HYRM vs. DEUS
HYRM (Xtrackers Risk Managed USD High Yield Strategy ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both exchange-traded funds - HYRM is a High Yield Bonds fund tracking the Adaptive Wealth Strategies Risk Managed High Yield Index - USD - US Dollar - Benchmark TR Net, while DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index. Both are passively managed. A 0.67 correlation means they provide meaningful diversification when combined. HYRM charges 0.30%/yr vs 0.17%/yr for DEUS.
Performance
HYRM vs. DEUS - Performance Comparison
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Returns By Period
HYRM
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DEUS
- 1D
- 0.53%
- 1M
- 0.80%
- 6M
- 10.08%
- YTD
- 13.60%
- 1Y
- 18.32%
- 3Y*
- 14.95%
- 5Y*
- 9.77%
- 10Y*
- 11.31%
HYRM vs. DEUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HYRM Xtrackers Risk Managed USD High Yield Strategy ETF | 1.50% | 5.98% | 7.81% | 11.98% | -7.88% |
DEUS Xtrackers Russell US Multifactor ETF | 13.60% | 10.41% | 14.33% | 14.73% | -7.43% |
Correlation
The correlation between HYRM and DEUS is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022 | 0.67 |
The correlation between HYRM and DEUS shifts across timeframes, from 0.56 (1 year) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HYRM vs. DEUS — Risk / Return Rank
HYRM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DEUS
HYRM vs. DEUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM) 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.
| HYRM | DEUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.28 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.57 | — |
| Martin ratioReturn relative to average drawdown | — | 9.76 | — |
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Drawdowns
HYRM vs. DEUS - Drawdown Comparison
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Drawdown Indicators
| HYRM | DEUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -40.47% | — |
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 | — | -0.29% | — |
Average DrawdownAverage peak-to-trough decline | — | -4.30% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.80% | — |
Volatility
HYRM vs. DEUS - Volatility Comparison
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Volatility by Period
| HYRM | DEUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.24% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.22% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 11.14% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 15.53% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 17.93% | — |
HYRM vs. DEUS - Expense Ratio Comparison
HYRM has a 0.30% expense ratio, which is higher than DEUS's 0.17% expense ratio.
Dividends
HYRM vs. DEUS - Dividend Comparison
HYRM's dividend yield for the trailing twelve months is around 5.42%, more than DEUS's 1.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 1.40% | 1.59% | 1.36% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.75% |
HYRM Xtrackers Risk Managed USD High Yield Strategy ETF | 5.42% | 6.28% | 6.08% | 5.78% | 4.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HYRM and DEUS have a correlation of 0.56, 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 0.30% for HYRM.
HYRM has the higher dividend yield at 5.42%, compared with 1.40% for DEUS.
HYRM is categorized as High Yield Bonds, while DEUS is Mid Cap Blend Equities. HYRM tracks Adaptive Wealth Strategies Risk Managed High Yield Index - USD - US Dollar - Benchmark TR Net, while DEUS tracks Russell 1000 Comprehensive Factor Index. Their fees differ too: 0.30% for HYRM and 0.17% for DEUS.
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