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LSAF vs. DEUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LSAF vs. DEUS

Last updated Aug 2, 2026
Documentation

LSAF (LeaderShares AlphaFactor US Core Equity ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds - LSAF tracks the AlphaFactor US Core Equity Index while DEUS tracks the Russell 1000 Comprehensive Factor Index. Both are passively managed. Over the past 5 years, LSAF returned 10.90%/yr vs 9.89%/yr for DEUS. Their correlation of 0.93 means they have usually moved in the same direction. LSAF charges 0.75%/yr vs 0.17%/yr for DEUS.

Performance

LSAF vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LeaderShares AlphaFactor US Core Equity ETF (LSAF) and Xtrackers Russell US Multifactor ETF (DEUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LSAF achieves a 19.96% return, which is significantly higher than DEUS's 15.12% return.

LSAF

1D
-0.55%
1M
2.49%
6M
17.23%
YTD
19.96%
1Y
30.03%
3Y*
18.58%
5Y*
10.90%
10Y*
—
ALL TIME*
11.02%

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

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

DEUS

Xtrackers Russell US Multifactor ETF
$618.40K$852.23K$985.08K

LSAF

LeaderShares AlphaFactor US Core Equity ETF
$265.84K$205.64K$201.86K

LSAF vs. DEUS - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
LSAF
LeaderShares AlphaFactor US Core Equity ETF		19.96%12.01%18.09%15.48%-13.12%22.75%6.92%28.35%-15.47%
DEUS
Xtrackers Russell US Multifactor ETF		15.12%10.41%14.33%14.73%-11.18%26.31%8.81%28.80%-14.16%

Correlation

The correlation between LSAF and DEUS is 0.87, 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.

0.87

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

0.93

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

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2018

0.93

The correlation between LSAF and DEUS has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

LSAF vs. DEUS - Sectors Allocation Comparison

Sectors
LSAF
DEUS

Consumer Cyclical

19.9%
11.1%

Financial Services

16.2%
13.8%

Technology

15.4%
10.5%

Industrials

10.7%
18.7%

Healthcare

7.8%
12.9%

Basic Materials

5.8%
4.1%

Communication Services

4.7%
3.2%

Consumer Defensive

4.1%
7.5%

Energy

3.3%
5.2%

Real Estate

2.1%
5.6%

Utilities

0.9%
7.4%

Consumer Cyclical

LSAF
19.9%
DEUS
11.1%

Financial Services

LSAF
16.2%
DEUS
13.8%

Technology

LSAF
15.4%
DEUS
10.5%

Industrials

LSAF
10.7%
DEUS
18.7%

Healthcare

LSAF
7.8%
DEUS
12.9%

Basic Materials

LSAF
5.8%
DEUS
4.1%

Communication Services

LSAF
4.7%
DEUS
3.2%

Consumer Defensive

LSAF
4.1%
DEUS
7.5%

Energy

LSAF
3.3%
DEUS
5.2%

Real Estate

LSAF
2.1%
DEUS
5.6%

Utilities

LSAF
0.9%
DEUS
7.4%

Compare stocks, funds, or ETFs

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

LeaderShares AlphaFactor US Core Equity ETF

Xtrackers Russell US Multifactor ETF

Often compared with LSAF:
LSAF vs. CSDLSAF vs. LSATLSAF vs. NOIEXLSAF vs. PWCLSAF vs. FTDSLSAF vs. RUNNLSAF vs. IQSM
Often compared with DEUS:
DEUS vs. JPMEDEUS vs. QLVDEUS vs. SPYDEUS vs. IMCBDEUS vs. DYNFDEUS vs. FLQMDEUS vs. JPST

Return for Risk

LSAF vs. DEUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
LSAF
LSAF Risk / Return Rank: 8888
Overall Rank
LSAF Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LSAF Sortino Ratio Rank: 8787
Sortino Ratio Rank
LSAF Omega Ratio Rank: 8282
Omega Ratio Rank
LSAF Calmar Ratio Rank: 9393
Calmar Ratio Rank
LSAF Martin Ratio Rank: 9191
Martin Ratio Rank
DEUS
DEUS Risk / Return Rank: 8080
Overall Rank
DEUS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DEUS Sortino Ratio Rank: 8181
Sortino Ratio Rank
DEUS Omega Ratio Rank: 7575
Omega Ratio Rank
DEUS Calmar Ratio Rank: 8080
Calmar Ratio Rank
DEUS Martin Ratio Rank: 8383
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.

LSAF vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LeaderShares AlphaFactor US Core Equity ETF (LSAF) 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.

LSAFDEUSDifference
Sharpe ratioReturn per unit of total volatility
2.03
1.79

+0.24

Sortino ratioReturn per unit of downside risk
2.98
2.65

+0.33

Omega ratioGain probability vs. loss probability

1.35

1.31

+0.04

Calmar ratioReturn relative to maximum drawdown

4.41

2.92

+1.49

Martin ratioReturn relative to average drawdown

14.86

11.25

+3.61

LSAF vs. DEUS - Sharpe Ratio Comparison

The current LSAF Sharpe Ratio is 2.03, which is comparable to the DEUS Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of LSAF 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.

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Drawdowns

LSAF vs. DEUS - Drawdown Comparison

The maximum LSAF drawdown since its inception was -41.67%, roughly equal to the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for LSAF and DEUS.

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Drawdown Indicators

LSAFDEUSDifference

Max Drawdown

Largest peak-to-trough decline

-41.67%

-40.47%

-1.20%

Max Drawdown (1Y)

Largest decline over 1 year

-6.58%

-6.83%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-20.26%

-16.69%

-3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-24.94%

-20.89%

-4.05%

Max Drawdown (10Y)

Largest decline over 10 years

—

-40.47%

—

Current Drawdown

Current decline from peak

-1.48%

-1.53%

+0.05%

Average Drawdown

Average peak-to-trough decline

-6.21%

-4.28%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

1.77%

+0.18%

Volatility

LSAF vs. DEUS - Volatility Comparison

LeaderShares AlphaFactor US Core Equity ETF (LSAF) has a higher volatility of 4.21% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.09%. This indicates that LSAF'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.

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Volatility by Period

LSAFDEUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

3.09%

+1.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.49%

8.23%

+2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.36%

11.17%

+3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.38%

15.49%

+2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.73%

17.95%

+3.78%

LSAF vs. DEUS - Expense Ratio Comparison

LSAF has a 0.75% expense ratio, which is higher than DEUS's 0.17% expense ratio.

Dividends

LSAF vs. DEUS - Dividend Comparison

LSAF's dividend yield for the trailing twelve months is around 0.57%, less than DEUS's 1.38% yield.

PositionTTM2025202420232022202120202019201820172016
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%
LSAF
LeaderShares AlphaFactor US Core Equity ETF		0.57%0.69%0.42%0.84%0.96%0.37%0.53%0.71%0.20%0.00%0.00%

Frequently Asked Questions

LSAF and DEUS have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LSAF has higher volatility (4.21%) compared to DEUS (3.09%). In terms of maximum drawdown, LSAF dropped -41.67% vs DEUS's -40.47%.

On 5-year performance, LSAF leads with 10.90% vs 9.89% 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.

Over the 5-year period, LSAF has performed better with a 10.90% return vs 9.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DEUS is cheaper with a 0.17% expense ratio, compared with 0.75% for LSAF.

DEUS has the higher dividend yield at 1.38%, compared with 0.57% for LSAF.

LSAF tracks AlphaFactor US Core Equity Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. They also come from different issuers: Redwood and Xtrackers. Their fees differ too: 0.75% for LSAF and 0.17% for DEUS.

LSAF currently has the higher Sharpe Ratio (2.03 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.

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