SPXD vs. DEUS

Last updated Jun 5, 2026

SPXD (Xtrackers S&P 500 Diversified Sector Weight ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both exchange-traded funds - SPXD is a Large Cap Value Equities fund tracking the S&P 500 Diversified Sector Weight Index, while DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index. Both are passively managed. Their correlation of 0.93 suggests significant overlap in exposure. SPXD charges 0.09%/yr vs 0.17%/yr for DEUS.

Performance

SPXD vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) 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, SPXD achieves a 10.08% return, which is significantly lower than DEUS's 11.46% return.

SPXD

• 1D: 0.59%
• 1M: 3.15%
• YTD: 10.08%
• 6M: 10.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DEUS

• 1D: 0.31%
• 1M: 2.70%
• YTD: 11.46%
• 6M: 11.99%
• 1Y: 19.36%
• 3Y*: 16.86%
• 5Y*: 9.46%
• 10Y*: 11.33%

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

SPXD vs. DEUS - Yearly Performance Comparison

	2026 (YTD)	2025
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF	10.08%	5.02%
DEUS Xtrackers Russell US Multifactor ETF	11.46%	2.97%

Correlation

The correlation between SPXD and DEUS is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 25, 2025	0.93

Return for Risk

SPXD vs. DEUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEUS

DEUS Risk / Return Rank: 55
DEUS Sharpe Ratio Rank: 52
DEUS Sortino Ratio Rank: 55
DEUS Omega Ratio Rank: 50
DEUS Calmar Ratio Rank: 58
DEUS Martin Ratio Rank: 61

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.

SPXD vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SPXD	DEUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.77	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.63	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.70	0.64	+1.06

Drawdowns

SPXD vs. DEUS - Drawdown Comparison

The maximum SPXD drawdown since its inception was -7.53%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for SPXD and DEUS.

Drawdown Indicators

	SPXD	DEUS	Difference
Max Drawdown Largest peak-to-trough decline	-7.53%	-40.47%	+32.94%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.83%	—
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	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.23%	-4.33%	+3.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.80%	—

Volatility

Volatility by Period

	SPXD	DEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.68%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.12%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.78%	11.01%	-0.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.78%	15.55%	-4.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.78%	17.98%	-7.20%

SPXD vs. DEUS - Expense Ratio Comparison

SPXD has a 0.09% 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

SPXD vs. DEUS - Dividend Comparison

SPXD's dividend yield for the trailing twelve months is around 1.02%, less than DEUS's 1.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DEUS Xtrackers Russell US Multifactor ETF	1.44%	1.59%	1.36%	1.49%	1.74%	1.14%	1.61%	1.65%	1.77%	1.31%	2.75%
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF	1.02%	0.76%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SPXD and DEUS in my portfolio?

With a correlation of 0.93, SPXD and DEUS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, SPXD or DEUS?

On fees, SPXD is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SPXD or DEUS?

SPXD is cheaper with a 0.09% expense ratio, compared with 0.17% for DEUS.

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

DEUS has the higher dividend yield at 1.44%, compared with 1.02% for SPXD.

What is the main difference between SPXD and DEUS?

SPXD is categorized as Large Cap Value Equities, while DEUS is Mid Cap Blend Equities. SPXD tracks S&P 500 Diversified Sector Weight Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. Their fees differ too: 0.09% for SPXD and 0.17% for DEUS.