HYRM vs. DEUS

Last updated Aug 2, 2026

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. Their 0.66 correlation means they have sometimes moved together and sometimes differently. HYRM charges 0.30%/yr vs 0.17%/yr for DEUS.

Performance

HYRM vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Risk Managed USD High Yield Strategy ETF (HYRM) and Xtrackers Russell US Multifactor ETF (DEUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

HYRM

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

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	15.12%	10.41%	14.33%	14.73%	-7.43%

Correlation

The correlation between HYRM and DEUS is 0.52, 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.	0.52
Correlation (3Y) Balances recent behavior with more history.	0.59
Correlation (All Time) Calculated using the full available price history since Feb 10, 2022	0.66

The correlation between HYRM and DEUS shifts across timeframes, from 0.52 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

Return for Risk

HYRM vs. DEUS — Risk / Return Rank

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

HYRM

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

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.

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 ratio: Return per unit of total volatility	—	1.79	—
Sortino ratio: Return per unit of downside risk	—	2.65	—
Omega ratio: Gain probability vs. loss probability	—	1.31	—
Calmar ratio: Return relative to maximum drawdown	—	2.92	—
Martin ratio: Return relative to average drawdown	—	11.25	—

Drawdowns

Drawdown Indicators

	HYRM	DEUS	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	—	-1.53%	—
Average Drawdown Average peak-to-trough decline	—	-4.28%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.77%	—

Volatility

Volatility by Period

	HYRM	DEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.09%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.23%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	11.17%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	15.49%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.95%	—

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 1.38% 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%
HYRM Xtrackers Risk Managed USD High Yield Strategy ETF	4.89%	6.28%	6.08%	5.78%	4.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both HYRM and DEUS in my portfolio?

HYRM and DEUS have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, HYRM or DEUS?

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, HYRM or DEUS?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.30% for HYRM.

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

HYRM has the higher dividend yield at 4.89%, compared with 1.38% for DEUS.

What is the main difference between HYRM and 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.