QVMS vs. DEUS
Compare and contrast key facts about Invesco S&P SmallCap 600 QVM Multi-factor ETF (QVMS) and Xtrackers Russell US Multifactor ETF (DEUS).
QVMS and DEUS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QVMS is a passively managed fund by Invesco that tracks the performance of the S&P Small Cap 600. It was launched on Jun 30, 2021. DEUS is a passively managed fund by Xtrackers that tracks the performance of the Russell 1000 Comprehensive Factor Index. It was launched on Nov 24, 2015. Both QVMS and DEUS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
QVMS vs. DEUS - Performance Comparison
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QVMS vs. DEUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
QVMS Invesco S&P SmallCap 600 QVM Multi-factor ETF | 4.33% | 5.56% | 9.50% | 16.89% | -14.61% | 4.45% |
DEUS Xtrackers Russell US Multifactor ETF | 3.52% | 10.41% | 14.33% | 14.73% | -11.18% | 10.05% |
Returns By Period
In the year-to-date period, QVMS achieves a 4.33% return, which is significantly higher than DEUS's 3.52% return.
QVMS
- 1D
- 0.71%
- 1M
- -4.30%
- YTD
- 4.33%
- 6M
- 5.31%
- 1Y
- 20.53%
- 3Y*
- 11.22%
- 5Y*
- —
- 10Y*
- —
DEUS
- 1D
- 0.52%
- 1M
- -4.64%
- YTD
- 3.52%
- 6M
- 4.35%
- 1Y
- 13.80%
- 3Y*
- 13.43%
- 5Y*
- 8.94%
- 10Y*
- 10.72%
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QVMS vs. DEUS - Expense Ratio Comparison
QVMS has a 0.15% 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%.
Return for Risk
QVMS vs. DEUS — Risk / Return Rank
QVMS
DEUS
QVMS vs. DEUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600 QVM Multi-factor ETF (QVMS) 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.
| QVMS | DEUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 0.90 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.37 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.24 | +0.15 |
Martin ratioReturn relative to average drawdown | 5.63 | 5.80 | -0.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QVMS | DEUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.90 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.58 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.60 | -0.37 |
Correlation
The correlation between QVMS and DEUS is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
QVMS vs. DEUS - Dividend Comparison
QVMS's dividend yield for the trailing twelve months is around 1.26%, less than DEUS's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
QVMS Invesco S&P SmallCap 600 QVM Multi-factor ETF | 1.26% | 1.10% | 1.53% | 1.51% | 1.58% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DEUS Xtrackers Russell US Multifactor ETF | 1.55% | 1.59% | 1.36% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.75% |
Drawdowns
QVMS vs. DEUS - Drawdown Comparison
The maximum QVMS drawdown since its inception was -28.05%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for QVMS and DEUS.
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Drawdown Indicators
| QVMS | DEUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.05% | -40.47% | +12.42% |
Max Drawdown (1Y)Largest decline over 1 year | -14.86% | -11.30% | -3.56% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.89% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.47% | — |
Current DrawdownCurrent decline from peak | -5.27% | -4.64% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -4.39% | -5.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 2.42% | +1.27% |
Volatility
QVMS vs. DEUS - Volatility Comparison
Invesco S&P SmallCap 600 QVM Multi-factor ETF (QVMS) has a higher volatility of 6.27% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 4.17%. This indicates that QVMS'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
| QVMS | DEUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 4.17% | +2.10% |
Volatility (6M)Calculated over the trailing 6-month period | 13.02% | 8.42% | +4.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.75% | 15.40% | +7.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.41% | 15.58% | +5.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.41% | 17.97% | +3.44% |