PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IJH vs. DEUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJH vs. DEUS

Last updated Aug 4, 2026
Documentation

IJH (iShares Core S&P Mid-Cap ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds - IJH tracks the S&P MidCap 400 Index while DEUS tracks the Russell 1000 Comprehensive Factor Index. Both are passively managed. Over the past 10 years, IJH returned 10.97%/yr vs 11.41%/yr for DEUS. Their correlation of 0.90 means they have usually moved in the same direction. IJH charges 0.05%/yr vs 0.17%/yr for DEUS.

Performance

IJH vs. DEUS - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with IJH having a 15.88% return and DEUS slightly lower at 15.73%. Both investments have delivered pretty close results over the past 10 years, with IJH having a 10.97% annualized return and DEUS not far ahead at 11.41%.

IJH

1D
1.12%
1M
0.03%
6M
10.44%
YTD
15.88%
1Y
24.18%
3Y*
13.99%
5Y*
8.86%
10Y*
10.97%
ALL TIME*
9.89%

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

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DEUS

Xtrackers Russell US Multifactor ETF
$638.57K$826.95K$989.73K

IJH

iShares Core S&P Mid-Cap ETF
$455.75M$451.31M$537.83M

IJH vs. DEUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJH
iShares Core S&P Mid-Cap ETF		15.88%7.42%13.92%16.40%-13.11%24.72%13.60%26.10%-11.19%16.26%
DEUS
Xtrackers Russell US Multifactor ETF		15.73%10.41%14.33%14.73%-11.18%26.31%8.81%28.80%-9.16%20.20%

Correlation

The correlation between IJH and DEUS is 0.85, 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.

0.85

Correlation (3Y)
Balances recent behavior with more history.

0.91

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.90

The correlation between IJH and DEUS has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.

IJH vs. DEUS - Sectors Allocation Comparison

Sectors
IJH
DEUS

Industrials

25.2%
18.7%

Technology

17.5%
10.5%

Financial Services

13.9%
13.8%

Consumer Cyclical

10.5%
11.1%

Healthcare

8.9%
12.9%

Real Estate

7.2%
5.6%

Basic Materials

4.8%
4.1%

Energy

4.6%
5.2%

Consumer Defensive

3.2%
7.5%

Utilities

2.8%
7.4%

Communication Services

1.5%
3.2%

Industrials

IJH
25.2%
DEUS
18.7%

Technology

IJH
17.5%
DEUS
10.5%

Financial Services

IJH
13.9%
DEUS
13.8%

Consumer Cyclical

IJH
10.5%
DEUS
11.1%

Healthcare

IJH
8.9%
DEUS
12.9%

Real Estate

IJH
7.2%
DEUS
5.6%

Basic Materials

IJH
4.8%
DEUS
4.1%

Energy

IJH
4.6%
DEUS
5.2%

Consumer Defensive

IJH
3.2%
DEUS
7.5%

Utilities

IJH
2.8%
DEUS
7.4%

Communication Services

IJH
1.5%
DEUS
3.2%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core S&P Mid-Cap ETF

Xtrackers Russell US Multifactor ETF

Often compared with IJH:
IJH vs. VOIJH vs. IJRIJH vs. MDYIJH vs. SCHMIJH vs. IJKIJH vs. IJJIJH vs. IVOO
Often compared with DEUS:
DEUS vs. JPMEDEUS vs. QLVDEUS vs. SPYDEUS vs. IMCBDEUS vs. DYNFDEUS vs. FLQMDEUS vs. JPST

Return for Risk

IJH vs. DEUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
IJH
IJH Risk / Return Rank: 7070
Overall Rank
IJH Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IJH Sortino Ratio Rank: 6969
Sortino Ratio Rank
IJH Omega Ratio Rank: 6464
Omega Ratio Rank
IJH Calmar Ratio Rank: 7676
Calmar Ratio Rank
IJH Martin Ratio Rank: 7777
Martin Ratio Rank
DEUS
DEUS Risk / Return Rank: 8282
Overall Rank
DEUS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DEUS Sortino Ratio Rank: 8484
Sortino Ratio Rank
DEUS Omega Ratio Rank: 7878
Omega Ratio Rank
DEUS Calmar Ratio Rank: 8282
Calmar Ratio Rank
DEUS Martin Ratio Rank: 8484
Martin Ratio Rank
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.

IJH vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Mid-Cap ETF (IJH) 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.

IJHDEUSDifference
Sharpe ratioReturn per unit of total volatility
1.55
1.96

-0.41

Sortino ratioReturn per unit of downside risk
2.28
2.88

-0.60

Omega ratioGain probability vs. loss probability

1.28

1.34

-0.07

Calmar ratioReturn relative to maximum drawdown

2.75

3.19

-0.44

Martin ratioReturn relative to average drawdown

10.01

12.26

-2.25

IJH vs. DEUS - Sharpe Ratio Comparison

The current IJH Sharpe Ratio is 1.55, which is comparable to the DEUS Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of IJH 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.

Loading charts...

Drawdowns

IJH vs. DEUS - Drawdown Comparison

The maximum IJH drawdown since its inception was -55.07%, which is greater than DEUS's maximum drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for IJH and DEUS.

Loading charts...

Drawdown Indicators

IJHDEUSDifference

Max Drawdown

Largest peak-to-trough decline

-55.07%

-40.47%

-14.60%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-6.83%

-2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-24.10%

-16.69%

-7.41%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

-20.89%

-3.21%

Max Drawdown (10Y)

Largest decline over 10 years

-42.18%

-40.47%

-1.71%

Current Drawdown

Current decline from peak

-1.30%

-1.01%

-0.29%

Average Drawdown

Average peak-to-trough decline

-7.53%

-4.28%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.42%

1.77%

+0.65%

Volatility

IJH vs. DEUS - Volatility Comparison

iShares Core S&P Mid-Cap ETF (IJH) has a higher volatility of 3.63% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.05%. This indicates that IJH'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.

Loading charts...

Volatility by Period

IJHDEUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

3.05%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

8.23%

+3.40%

Volatility (1Y)

Calculated over the trailing 1-year period

15.70%

11.14%

+4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.68%

15.49%

+4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.14%

17.95%

+3.19%

IJH vs. DEUS - Expense Ratio Comparison

IJH has a 0.05% expense ratio, which is lower than DEUS's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

IJH vs. DEUS - Dividend Comparison

IJH's dividend yield for the trailing twelve months is around 1.17%, less than DEUS's 1.38% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
IJH
iShares Core S&P Mid-Cap ETF		1.17%1.36%1.33%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%

Frequently Asked Questions

IJH and DEUS have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IJH has higher volatility (3.63%) compared to DEUS (3.05%). In terms of maximum drawdown, IJH dropped -55.07% vs DEUS's -40.47%.

On 10-year performance, DEUS leads with 11.41% vs 10.97% for IJH. On fees, IJH is cheaper at 0.05% 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.

Over the 10-year period, DEUS has performed better with a 11.41% return vs 10.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJH is cheaper with a 0.05% expense ratio, compared with 0.17% for DEUS.

DEUS has the higher dividend yield at 1.38%, compared with 1.17% for IJH.

IJH tracks S&P MidCap 400 Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.05% for IJH and 0.17% for DEUS.

DEUS currently has the higher Sharpe Ratio (1.96 vs 1.55), 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.

Portfolio Optimizer

Find the right allocation for IJH and DEUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer