SMIZ vs. DEUS

Last updated Aug 4, 2026

SMIZ (Zacks Small/Mid Cap ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds. SMIZ is actively managed, while DEUS is passively managed. Over the past year, SMIZ returned 26.29% vs 21.67% for DEUS. Their correlation of 0.83 means they have usually moved in the same direction. SMIZ charges 0.56%/yr vs 0.17%/yr for DEUS.

Performance

SMIZ vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zacks Small/Mid Cap ETF (SMIZ) and Xtrackers Russell US Multifactor ETF (DEUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with SMIZ having a 15.41% return and DEUS slightly higher at 15.73%.

SMIZ

• 1D: 1.63%
• 1M: -1.19%
• 6M: 9.57%
• YTD: 15.41%
• 1Y: 26.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 22.40%

DEUS

• 1D: 0.53%
• 1M: 1.84%
• 6M: 10.76%
• YTD: 15.73%
• 1Y: 21.67%
• 3Y*: 15.79%
• 5Y*: 10.01%
• 10Y*: 11.41%
• ALL TIME*: 11.56%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DEUS Xtrackers Russell US Multifactor ETF	$638.57K	$826.95K	$989.73K
SMIZ Zacks Small/Mid Cap ETF	$1.48M	$1.15M	$1.21M

SMIZ vs. DEUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SMIZ Zacks Small/Mid Cap ETF	15.41%	12.16%	17.92%	16.16%
DEUS Xtrackers Russell US Multifactor ETF	15.73%	10.41%	14.33%	12.05%

Correlation

The correlation between SMIZ and DEUS is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.71
Correlation (All Time) Calculated using the full available price history since Oct 3, 2023	0.83

The correlation between SMIZ and DEUS shifts across timeframes, from 0.71 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

SMIZ vs. DEUS - Sectors Allocation Comparison

Sectors	SMIZ	DEUS
Technology	27.6%	10.5%
Industrials	21.1%	18.7%
Financial Services	20.6%	13.8%
Healthcare	6.1%	12.9%
Consumer Cyclical	5.2%	11.1%
Real Estate	4.4%	5.6%
Consumer Defensive	4.1%	7.5%
Basic Materials	3.6%	4.1%
Energy	3.1%	5.2%
Utilities	2.3%	7.4%
Communication Services	1.9%	3.2%

Return for Risk

SMIZ vs. DEUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SMIZ

SMIZ Risk / Return Rank: 60
SMIZ Sharpe Ratio Rank: 56
SMIZ Sortino Ratio Rank: 58
SMIZ Omega Ratio Rank: 53
SMIZ Calmar Ratio Rank: 66
SMIZ Martin Ratio Rank: 67

DEUS

DEUS Risk / Return Rank: 82
DEUS Sharpe Ratio Rank: 80
DEUS Sortino Ratio Rank: 84
DEUS Omega Ratio Rank: 78
DEUS Calmar Ratio Rank: 82
DEUS Martin Ratio Rank: 84

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.

SMIZ vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zacks Small/Mid Cap ETF (SMIZ) 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.

	SMIZ	DEUS	Difference
Sharpe ratio: Return per unit of total volatility	1.47	1.96	-0.48
Sortino ratio: Return per unit of downside risk	2.15	2.88	-0.73
Omega ratio: Gain probability vs. loss probability	1.26	1.34	-0.09
Calmar ratio: Return relative to maximum drawdown	2.51	3.19	-0.67
Martin ratio: Return relative to average drawdown	8.93	12.26	-3.32

SMIZ vs. DEUS - Sharpe Ratio Comparison

The current SMIZ Sharpe Ratio is 1.47, which is comparable to the DEUS Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of SMIZ 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.

Drawdowns

SMIZ vs. DEUS - Drawdown Comparison

The maximum SMIZ drawdown since its inception was -25.04%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for SMIZ and DEUS.

Drawdown Indicators

	SMIZ	DEUS	Difference
Max Drawdown Largest peak-to-trough decline	-25.04%	-40.47%	+15.43%
Max Drawdown (1Y) Largest decline over 1 year	-10.51%	-6.83%	-3.68%
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	-4.33%	-1.01%	-3.32%
Average Drawdown Average peak-to-trough decline	-3.90%	-4.28%	+0.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.95%	1.77%	+1.18%

Volatility

SMIZ vs. DEUS - Volatility Comparison

Zacks Small/Mid Cap ETF (SMIZ) has a higher volatility of 5.09% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.05%. This indicates that SMIZ'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.

Volatility by Period

	SMIZ	DEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.09%	3.05%	+2.04%
Volatility (6M) Calculated over the trailing 6-month period	14.06%	8.23%	+5.83%
Volatility (1Y) Calculated over the trailing 1-year period	17.95%	11.14%	+6.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.94%	15.49%	+3.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.94%	17.95%	+0.99%

SMIZ vs. DEUS - Expense Ratio Comparison

SMIZ has a 0.56% expense ratio, which is higher than DEUS's 0.17% expense ratio.

Dividends

SMIZ vs. DEUS - Dividend Comparison

SMIZ's dividend yield for the trailing twelve months is around 0.54%, less 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%
SMIZ Zacks Small/Mid Cap ETF	0.54%	0.62%	1.57%	0.07%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SMIZ and DEUS in my portfolio?

SMIZ and DEUS have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SMIZ or DEUS?

SMIZ has higher volatility (5.09%) compared to DEUS (3.05%). In terms of maximum drawdown, SMIZ dropped -25.04% vs DEUS's -40.47%.

Which ETF is better, SMIZ or DEUS?

On 1-year performance, SMIZ leads with 26.29% vs 21.67% for DEUS. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 3.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SMIZ or DEUS?

Over the 1-year period, SMIZ has performed better with a 26.29% return vs 21.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SMIZ or DEUS?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.56% for SMIZ.

Which ETF pays a higher dividend yield, SMIZ or DEUS?

DEUS has the higher dividend yield at 1.38%, compared with 0.54% for SMIZ.

What is the main difference between SMIZ and DEUS?

They also come from different issuers: Zacks and Xtrackers. Their fees differ too: 0.56% for SMIZ and 0.17% for DEUS.

Which has better risk-adjusted returns?

DEUS currently has the higher Sharpe Ratio (1.96 vs 1.47), 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.