EPMB vs. DEUS

Last updated Aug 4, 2026

EPMB (Harbor Mid Cap Core ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds. EPMB is actively managed, while DEUS is passively managed. Over the past year, EPMB returned 25.10% vs 21.67% for DEUS. Their correlation of 0.89 means they have usually moved in the same direction. EPMB charges 0.88%/yr vs 0.17%/yr for DEUS.

Performance

EPMB vs. DEUS - Performance Comparison

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

Returns By Period

In the year-to-date period, EPMB achieves a 14.97% return, which is significantly lower than DEUS's 15.73% return.

EPMB

• 1D: 0.85%
• 1M: -0.02%
• 6M: 8.26%
• YTD: 14.97%
• 1Y: 25.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 25.76%

DEUS

• 1D: 0.53%
• 1M: 1.84%
• 6M: 10.76%
• YTD: 15.73%
• 1Y: 21.67%
• 3Y*: 15.79%
• 5Y*: 10.01%
• 10Y*: 11.41%
• ALL TIME*: 11.56%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DEUS Xtrackers Russell US Multifactor ETF	$638.57K	$826.95K	$989.73K
EPMB Harbor Mid Cap Core ETF	$1.65K	$1.92K	$1.07K

EPMB vs. DEUS - Yearly Performance Comparison

	2026 (YTD)	2025
EPMB Harbor Mid Cap Core ETF	14.97%	15.95%
DEUS Xtrackers Russell US Multifactor ETF	15.73%	11.48%

Correlation

The correlation between EPMB and DEUS is 0.88, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.88
Correlation (All Time) Calculated using the full available price history since May 2, 2025	0.89

The correlation between EPMB and DEUS has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.

EPMB vs. DEUS - Sectors Allocation Comparison

Sectors	EPMB	DEUS
Industrials	25.5%	18.7%
Technology	19.9%	10.5%
Financial Services	15.9%	13.8%
Healthcare	9.7%	12.9%
Consumer Cyclical	9.7%	11.1%
Basic Materials	6.1%	4.1%
Real Estate	5.1%	5.6%
Energy	3.8%	5.2%
Communication Services	2.5%	3.2%
Utilities	1.7%	7.4%
Consumer Defensive	1.2%	7.5%

Return for Risk

EPMB vs. DEUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EPMB

EPMB Risk / Return Rank: 71
EPMB Sharpe Ratio Rank: 68
EPMB Sortino Ratio Rank: 72
EPMB Omega Ratio Rank: 65
EPMB Calmar Ratio Rank: 72
EPMB Martin Ratio Rank: 77

DEUS

DEUS Risk / Return Rank: 82
DEUS Sharpe Ratio Rank: 80
DEUS Sortino Ratio Rank: 84
DEUS Omega Ratio Rank: 78
DEUS Calmar Ratio Rank: 82
DEUS Martin Ratio Rank: 84

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EPMB vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Mid Cap Core ETF (EPMB) and Xtrackers Russell US Multifactor ETF (DEUS). 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.

	EPMB	DEUS	Difference
Sharpe ratio: Return per unit of total volatility	1.75	1.96	-0.21
Sortino ratio: Return per unit of downside risk	2.59	2.88	-0.30
Omega ratio: Gain probability vs. loss probability	1.31	1.34	-0.04
Calmar ratio: Return relative to maximum drawdown	2.82	3.19	-0.37
Martin ratio: Return relative to average drawdown	10.88	12.26	-1.37

EPMB vs. DEUS - Sharpe Ratio Comparison

The current EPMB Sharpe Ratio is 1.75, which is comparable to the DEUS Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of EPMB and DEUS, 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

EPMB vs. DEUS - Drawdown Comparison

The maximum EPMB drawdown since its inception was -8.95%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for EPMB and DEUS.

Drawdown Indicators

	EPMB	DEUS	Difference
Max Drawdown Largest peak-to-trough decline	-8.95%	-40.47%	+31.52%
Max Drawdown (1Y) Largest decline over 1 year	-8.95%	-6.83%	-2.12%
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	-1.43%	-1.01%	-0.42%
Average Drawdown Average peak-to-trough decline	-1.45%	-4.28%	+2.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.31%	1.77%	+0.54%

Volatility

EPMB vs. DEUS - Volatility Comparison

Harbor Mid Cap Core ETF (EPMB) has a higher volatility of 3.39% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.05%. This indicates that EPMB's price experiences larger fluctuations and is considered to be riskier than DEUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EPMB	DEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.39%	3.05%	+0.34%
Volatility (6M) Calculated over the trailing 6-month period	10.92%	8.23%	+2.69%
Volatility (1Y) Calculated over the trailing 1-year period	14.41%	11.14%	+3.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.57%	15.49%	-0.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.57%	17.95%	-3.38%

EPMB vs. DEUS - Expense Ratio Comparison

EPMB has a 0.88% expense ratio, which is higher than DEUS's 0.17% expense ratio.

Dividends

EPMB vs. DEUS - Dividend Comparison

EPMB's dividend yield for the trailing twelve months is around 1.55%, more than DEUS's 1.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DEUS Xtrackers Russell US Multifactor ETF	1.38%	1.59%	1.36%	1.49%	1.74%	1.14%	1.61%	1.65%	1.77%	1.31%	2.75%
EPMB Harbor Mid Cap Core ETF	1.55%	1.79%	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 EPMB and DEUS in my portfolio?

EPMB and DEUS have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EPMB or DEUS?

EPMB has higher volatility (3.39%) compared to DEUS (3.05%). In terms of maximum drawdown, EPMB dropped -8.95% vs DEUS's -40.47%.

Which ETF is better, EPMB or DEUS?

On 1-year performance, EPMB leads with 25.10% vs 21.67% for DEUS. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 3.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EPMB or DEUS?

Over the 1-year period, EPMB has performed better with a 25.10% return vs 21.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EPMB or DEUS?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.88% for EPMB.

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

EPMB has the higher dividend yield at 1.55%, compared with 1.38% for DEUS.

What is the main difference between EPMB and DEUS?

They also come from different issuers: Harbor and Xtrackers. Their fees differ too: 0.88% for EPMB and 0.17% for DEUS.

Which has better risk-adjusted returns?

DEUS currently has the higher Sharpe Ratio (1.96 vs 1.75), 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.