FTDS vs. DEUS

Last updated Aug 2, 2026

FTDS (First Trust Dividend Strength ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds - FTDS tracks the Dividend Strength Index while DEUS tracks the Russell 1000 Comprehensive Factor Index. Both are passively managed. Over the past 10 years, FTDS returned 11.18%/yr vs 11.33%/yr for DEUS. Their 0.73 correlation means they have sometimes moved together and sometimes differently. FTDS charges 0.70%/yr vs 0.17%/yr for DEUS.

Performance

FTDS vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dividend Strength ETF (FTDS) and Xtrackers Russell US Multifactor ETF (DEUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with FTDS having a 15.08% return and DEUS slightly higher at 15.12%. Both investments have delivered pretty close results over the past 10 years, with FTDS having a 11.18% annualized return and DEUS not far ahead at 11.33%.

FTDS

• 1D: 0.31%
• 1M: 4.00%
• 6M: 8.67%
• YTD: 15.08%
• 1Y: 24.87%
• 3Y*: 15.10%
• 5Y*: 8.13%
• 10Y*: 11.18%
• ALL TIME*: 6.70%

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
FTDS First Trust Dividend Strength ETF	$146.70K	$150.71K	$191.32K

FTDS vs. DEUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FTDS First Trust Dividend Strength ETF	15.08%	13.64%	11.12%	11.75%	-13.54%	24.79%	14.16%	24.29%	-10.35%	20.07%
DEUS Xtrackers Russell US Multifactor ETF	15.12%	10.41%	14.33%	14.73%	-11.18%	26.31%	8.81%	28.80%	-9.16%	20.20%

Correlation

The correlation between FTDS 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 (3Y) Balances recent behavior with more history.	0.84
Correlation (5Y) Shows whether the relationship held over a longer period.	0.85
Correlation (10Y) Provides a long-term view across more market conditions.	0.76
Correlation (All Time) Calculated using the full available price history since Nov 24, 2015	0.73

The correlation between FTDS and DEUS shifts across timeframes, from 0.73 (all time) to 0.85 (5 years), reflecting how their relationship changes across market environments.

FTDS vs. DEUS - Sectors Allocation Comparison

Sectors	FTDS	DEUS
Financial Services	30.2%	13.8%
Industrials	20.6%	18.7%
Energy	17.6%	5.2%
Healthcare	9.6%	12.9%
Technology	8.6%	10.5%
Basic Materials	8.3%	4.1%
Consumer Cyclical	3.3%	11.1%
Consumer Defensive	1.9%	7.5%
Communication Services	-	3.2%
Real Estate	-	5.6%
Utilities	-	7.4%

Return for Risk

FTDS vs. DEUS — Risk / Return Rank

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

FTDS

FTDS Risk / Return Rank: 81
FTDS Sharpe Ratio Rank: 81
FTDS Sortino Ratio Rank: 84
FTDS Omega Ratio Rank: 78
FTDS Calmar Ratio Rank: 88
FTDS Martin Ratio Rank: 75

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.

FTDS vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dividend Strength ETF (FTDS) 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.

	FTDS	DEUS	Difference
Sharpe ratio: Return per unit of total volatility	1.86	1.79	+0.07
Sortino ratio: Return per unit of downside risk	2.76	2.65	+0.11
Omega ratio: Gain probability vs. loss probability	1.33	1.31	+0.01
Calmar ratio: Return relative to maximum drawdown	3.61	2.92	+0.69
Martin ratio: Return relative to average drawdown	9.38	11.25	-1.87

FTDS vs. DEUS - Sharpe Ratio Comparison

The current FTDS Sharpe Ratio is 1.86, which is comparable to the DEUS Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of FTDS 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

FTDS vs. DEUS - Drawdown Comparison

The maximum FTDS drawdown since its inception was -56.53%, which is greater than DEUS's maximum drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for FTDS and DEUS.

Drawdown Indicators

	FTDS	DEUS	Difference
Max Drawdown Largest peak-to-trough decline	-56.53%	-40.47%	-16.06%
Max Drawdown (1Y) Largest decline over 1 year	-6.57%	-6.83%	+0.26%
Max Drawdown (3Y) Largest decline over 3 years	-18.04%	-16.69%	-1.35%
Max Drawdown (5Y) Largest decline over 5 years	-23.35%	-20.89%	-2.46%
Max Drawdown (10Y) Largest decline over 10 years	-42.47%	-40.47%	-2.00%
Current Drawdown Current decline from peak	-0.74%	-1.53%	+0.79%
Average Drawdown Average peak-to-trough decline	-9.81%	-4.28%	-5.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.53%	1.77%	+0.76%

Volatility

FTDS vs. DEUS - Volatility Comparison

First Trust Dividend Strength ETF (FTDS) has a higher volatility of 3.55% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.09%. This indicates that FTDS'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

	FTDS	DEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.55%	3.09%	+0.46%
Volatility (6M) Calculated over the trailing 6-month period	8.28%	8.23%	+0.05%
Volatility (1Y) Calculated over the trailing 1-year period	12.81%	11.17%	+1.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.52%	15.49%	+2.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.05%	17.95%	+2.10%

FTDS vs. DEUS - Expense Ratio Comparison

FTDS has a 0.70% expense ratio, which is higher than DEUS's 0.17% expense ratio.

Dividends

FTDS vs. DEUS - Dividend Comparison

FTDS's dividend yield for the trailing twelve months is around 1.53%, more than DEUS's 1.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
FTDS First Trust Dividend Strength ETF	1.53%	1.59%	2.05%	2.15%	2.31%	0.72%	0.99%	1.13%	1.14%	0.79%	1.24%	0.95%

Frequently Asked Questions

Can I hold both FTDS and DEUS in my portfolio?

FTDS 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, FTDS or DEUS?

FTDS has higher volatility (3.55%) compared to DEUS (3.09%). In terms of maximum drawdown, FTDS dropped -56.53% vs DEUS's -40.47%.

Which ETF is better, FTDS or DEUS?

On 10-year performance, DEUS leads with 11.33% vs 11.18% for FTDS. 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, FTDS or DEUS?

Over the 10-year period, DEUS has performed better with a 11.33% return vs 11.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FTDS or DEUS?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.70% for FTDS.

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

FTDS has the higher dividend yield at 1.53%, compared with 1.38% for DEUS.

What is the main difference between FTDS and DEUS?

FTDS tracks Dividend Strength Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. They also come from different issuers: First Trust and Xtrackers. Their fees differ too: 0.70% for FTDS and 0.17% for DEUS.

Which has better risk-adjusted returns?

FTDS currently has the higher Sharpe Ratio (1.86 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.