MCDS vs. DEUS

Last updated Aug 2, 2026

MCDS (JPMorgan Fundamental Data Science Mid Core ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds. MCDS is actively managed, while DEUS is passively managed. Over the past year, MCDS returned 21.68% vs 21.03% for DEUS. Their correlation of 0.92 means they have usually moved in the same direction. MCDS charges 0.35%/yr vs 0.17%/yr for DEUS.

Performance

MCDS vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Mid Core ETF (MCDS) 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 stocks are quite close, with MCDS having a 15.90% return and DEUS slightly lower at 15.12%.

MCDS

• 1D: -0.15%
• 1M: 0.05%
• 6M: 13.29%
• YTD: 15.90%
• 1Y: 21.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.65%

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
MCDS JPMorgan Fundamental Data Science Mid Core ETF	$117.48K	$57.47K	$28.02K

MCDS vs. DEUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MCDS JPMorgan Fundamental Data Science Mid Core ETF	15.90%	6.51%	9.83%
DEUS Xtrackers Russell US Multifactor ETF	15.12%	10.41%	7.83%

Correlation

The correlation between MCDS and DEUS is 0.90, 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.	0.90
Correlation (All Time) Calculated using the full available price history since Aug 8, 2024	0.92

The correlation between MCDS and DEUS has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

MCDS vs. DEUS - Sectors Allocation Comparison

Sectors	MCDS	DEUS
Technology	18.6%	10.5%
Industrials	17.2%	18.7%
Financial Services	12.9%	13.8%
Healthcare	11.0%	12.9%
Consumer Cyclical	10.4%	11.1%
Real Estate	6.7%	5.6%
Utilities	6.5%	7.4%
Energy	5.9%	5.2%
Consumer Defensive	4.7%	7.5%
Basic Materials	3.6%	4.1%
Communication Services	2.5%	3.2%

Return for Risk

MCDS vs. DEUS — Risk / Return Rank

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

MCDS

MCDS Risk / Return Rank: 71
MCDS Sharpe Ratio Rank: 65
MCDS Sortino Ratio Rank: 70
MCDS Omega Ratio Rank: 63
MCDS Calmar Ratio Rank: 76
MCDS Martin Ratio Rank: 79

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.

MCDS vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Mid Core ETF (MCDS) 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.

	MCDS	DEUS	Difference
Sharpe ratio: Return per unit of total volatility	1.53	1.79	-0.26
Sortino ratio: Return per unit of downside risk	2.28	2.65	-0.37
Omega ratio: Gain probability vs. loss probability	1.27	1.31	-0.04
Calmar ratio: Return relative to maximum drawdown	2.73	2.92	-0.20
Martin ratio: Return relative to average drawdown	10.41	11.25	-0.84

MCDS vs. DEUS - Sharpe Ratio Comparison

The current MCDS Sharpe Ratio is 1.53, which is comparable to the DEUS Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of MCDS 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

MCDS vs. DEUS - Drawdown Comparison

The maximum MCDS drawdown since its inception was -22.50%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for MCDS and DEUS.

Drawdown Indicators

	MCDS	DEUS	Difference
Max Drawdown Largest peak-to-trough decline	-22.50%	-40.47%	+17.97%
Max Drawdown (1Y) Largest decline over 1 year	-7.47%	-6.83%	-0.64%
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	-0.50%	-1.53%	+1.03%
Average Drawdown Average peak-to-trough decline	-3.72%	-4.28%	+0.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	1.77%	+0.18%

Volatility

MCDS vs. DEUS - Volatility Comparison

The current volatility for JPMorgan Fundamental Data Science Mid Core ETF (MCDS) is 2.30%, while Xtrackers Russell US Multifactor ETF (DEUS) has a volatility of 3.09%. This indicates that MCDS experiences smaller price fluctuations and is considered to be less risky than DEUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MCDS	DEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.30%	3.09%	-0.79%
Volatility (6M) Calculated over the trailing 6-month period	9.90%	8.23%	+1.67%
Volatility (1Y) Calculated over the trailing 1-year period	13.31%	11.17%	+2.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.58%	15.49%	+1.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.58%	17.95%	-1.37%

MCDS vs. DEUS - Expense Ratio Comparison

MCDS has a 0.35% expense ratio, which is higher than DEUS's 0.17% expense ratio.

Dividends

MCDS vs. DEUS - Dividend Comparison

MCDS's dividend yield for the trailing twelve months is around 1.04%, 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%
MCDS JPMorgan Fundamental Data Science Mid Core ETF	1.04%	1.23%	0.64%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MCDS and DEUS in my portfolio?

MCDS and DEUS have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MCDS or DEUS?

DEUS has higher volatility (3.09%) compared to MCDS (2.30%). In terms of maximum drawdown, MCDS dropped -22.50% vs DEUS's -40.47%.

Which ETF is better, MCDS or DEUS?

On 1-year performance, MCDS leads with 21.68% vs 21.03% for DEUS. On fees, DEUS is cheaper at 0.17% per year. On volatility, MCDS has been the lower-risk option at 2.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MCDS or DEUS?

Over the 1-year period, MCDS has performed better with a 21.68% return vs 21.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MCDS or DEUS?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.35% for MCDS.

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

DEUS has the higher dividend yield at 1.38%, compared with 1.04% for MCDS.

What is the main difference between MCDS and DEUS?

They also come from different issuers: JPMorgan and Xtrackers. Their fees differ too: 0.35% for MCDS and 0.17% for DEUS.

Which has better risk-adjusted returns?

DEUS currently has the higher Sharpe Ratio (1.79 vs 1.53), 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.