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SIZE vs. DEUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SIZE vs. DEUS

Last updated Aug 2, 2026
Documentation

SIZE (iShares MSCI USA Size Factor ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds - SIZE tracks the MSCI USA Low Size Index while DEUS tracks the Russell 1000 Comprehensive Factor Index. Both are passively managed. Over the past 10 years, SIZE returned 11.70%/yr vs 11.33%/yr for DEUS. Their correlation of 0.91 means they have usually moved in the same direction. SIZE charges 0.15%/yr vs 0.17%/yr for DEUS.

Performance

SIZE vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Size Factor ETF (SIZE) 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, SIZE achieves a 11.20% return, which is significantly lower than DEUS's 15.12% return. Both investments have delivered pretty close results over the past 10 years, with SIZE having a 11.70% annualized return and DEUS not far behind at 11.33%.

SIZE

1D
-0.35%
1M
0.26%
6M
8.60%
YTD
11.20%
1Y
17.37%
3Y*
13.59%
5Y*
7.99%
10Y*
11.70%
ALL TIME*
11.92%

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

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DEUS

Xtrackers Russell US Multifactor ETF
$618.40K$852.23K$985.08K

SIZE

iShares MSCI USA Size Factor ETF
$662.14K$788.99K$1.01M

SIZE vs. DEUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SIZE
iShares MSCI USA Size Factor ETF		11.20%10.51%14.37%17.78%-15.86%25.05%16.26%28.97%-6.59%18.76%
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 SIZE and DEUS is 0.86, 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.

0.86

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.95

Correlation (10Y)
Provides a long-term view across more market conditions.

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 24, 2015

0.91

The correlation between SIZE and DEUS has been stable across timeframes, ranging from 0.86 to 0.95 - a consistent structural relationship.

SIZE vs. DEUS - Sectors Allocation Comparison

Sectors
SIZE
DEUS

Technology

18.6%
10.5%

Financial Services

15.7%
13.8%

Industrials

14.8%
18.7%

Healthcare

11.4%
12.9%

Consumer Cyclical

10.9%
11.1%

Utilities

5.6%
7.4%

Consumer Defensive

5.5%
7.5%

Real Estate

5.3%
5.6%

Basic Materials

4.9%
4.1%

Energy

3.8%
5.2%

Communication Services

3.3%
3.2%

Technology

SIZE
18.6%
DEUS
10.5%

Financial Services

SIZE
15.7%
DEUS
13.8%

Industrials

SIZE
14.8%
DEUS
18.7%

Healthcare

SIZE
11.4%
DEUS
12.9%

Consumer Cyclical

SIZE
10.9%
DEUS
11.1%

Utilities

SIZE
5.6%
DEUS
7.4%

Consumer Defensive

SIZE
5.5%
DEUS
7.5%

Real Estate

SIZE
5.3%
DEUS
5.6%

Basic Materials

SIZE
4.9%
DEUS
4.1%

Energy

SIZE
3.8%
DEUS
5.2%

Communication Services

SIZE
3.3%
DEUS
3.2%

Compare stocks, funds, or ETFs

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

iShares MSCI USA Size Factor ETF

Xtrackers Russell US Multifactor ETF

Often compared with SIZE:
SIZE vs. XLGSIZE vs. SPYSIZE vs. QUALSIZE vs. QDVA.DESIZE vs. VIGSIZE vs. VOOSIZE vs. QGRO
Often compared with DEUS:
DEUS vs. JPMEDEUS vs. QLVDEUS vs. SPYDEUS vs. IMCBDEUS vs. DYNFDEUS vs. FLQMDEUS vs. JPST

Return for Risk

SIZE vs. DEUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
SIZE
SIZE Risk / Return Rank: 5555
Overall Rank
SIZE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
SIZE Sortino Ratio Rank: 5353
Sortino Ratio Rank
SIZE Omega Ratio Rank: 4848
Omega Ratio Rank
SIZE Calmar Ratio Rank: 5757
Calmar Ratio Rank
SIZE Martin Ratio Rank: 6565
Martin Ratio Rank
DEUS
DEUS Risk / Return Rank: 8080
Overall Rank
DEUS Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DEUS Sortino Ratio Rank: 8181
Sortino Ratio Rank
DEUS Omega Ratio Rank: 7575
Omega Ratio Rank
DEUS Calmar Ratio Rank: 8080
Calmar Ratio Rank
DEUS Martin Ratio Rank: 8383
Martin Ratio Rank
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.

SIZE vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Size Factor ETF (SIZE) 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.

SIZEDEUSDifference
Sharpe ratioReturn per unit of total volatility
1.25
1.79

-0.54

Sortino ratioReturn per unit of downside risk
1.87
2.65

-0.78

Omega ratioGain probability vs. loss probability

1.22

1.31

-0.09

Calmar ratioReturn relative to maximum drawdown

2.02

2.92

-0.90

Martin ratioReturn relative to average drawdown

7.91

11.25

-3.34

SIZE vs. DEUS - Sharpe Ratio Comparison

The current SIZE Sharpe Ratio is 1.25, which is lower than the DEUS Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of SIZE 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

SIZE vs. DEUS - Drawdown Comparison

The maximum SIZE drawdown since its inception was -39.15%, roughly equal to the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for SIZE and DEUS.

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Drawdown Indicators

SIZEDEUSDifference

Max Drawdown

Largest peak-to-trough decline

-39.15%

-40.47%

+1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-7.97%

-6.83%

-1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-18.71%

-16.69%

-2.02%

Max Drawdown (5Y)

Largest decline over 5 years

-24.03%

-20.89%

-3.14%

Max Drawdown (10Y)

Largest decline over 10 years

-39.15%

-40.47%

+1.32%

Current Drawdown

Current decline from peak

-1.39%

-1.53%

+0.14%

Average Drawdown

Average peak-to-trough decline

-4.14%

-4.28%

+0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

1.77%

+0.26%

Volatility

SIZE vs. DEUS - Volatility Comparison

iShares MSCI USA Size Factor ETF (SIZE) and Xtrackers Russell US Multifactor ETF (DEUS) have volatilities of 3.12% and 3.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SIZEDEUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

3.09%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

8.23%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.93%

11.17%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.40%

15.49%

+1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.67%

17.95%

+0.72%

SIZE vs. DEUS - Expense Ratio Comparison

SIZE 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%.

Dividends

SIZE vs. DEUS - Dividend Comparison

SIZE's dividend yield for the trailing twelve months is around 1.37%, which matches DEUS's 1.38% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%
SIZE
iShares MSCI USA Size Factor ETF		1.37%1.50%1.53%1.42%1.59%1.19%1.43%1.35%2.43%1.58%1.88%1.95%

Frequently Asked Questions

SIZE and DEUS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIZE has higher volatility (3.12%) compared to DEUS (3.09%). In terms of maximum drawdown, SIZE dropped -39.15% vs DEUS's -40.47%.

On 10-year performance, SIZE leads with 11.70% vs 11.33% for DEUS. On fees, SIZE is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SIZE has performed better with a 11.70% return vs 11.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SIZE is cheaper with a 0.15% expense ratio, compared with 0.17% for DEUS.

SIZE and DEUS have nearly identical dividend yields, around 1.37%.

SIZE tracks MSCI USA Low Size Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.15% for SIZE and 0.17% for DEUS.

DEUS currently has the higher Sharpe Ratio (1.79 vs 1.25), 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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