LST vs. DEUS

Last updated Aug 2, 2026

LST (Leuthold Select Industries ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds. LST is actively managed, while DEUS is passively managed. Over the past year, LST returned 29.45% vs 21.03% for DEUS. Their 0.77 correlation means they have sometimes moved together and sometimes differently. LST charges 0.65%/yr vs 0.17%/yr for DEUS.

Performance

LST vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leuthold Select Industries ETF (LST) 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 LST having a 14.88% return and DEUS slightly higher at 15.12%.

LST

• 1D: -0.16%
• 1M: -0.12%
• 6M: 10.93%
• YTD: 14.88%
• 1Y: 29.45%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.29%

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
LST Leuthold Select Industries ETF	$505.07K	$687.40K	$2.35M

LST vs. DEUS - Yearly Performance Comparison

	2026 (YTD)	2025
LST Leuthold Select Industries ETF	14.88%	15.31%
DEUS Xtrackers Russell US Multifactor ETF	15.12%	7.18%

Correlation

The correlation between LST and DEUS is 0.74, 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.	0.74
Correlation (All Time) Calculated using the full available price history since Jan 21, 2025	0.77

The correlation between LST and DEUS has been stable across timeframes, ranging from 0.74 to 0.77 - a consistent structural relationship.

Return for Risk

LST vs. DEUS — Risk / Return Rank

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

LST

LST Risk / Return Rank: 77
LST Sharpe Ratio Rank: 80
LST Sortino Ratio Rank: 80
LST Omega Ratio Rank: 77
LST Calmar Ratio Rank: 73
LST Martin Ratio Rank: 78

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.

LST vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leuthold Select Industries ETF (LST) 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.

	LST	DEUS	Difference
Sharpe ratio: Return per unit of total volatility	1.84	1.79	+0.05
Sortino ratio: Return per unit of downside risk	2.62	2.65	-0.03
Omega ratio: Gain probability vs. loss probability	1.32	1.31	+0.01
Calmar ratio: Return relative to maximum drawdown	2.57	2.92	-0.35
Martin ratio: Return relative to average drawdown	10.09	11.25	-1.16

LST vs. DEUS - Sharpe Ratio Comparison

The current LST Sharpe Ratio is 1.84, which is comparable to the DEUS Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of LST 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

LST vs. DEUS - Drawdown Comparison

The maximum LST drawdown since its inception was -19.47%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for LST and DEUS.

Drawdown Indicators

	LST	DEUS	Difference
Max Drawdown Largest peak-to-trough decline	-19.47%	-40.47%	+21.00%
Max Drawdown (1Y) Largest decline over 1 year	-10.85%	-6.83%	-4.02%
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	-2.38%	-1.53%	-0.85%
Average Drawdown Average peak-to-trough decline	-2.84%	-4.28%	+1.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	1.77%	+0.99%

Volatility

LST vs. DEUS - Volatility Comparison

Leuthold Select Industries ETF (LST) has a higher volatility of 3.76% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.09%. This indicates that LST'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

	LST	DEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.76%	3.09%	+0.67%
Volatility (6M) Calculated over the trailing 6-month period	12.53%	8.23%	+4.30%
Volatility (1Y) Calculated over the trailing 1-year period	15.14%	11.17%	+3.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.66%	15.49%	+2.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.66%	17.95%	-0.29%

LST vs. DEUS - Expense Ratio Comparison

LST has a 0.65% expense ratio, which is higher than DEUS's 0.17% expense ratio.

Dividends

LST vs. DEUS - Dividend Comparison

LST's dividend yield for the trailing twelve months is around 1.17%, less 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%
LST Leuthold Select Industries ETF	1.17%	1.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LST and DEUS in my portfolio?

LST and DEUS have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LST or DEUS?

LST has higher volatility (3.76%) compared to DEUS (3.09%). In terms of maximum drawdown, LST dropped -19.47% vs DEUS's -40.47%.

Which ETF is better, LST or DEUS?

On 1-year performance, LST leads with 29.45% vs 21.03% 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.

Which ETF has performed better, LST or DEUS?

Over the 1-year period, LST has performed better with a 29.45% return vs 21.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LST or DEUS?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.65% for LST.

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

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

What is the main difference between LST and DEUS?

They also come from different issuers: Leuthold and Xtrackers. Their fees differ too: 0.65% for LST and 0.17% for DEUS.

Which has better risk-adjusted returns?

LST currently has the higher Sharpe Ratio (1.84 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.