEUS.

What is the main difference between DEUS and 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.