SPMD vs. DEUS
SPMD (SPDR Portfolio S&P 400 Mid Cap ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds - SPMD tracks the S&P MidCap 400 Index while DEUS tracks the Russell 1000 Comprehensive Factor Index. Both are passively managed. Over the past 10 years, SPMD returned 11.15%/yr vs 11.33%/yr for DEUS. Their correlation of 0.88 means they have usually moved in the same direction. SPMD charges 0.03%/yr vs 0.17%/yr for DEUS.
Performance
SPMD vs. DEUS - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SPMD having a 14.67% return and DEUS slightly higher at 15.12%. Both investments have delivered pretty close results over the past 10 years, with SPMD having a 11.15% annualized return and DEUS not far ahead at 11.33%.
SPMD
- 1D
- -0.08%
- 1M
- -1.01%
- 6M
- 10.21%
- YTD
- 14.67%
- 1Y
- 22.87%
- 3Y*
- 13.08%
- 5Y*
- 8.47%
- 10Y*
- 11.15%
- ALL TIME*
- 9.82%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $618.40K | $852.23K | $985.08K | |
| $86.63M | $87.95M | $104.48M |
SPMD vs. DEUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 14.67% | 7.44% | 13.91% | 16.48% | -13.13% | 24.76% | 13.46% | 25.19% | -10.34% | 15.12% |
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 SPMD and DEUS is 0.84, 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. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Nov 24, 2015 | 0.88 |
The correlation between SPMD and DEUS has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.
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Return for Risk
SPMD vs. DEUS — Risk / Return Rank
SPMD
DEUS
SPMD vs. DEUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) 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.
| SPMD | DEUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.31 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 2.92 | -0.54 |
| Martin ratioReturn relative to average drawdown | 8.71 | 11.25 | -2.54 |
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Drawdowns
SPMD vs. DEUS - Drawdown Comparison
The maximum SPMD drawdown since its inception was -57.62%, which is greater than DEUS's maximum drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for SPMD and DEUS.
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Drawdown Indicators
| SPMD | DEUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.62% | -40.47% | -17.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -6.83% | -2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -24.08% | -16.69% | -7.39% |
Max Drawdown (5Y)Largest decline over 5 years | -24.08% | -20.89% | -3.19% |
Max Drawdown (10Y)Largest decline over 10 years | -41.86% | -40.47% | -1.39% |
Current DrawdownCurrent decline from peak | -2.34% | -1.53% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -8.07% | -4.28% | -3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.42% | 1.77% | +0.65% |
Volatility
SPMD vs. DEUS - Volatility Comparison
SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) has a higher volatility of 3.50% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.09%. This indicates that SPMD'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
| SPMD | DEUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.50% | 3.09% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 11.67% | 8.23% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 11.17% | +4.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.63% | 15.49% | +4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.14% | 17.95% | +3.19% |
SPMD vs. DEUS - Expense Ratio Comparison
SPMD has a 0.03% 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
SPMD vs. DEUS - Dividend Comparison
SPMD's dividend yield for the trailing twelve months is around 1.23%, less than DEUS's 1.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 1.23% | 1.39% | 1.42% | 1.47% | 1.64% | 1.24% | 1.30% | 1.57% | 1.85% | 1.97% | 2.13% | 5.33% |
Frequently Asked Questions
SPMD and DEUS have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPMD has higher volatility (3.50%) compared to DEUS (3.09%). In terms of maximum drawdown, SPMD dropped -57.62% vs DEUS's -40.47%.
On 10-year performance, DEUS leads with 11.33% vs 11.15% for SPMD. On fees, SPMD is cheaper at 0.03% 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.
Over the 10-year period, DEUS has performed better with a 11.33% return vs 11.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SPMD is cheaper with a 0.03% expense ratio, compared with 0.17% for DEUS.
DEUS has the higher dividend yield at 1.38%, compared with 1.23% for SPMD.
SPMD tracks S&P MidCap 400 Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.03% for SPMD and 0.17% for DEUS.
DEUS currently has the higher Sharpe Ratio (1.79 vs 1.34), 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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