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SIXL vs. DEUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SIXL vs. DEUS

Last updated Jun 24, 2026

SIXL (ETC 6 Meridian Low Beta Equity Strategy ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds. SIXL is actively managed, while DEUS is passively managed. Over the past 5 years, SIXL returned 4.12%/yr vs 9.71%/yr for DEUS. Their correlation of 0.83 suggests significant overlap in exposure. SIXL charges 0.47%/yr vs 0.17%/yr for DEUS.

Performance

SIXL vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) 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, SIXL achieves a 7.20% return, which is significantly lower than DEUS's 11.57% return.

SIXL

1D
1.57%
1M
0.42%
YTD
7.20%
6M
5.06%
1Y
7.44%
3Y*
9.35%
5Y*
4.12%
10Y*
—

DEUS

1D
-0.33%
1M
1.48%
YTD
11.57%
6M
10.83%
1Y
18.59%
3Y*
15.98%
5Y*
9.71%
10Y*
11.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIXL vs. DEUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF		7.20%-0.61%14.13%2.38%-7.49%20.00%18.86%
DEUS
Xtrackers Russell US Multifactor ETF		11.57%10.41%14.33%14.73%-11.18%26.31%30.40%

Correlation

The correlation between SIXL and DEUS is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (All Time)
Calculated using the full available price history since May 11, 2020

0.83

The correlation between SIXL and DEUS shifts across timeframes, from 0.68 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

SIXL vs. DEUS - Sectors Allocation Comparison

Sectors
SIXL
DEUS

Utilities

17.1%
6.9%

Consumer Defensive

16.8%
7.3%

Financial Services

15.1%
11.7%

Healthcare

14.9%
11.4%

Real Estate

13.9%
4.2%

Consumer Cyclical

6.4%
10.5%

Industrials

6.4%
17.0%

Technology

2.6%
17.7%

Communication Services

2.6%
3.7%

Basic Materials

2.2%
4.5%

Energy

2.0%
5.1%

Utilities

SIXL
17.1%
DEUS
6.9%

Consumer Defensive

SIXL
16.8%
DEUS
7.3%

Financial Services

SIXL
15.1%
DEUS
11.7%

Healthcare

SIXL
14.9%
DEUS
11.4%

Real Estate

SIXL
13.9%
DEUS
4.2%

Consumer Cyclical

SIXL
6.4%
DEUS
10.5%

Industrials

SIXL
6.4%
DEUS
17.0%

Technology

SIXL
2.6%
DEUS
17.7%

Communication Services

SIXL
2.6%
DEUS
3.7%

Basic Materials

SIXL
2.2%
DEUS
4.5%

Energy

SIXL
2.0%
DEUS
5.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

ETC 6 Meridian Low Beta Equity Strategy ETF

Xtrackers Russell US Multifactor ETF

Often compared with SIXL:
SIXL vs. VOOSIXL vs. SPYSIXL vs. QQQSIXL vs. XMMOSIXL vs. FUTYSIXL vs. MIDESIXL vs. OPTZ
Often compared with DEUS:
DEUS vs. SPYDEUS vs. QLVDEUS vs. JPMEDEUS vs. DYNFDEUS vs. IMCBDEUS vs. JPSTDEUS vs. FLQM

Return for Risk

SIXL vs. DEUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SIXL
SIXL Risk / Return Rank: 2323
Overall Rank
SIXL Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
SIXL Sortino Ratio Rank: 2121
Sortino Ratio Rank
SIXL Omega Ratio Rank: 2020
Omega Ratio Rank
SIXL Calmar Ratio Rank: 2525
Calmar Ratio Rank
SIXL Martin Ratio Rank: 2525
Martin Ratio Rank
DEUS
DEUS Risk / Return Rank: 5656
Overall Rank
DEUS Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DEUS Sortino Ratio Rank: 5454
Sortino Ratio Rank
DEUS Omega Ratio Rank: 4949
Omega Ratio Rank
DEUS Calmar Ratio Rank: 6060
Calmar Ratio Rank
DEUS Martin Ratio Rank: 6262
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.

SIXL vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) 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.

SIXLDEUSDifference
Sharpe ratioReturn per unit of total volatility
0.75
1.67

-0.92

Sortino ratioReturn per unit of downside risk
1.12
2.46

-1.34

Omega ratioGain probability vs. loss probability

1.13

1.29

-0.16

Calmar ratioReturn relative to maximum drawdown

1.15

2.73

-1.59

Martin ratioReturn relative to average drawdown

3.05

10.35

-7.30

SIXL vs. DEUS - Sharpe Ratio Comparison

The current SIXL Sharpe Ratio is 0.75, which is lower than the DEUS Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of SIXL 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.

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Drawdowns

SIXL vs. DEUS - Drawdown Comparison

The maximum SIXL drawdown since its inception was -16.08%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for SIXL and DEUS.

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Drawdown Indicators

SIXLDEUSDifference

Max Drawdown

Largest peak-to-trough decline

-16.08%

-40.47%

+24.39%

Max Drawdown (1Y)

Largest decline over 1 year

-6.52%

-6.83%

+0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-11.65%

-16.69%

+5.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

-20.89%

+4.81%

Max Drawdown (10Y)

Largest decline over 10 years

—

-40.47%

—

Current Drawdown

Current decline from peak

-2.60%

-1.12%

-1.48%

Average Drawdown

Average peak-to-trough decline

-4.55%

-4.32%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

1.80%

+0.64%

Volatility

SIXL vs. DEUS - Volatility Comparison

ETC 6 Meridian Low Beta Equity Strategy ETF (SIXL) has a higher volatility of 3.79% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.20%. This indicates that SIXL'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

SIXLDEUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

3.20%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.21%

8.38%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

9.98%

11.22%

-1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.20%

15.56%

-3.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.57%

17.97%

-5.40%

SIXL vs. DEUS - Expense Ratio Comparison

SIXL has a 0.47% expense ratio, which is higher than DEUS's 0.17% expense ratio.

Dividends

SIXL vs. DEUS - Dividend Comparison

SIXL's dividend yield for the trailing twelve months is around 2.22%, more than DEUS's 1.43% yield.

PositionTTM2025202420232022202120202019201820172016
DEUS
Xtrackers Russell US Multifactor ETF		1.43%1.59%1.36%1.49%1.74%1.14%1.61%1.65%1.77%1.31%2.75%
SIXL
ETC 6 Meridian Low Beta Equity Strategy ETF		2.22%2.31%1.28%1.48%1.45%0.67%0.40%0.00%0.00%0.00%0.00%

Frequently Asked Questions

SIXL and DEUS have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIXL has higher volatility (3.79%) compared to DEUS (3.20%). In terms of maximum drawdown, SIXL dropped -16.08% vs DEUS's -40.47%.

On 5-year performance, DEUS leads with 9.71% vs 4.12% for SIXL. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 3.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DEUS has performed better with a 9.71% return vs 4.12%. 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 0.47% for SIXL.

SIXL has the higher dividend yield at 2.22%, compared with 1.43% for DEUS.

They also come from different issuers: Exchange Traded Concepts and Xtrackers. Their fees differ too: 0.47% for SIXL and 0.17% for DEUS.

DEUS currently has the higher Sharpe Ratio (1.67 vs 0.75), 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.

Portfolio Optimizer

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