ETHO vs. DEUS

Last updated Aug 2, 2026

ETHO (Amplify Etho Climate Leadership U.S. ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds - ETHO tracks the Etho Climate Leadership Index while DEUS tracks the Russell 1000 Comprehensive Factor Index. Both are passively managed. Over the past year, ETHO returned 37.16% vs 21.03% for DEUS. Their correlation of 0.85 means they have usually moved in the same direction. ETHO charges 0.45%/yr vs 0.17%/yr for DEUS.

Performance

ETHO vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Etho Climate Leadership U.S. ETF (ETHO) 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, ETHO achieves a 21.44% return, which is significantly higher than DEUS's 15.12% return.

ETHO

• 1D: -0.26%
• 1M: -0.30%
• 6M: 16.62%
• YTD: 21.44%
• 1Y: 37.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 17.23%

DEUS

• 1D: -0.21%
• 1M: 1.31%
• 6M: 10.90%
• YTD: 15.12%
• 1Y: 21.03%
• 3Y*: 14.88%
• 5Y*: 9.89%
• 10Y*: 11.33%
• ALL TIME*: 11.51%

*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	$618.40K	$852.23K	$985.08K
ETHO Amplify Etho Climate Leadership U.S. ETF	$257.99K	$228.52K	$294.89K

ETHO vs. DEUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ETHO Amplify Etho Climate Leadership U.S. ETF	21.44%	10.23%	11.21%
DEUS Xtrackers Russell US Multifactor ETF	15.12%	10.41%	13.79%

Correlation

The correlation between ETHO and DEUS is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.78
Correlation (All Time) Calculated using the full available price history since Jan 29, 2024	0.85

The correlation between ETHO and DEUS has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.

ETHO vs. DEUS - Sectors Allocation Comparison

Sectors	ETHO	DEUS
Technology	25.9%	10.5%
Industrials	15.2%	18.7%
Financial Services	13.8%	13.8%
Healthcare	13.1%	12.9%
Consumer Cyclical	10.6%	11.1%
Real Estate	6.0%	5.6%
Consumer Defensive	4.7%	7.5%
Basic Materials	4.6%	4.1%
Communication Services	3.6%	3.2%
Utilities	2.4%	7.4%
Energy	0.3%	5.2%

Return for Risk

ETHO vs. DEUS — Risk / Return Rank

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

ETHO

ETHO Risk / Return Rank: 86
ETHO Sharpe Ratio Rank: 85
ETHO Sortino Ratio Rank: 85
ETHO Omega Ratio Rank: 80
ETHO Calmar Ratio Rank: 90
ETHO Martin Ratio Rank: 91

DEUS

DEUS Risk / Return Rank: 80
DEUS Sharpe Ratio Rank: 78
DEUS Sortino Ratio Rank: 81
DEUS Omega Ratio Rank: 75
DEUS Calmar Ratio Rank: 80
DEUS Martin Ratio Rank: 83

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.

ETHO vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Etho Climate Leadership U.S. ETF (ETHO) 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.

	ETHO	DEUS	Difference
Sharpe ratio: Return per unit of total volatility	2.00	1.79	+0.21
Sortino ratio: Return per unit of downside risk	2.82	2.65	+0.17
Omega ratio: Gain probability vs. loss probability	1.34	1.31	+0.02
Calmar ratio: Return relative to maximum drawdown	3.82	2.92	+0.90
Martin ratio: Return relative to average drawdown	14.85	11.25	+3.60

ETHO vs. DEUS - Sharpe Ratio Comparison

The current ETHO Sharpe Ratio is 2.00, which is comparable to the DEUS Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of ETHO 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

ETHO vs. DEUS - Drawdown Comparison

The maximum ETHO drawdown since its inception was -25.50%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for ETHO and DEUS.

Drawdown Indicators

	ETHO	DEUS	Difference
Max Drawdown Largest peak-to-trough decline	-25.50%	-40.47%	+14.97%
Max Drawdown (1Y) Largest decline over 1 year	-9.25%	-6.83%	-2.42%
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	-1.63%	-1.53%	-0.10%
Average Drawdown Average peak-to-trough decline	-4.30%	-4.28%	-0.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	1.77%	+0.61%

Volatility

ETHO vs. DEUS - Volatility Comparison

Amplify Etho Climate Leadership U.S. ETF (ETHO) has a higher volatility of 3.88% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.09%. This indicates that ETHO'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

	ETHO	DEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	3.09%	+0.79%
Volatility (6M) Calculated over the trailing 6-month period	13.07%	8.23%	+4.84%
Volatility (1Y) Calculated over the trailing 1-year period	17.74%	11.17%	+6.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.25%	15.49%	+3.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.25%	17.95%	+1.30%

ETHO vs. DEUS - Expense Ratio Comparison

ETHO has a 0.45% expense ratio, which is higher than DEUS's 0.17% expense ratio.

Dividends

ETHO vs. DEUS - Dividend Comparison

ETHO's dividend yield for the trailing twelve months is around 0.70%, less 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%
ETHO Amplify Etho Climate Leadership U.S. ETF	0.70%	0.86%	0.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ETHO and DEUS in my portfolio?

ETHO and DEUS have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ETHO or DEUS?

ETHO has higher volatility (3.88%) compared to DEUS (3.09%). In terms of maximum drawdown, ETHO dropped -25.50% vs DEUS's -40.47%.

Which ETF is better, ETHO or DEUS?

On 1-year performance, ETHO leads with 37.16% vs 21.03% for DEUS. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ETHO or DEUS?

Over the 1-year period, ETHO has performed better with a 37.16% return vs 21.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ETHO or DEUS?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.45% for ETHO.

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

DEUS has the higher dividend yield at 1.38%, compared with 0.70% for ETHO.

What is the main difference between ETHO and DEUS?

ETHO tracks Etho Climate Leadership Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. They also come from different issuers: Amplify and Xtrackers. Their fees differ too: 0.45% for ETHO and 0.17% for DEUS.

Which has better risk-adjusted returns?

ETHO currently has the higher Sharpe Ratio (2.00 vs 1.79), 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.