PTMC vs. DEUS
PTMC (Pacer Trendpilot US Mid Cap ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds - PTMC tracks the Pacer Trendpilot US Mid Cap Index while DEUS tracks the Russell 1000 Comprehensive Factor Index. Both are passively managed. Over the past 10 years, PTMC returned 5.96%/yr vs 11.33%/yr for DEUS. Their 0.72 correlation means they have sometimes moved together and sometimes differently. PTMC charges 0.60%/yr vs 0.17%/yr for DEUS.
Performance
PTMC vs. DEUS - Performance Comparison
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Returns By Period
In the year-to-date period, PTMC achieves a 14.38% return, which is significantly lower than DEUS's 15.12% return. Over the past 10 years, PTMC has underperformed DEUS with an annualized return of 5.96%, while DEUS has yielded a comparatively higher 11.33% annualized return.
PTMC
- 1D
- -0.17%
- 1M
- -1.07%
- 6M
- 9.97%
- YTD
- 14.38%
- 1Y
- 22.36%
- 3Y*
- 7.75%
- 5Y*
- 3.92%
- 10Y*
- 5.96%
- ALL TIME*
- 6.45%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $618.40K | $852.23K | $985.08K | |
| $761.40K | $807.29K | $859.13K |
PTMC vs. DEUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTMC Pacer Trendpilot US Mid Cap ETF | 14.38% | -1.55% | 13.22% | 7.29% | -13.99% | 12.42% | 6.58% | 1.04% | 0.02% | 17.79% |
DEUS Xtrackers Russell US Multifactor ETF | 15.12% | 10.41% | 14.33% | 14.73% | -11.18% | 26.31% | 8.81% | 28.80% | -9.16% | 20.20% |
Correlation
The correlation between PTMC 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. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.72 |
The correlation between PTMC and DEUS shifts across timeframes, from 0.71 (5 years) to 0.85 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
PTMC vs. DEUS — Risk / Return Rank
PTMC
DEUS
PTMC vs. DEUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot US Mid Cap ETF (PTMC) 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.
| PTMC | DEUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.31 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.92 | -0.61 |
| Martin ratioReturn relative to average drawdown | 8.40 | 11.25 | -2.86 |
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Drawdowns
PTMC vs. DEUS - Drawdown Comparison
The maximum PTMC drawdown since its inception was -20.53%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for PTMC and DEUS.
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Drawdown Indicators
| PTMC | DEUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.53% | -40.47% | +19.94% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -6.83% | -2.06% |
Max Drawdown (3Y)Largest decline over 3 years | -15.31% | -16.69% | +1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -16.93% | -20.89% | +3.96% |
Max Drawdown (10Y)Largest decline over 10 years | -20.53% | -40.47% | +19.94% |
Current DrawdownCurrent decline from peak | -2.46% | -1.53% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -6.40% | -4.28% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 1.77% | +0.68% |
Volatility
PTMC vs. DEUS - Volatility Comparison
Pacer Trendpilot US Mid Cap ETF (PTMC) has a higher volatility of 3.47% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.09%. This indicates that PTMC'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
| PTMC | DEUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 3.09% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.64% | 8.23% | +3.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.77% | 11.17% | +4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.27% | 15.49% | -2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.92% | 17.95% | -5.03% |
PTMC vs. DEUS - Expense Ratio Comparison
PTMC has a 0.60% expense ratio, which is higher than DEUS's 0.17% expense ratio.
Dividends
PTMC vs. DEUS - Dividend Comparison
PTMC's dividend yield for the trailing twelve months is around 1.61%, 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% |
PTMC Pacer Trendpilot US Mid Cap ETF | 1.61% | 1.84% | 0.87% | 1.92% | 0.82% | 0.12% | 0.53% | 1.40% | 0.89% | 0.67% | 0.66% |
Frequently Asked Questions
PTMC 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.
PTMC has higher volatility (3.47%) compared to DEUS (3.09%). In terms of maximum drawdown, PTMC dropped -20.53% vs DEUS's -40.47%.
On 10-year performance, DEUS leads with 11.33% vs 5.96% for PTMC. 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 10-year period, DEUS has performed better with a 11.33% return vs 5.96%. 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 0.60% for PTMC.
PTMC has the higher dividend yield at 1.61%, compared with 1.38% for DEUS.
PTMC tracks Pacer Trendpilot US Mid Cap Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. They also come from different issuers: Pacer and Xtrackers. Their fees differ too: 0.60% for PTMC and 0.17% for DEUS.
DEUS currently has the higher Sharpe Ratio (1.79 vs 1.31), 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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