SOVF vs. DEUS

Last updated Aug 2, 2026

SOVF (Sovereign's Capital Flourish Fund) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds. SOVF is actively managed, while DEUS is passively managed. Over the past year, SOVF returned 7.32% vs 21.03% for DEUS. Their correlation of 0.82 means they have usually moved in the same direction. SOVF charges 0.75%/yr vs 0.17%/yr for DEUS.

Performance

SOVF vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sovereign's Capital Flourish Fund (SOVF) and Xtrackers Russell US Multifactor ETF (DEUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SOVF achieves a 5.41% return, which is significantly lower than DEUS's 15.12% return.

SOVF

• 1D: -0.01%
• 1M: 1.14%
• 6M: 3.07%
• YTD: 5.41%
• 1Y: 7.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 8.24%

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

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DEUS Xtrackers Russell US Multifactor ETF	$618.40K	$852.23K	$985.08K
SOVF Sovereign's Capital Flourish Fund	$1.04M	$631.64K	$333.85K

SOVF vs. DEUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SOVF Sovereign's Capital Flourish Fund	5.41%	-4.38%	8.67%	14.18%
DEUS Xtrackers Russell US Multifactor ETF	15.12%	10.41%	14.33%	12.05%

Correlation

The correlation between SOVF and DEUS is 0.69, 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.	0.69
Correlation (All Time) Calculated using the full available price history since Oct 3, 2023	0.82

The correlation between SOVF and DEUS shifts across timeframes, from 0.69 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

SOVF vs. DEUS - Sectors Allocation Comparison

Sectors	SOVF	DEUS
Technology	32.3%	10.5%
Financial Services	17.1%	13.8%
Industrials	15.1%	18.7%
Healthcare	11.5%	12.9%
Consumer Defensive	7.4%	7.5%
Consumer Cyclical	7.1%	11.1%
Utilities	4.9%	7.4%
Real Estate	4.1%	5.6%
Energy	0.2%	5.2%
Communication Services	0.2%	3.2%
Basic Materials	-	4.1%

Return for Risk

SOVF vs. DEUS — Risk / Return Rank

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

SOVF

SOVF Risk / Return Rank: 17
SOVF Sharpe Ratio Rank: 18
SOVF Sortino Ratio Rank: 17
SOVF Omega Ratio Rank: 16
SOVF Calmar Ratio Rank: 17
SOVF Martin Ratio Rank: 16

DEUS

DEUS Risk / Return Rank: 80
DEUS Sharpe Ratio Rank: 78
DEUS Sortino Ratio Rank: 81
DEUS Omega Ratio Rank: 75
DEUS Calmar Ratio Rank: 80
DEUS Martin Ratio Rank: 83

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.

SOVF vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sovereign's Capital Flourish Fund (SOVF) 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.

	SOVF	DEUS	Difference
Sharpe ratio: Return per unit of total volatility	0.32	1.79	-1.47
Sortino ratio: Return per unit of downside risk	0.54	2.65	-2.10
Omega ratio: Gain probability vs. loss probability	1.06	1.31	-0.25
Calmar ratio: Return relative to maximum drawdown	0.32	2.92	-2.60
Martin ratio: Return relative to average drawdown	0.66	11.25	-10.60

SOVF vs. DEUS - Sharpe Ratio Comparison

The current SOVF Sharpe Ratio is 0.32, which is lower than the DEUS Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of SOVF 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

SOVF vs. DEUS - Drawdown Comparison

The maximum SOVF drawdown since its inception was -21.74%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for SOVF and DEUS.

Drawdown Indicators

	SOVF	DEUS	Difference
Max Drawdown Largest peak-to-trough decline	-21.74%	-40.47%	+18.73%
Max Drawdown (1Y) Largest decline over 1 year	-14.46%	-6.83%	-7.63%
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	-7.26%	-1.53%	-5.73%
Average Drawdown Average peak-to-trough decline	-7.47%	-4.28%	-3.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.06%	1.77%	+5.29%

Volatility

SOVF vs. DEUS - Volatility Comparison

Sovereign's Capital Flourish Fund (SOVF) has a higher volatility of 4.59% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.09%. This indicates that SOVF'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

	SOVF	DEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.59%	3.09%	+1.50%
Volatility (6M) Calculated over the trailing 6-month period	10.43%	8.23%	+2.20%
Volatility (1Y) Calculated over the trailing 1-year period	14.83%	11.17%	+3.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.14%	15.49%	+1.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.14%	17.95%	-0.81%

SOVF vs. DEUS - Expense Ratio Comparison

SOVF has a 0.75% expense ratio, which is higher than DEUS's 0.17% expense ratio.

Dividends

SOVF vs. DEUS - Dividend Comparison

SOVF's dividend yield for the trailing twelve months is around 0.73%, 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%
SOVF Sovereign's Capital Flourish Fund	0.73%	0.77%	0.30%	0.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SOVF and DEUS in my portfolio?

SOVF and DEUS have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SOVF or DEUS?

SOVF has higher volatility (4.59%) compared to DEUS (3.09%). In terms of maximum drawdown, SOVF dropped -21.74% vs DEUS's -40.47%.

Which ETF is better, SOVF or DEUS?

On 1-year performance, DEUS leads with 21.03% vs 7.32% for SOVF. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 3.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SOVF or DEUS?

Over the 1-year period, DEUS has performed better with a 21.03% return vs 7.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SOVF or DEUS?

DEUS is cheaper with a 0.17% expense ratio, compared with 0.75% for SOVF.

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

DEUS has the higher dividend yield at 1.38%, compared with 0.73% for SOVF.

What is the main difference between SOVF and DEUS?

They also come from different issuers: Sovereign's and Xtrackers. Their fees differ too: 0.75% for SOVF and 0.17% for DEUS.

Which has better risk-adjusted returns?

DEUS currently has the higher Sharpe Ratio (1.79 vs 0.32), 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.