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REMC vs. DEUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REMC vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Mid Cap ETF (REMC) 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, REMC achieves a 11.24% return, which is significantly lower than DEUS's 13.53% return.


REMC

1D
-0.72%
1M
2.15%
6M
8.12%
YTD
11.24%
1Y
3Y*
5Y*
10Y*
ALL TIME*

DEUS

1D
-0.44%
1M
1.75%
6M
8.70%
YTD
13.53%
1Y
16.27%
3Y*
14.50%
5Y*
9.81%
10Y*
11.20%
ALL TIME*
11.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$507.79K$940.83K$985.41K
$8.40K$7.62K$6.34K

REMC vs. DEUS - Yearly Performance Comparison


Correlation

The correlation between REMC and DEUS is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

0.85

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Return for Risk

REMC vs. DEUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

REMC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DEUS
DEUS Risk / Return Rank: 6464
Overall Rank
DEUS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
DEUS Sortino Ratio Rank: 6464
Sortino Ratio Rank
DEUS Omega Ratio Rank: 5858
Omega Ratio Rank
DEUS Calmar Ratio Rank: 6565
Calmar Ratio Rank
DEUS Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

REMC vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Mid Cap ETF (REMC) 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.


REMCDEUSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

2.39

Martin ratioReturn relative to average drawdown

9.11

REMC vs. DEUS - Sharpe Ratio Comparison


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Drawdowns

REMC vs. DEUS - Drawdown Comparison

The maximum REMC drawdown since its inception was -6.64%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for REMC and DEUS.


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Drawdown Indicators


REMCDEUSDifference

Max Drawdown

Largest peak-to-trough decline

-6.64%

-40.47%

+33.83%

Max Drawdown (1Y)

Largest decline over 1 year

-6.83%

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

-1.50%

-0.88%

-0.62%

Average Drawdown

Average peak-to-trough decline

-1.37%

-4.29%

+2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.79%

Volatility

REMC vs. DEUS - Volatility Comparison


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Volatility by Period


REMCDEUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.52%

Volatility (6M)

Calculated over the trailing 6-month period

8.01%

Volatility (1Y)

Calculated over the trailing 1-year period

11.97%

11.07%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.97%

15.47%

-3.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.97%

17.94%

-5.97%

REMC vs. DEUS - Expense Ratio Comparison

REMC has a 0.32% expense ratio, which is higher than DEUS's 0.17% expense ratio.


Dividends

REMC vs. DEUS - Dividend Comparison

REMC's dividend yield for the trailing twelve months is around 0.08%, less than DEUS's 1.40% yield.


PositionTTM2025202420232022202120202019201820172016
DEUS
Xtrackers Russell US Multifactor ETF
1.40%1.59%1.36%1.49%1.74%1.14%1.61%1.65%1.77%1.31%2.75%
REMC
Columbia Research Enhanced Mid Cap ETF
0.08%0.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


REMC 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.

On fees, DEUS is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DEUS is cheaper with a 0.17% expense ratio, compared with 0.32% for REMC.

DEUS has the higher dividend yield at 1.40%, compared with 0.08% for REMC.

REMC tracks Beta Advantage Research Enhanced Mid Cap Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. They also come from different issuers: Columbia Threadneedle and Xtrackers. Their fees differ too: 0.32% for REMC and 0.17% for DEUS.

Portfolio Optimizer

Find the right allocation for REMC and DEUS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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