TRSY vs. DEUS
TRSY (Xtrackers US 0-1 Year Treasury ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both exchange-traded funds - TRSY is a Government Bonds fund tracking the ICE U.S. Treasury Short Bond Index, while DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index. Both are passively managed. Over the past year, TRSY returned 3.95% vs 19.36% for DEUS. At a correlation of -0.04, they often move in opposite directions. TRSY charges 0.06%/yr vs 0.17%/yr for DEUS.
Performance
TRSY vs. DEUS - Performance Comparison
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Returns By Period
In the year-to-date period, TRSY achieves a 1.48% return, which is significantly lower than DEUS's 11.46% return.
TRSY
- 1D
- -0.02%
- 1M
- 0.30%
- YTD
- 1.48%
- 6M
- 1.76%
- 1Y
- 3.95%
- 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%
TRSY vs. DEUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TRSY Xtrackers US 0-1 Year Treasury ETF | 1.48% | 4.22% | 1.07% |
DEUS Xtrackers Russell US Multifactor ETF | 11.46% | 10.41% | -1.55% |
Correlation
The correlation between TRSY and DEUS is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2024 | -0.04 |
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Return for Risk
TRSY vs. DEUS — Risk / Return Rank
TRSY
DEUS
TRSY vs. DEUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers US 0-1 Year Treasury ETF (TRSY) 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.
| TRSY | DEUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +8.63 | ||
| Sortino ratioReturn per unit of downside risk | +25.48 | ||
| Omega ratioGain probability vs. loss probability | 6.63 | 1.31 | +5.32 |
| Calmar ratioReturn relative to maximum drawdown | 59.87 | 2.85 | +57.02 |
| Martin ratioReturn relative to average drawdown | 379.03 | 10.81 | +368.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRSY | DEUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 10.40 | 1.77 | +8.63 |
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 | 3.89 | 0.64 | +3.25 |
Drawdowns
TRSY vs. DEUS - Drawdown Comparison
The maximum TRSY drawdown since its inception was -0.82%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for TRSY and DEUS.
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Drawdown Indicators
| TRSY | DEUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.82% | -40.47% | +39.65% |
Max Drawdown (1Y)Largest decline over 1 year | -0.07% | -6.83% | +6.76% |
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 DrawdownCurrent decline from peak | -0.02% | 0.00% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -0.06% | -4.33% | +4.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 1.80% | -1.79% |
Volatility
TRSY vs. DEUS - Volatility Comparison
The current volatility for Xtrackers US 0-1 Year Treasury ETF (TRSY) is 0.11%, while Xtrackers Russell US Multifactor ETF (DEUS) has a volatility of 2.68%. This indicates that TRSY experiences smaller price fluctuations and is considered to be less risky 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
| TRSY | DEUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.11% | 2.68% | -2.57% |
Volatility (6M)Calculated over the trailing 6-month period | 0.24% | 8.12% | -7.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.38% | 11.01% | -10.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.07% | 15.55% | -14.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.07% | 17.98% | -16.91% |
TRSY vs. DEUS - Expense Ratio Comparison
TRSY has a 0.06% 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
TRSY vs. DEUS - Dividend Comparison
TRSY's dividend yield for the trailing twelve months is around 3.73%, more 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% |
TRSY Xtrackers US 0-1 Year Treasury ETF | 3.73% | 4.00% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TRSY and DEUS have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DEUS has higher volatility (2.68%) compared to TRSY (0.11%). In terms of maximum drawdown, TRSY dropped -0.82% vs DEUS's -40.47%.
On 1-year performance, DEUS leads with 19.36% vs 3.95% for TRSY. On fees, TRSY is cheaper at 0.06% per year. On volatility, TRSY has been the lower-risk option at 0.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DEUS has performed better with a 19.36% return vs 3.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TRSY is cheaper with a 0.06% expense ratio, compared with 0.17% for DEUS.
TRSY has the higher dividend yield at 3.73%, compared with 1.44% for DEUS.
TRSY is categorized as Government Bonds, while DEUS is Mid Cap Blend Equities. TRSY tracks ICE U.S. Treasury Short Bond Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. Their fees differ too: 0.06% for TRSY and 0.17% for DEUS.
TRSY currently has the higher Sharpe Ratio (10.40 vs 1.77), 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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