USCA vs. DEUS

Last updated Jun 25, 2026

USCA (Xtrackers MSCI USA Climate Action Equity ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both exchange-traded funds - USCA is a Large Cap Blend Equities fund tracking the MSCI USA Climate Action Index - Benchmark TR Gross, while DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index. Both are passively managed. Over the past 3 years, USCA returned 18.60%/yr vs 16.14%/yr for DEUS. A 0.75 correlation means they provide meaningful diversification when combined. USCA charges 0.07%/yr vs 0.17%/yr for DEUS.

Performance

USCA vs. DEUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI USA Climate Action Equity ETF (USCA) 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, USCA achieves a 3.32% return, which is significantly lower than DEUS's 12.03% return.

USCA

• 1D: -0.32%
• 1M: -2.21%
• YTD: 3.32%
• 6M: 2.05%
• 1Y: 13.94%
• 3Y*: 18.60%
• 5Y*: —
• 10Y*: —

DEUS

• 1D: 0.41%
• 1M: 1.90%
• YTD: 12.03%
• 6M: 10.69%
• 1Y: 18.31%
• 3Y*: 16.14%
• 5Y*: 9.65%
• 10Y*: 11.70%

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

USCA vs. DEUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
USCA Xtrackers MSCI USA Climate Action Equity ETF	3.32%	14.24%	27.24%	19.92%
DEUS Xtrackers Russell US Multifactor ETF	12.03%	10.41%	14.33%	11.35%

Correlation

The correlation between USCA and DEUS is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (All Time) Calculated using the full available price history since Apr 4, 2023	0.75

The correlation between USCA and DEUS shifts across timeframes, from 0.64 (1 year) to 0.75 (3 years), reflecting how their relationship changes across market environments.

USCA vs. DEUS - Sectors Allocation Comparison

Sectors	USCA	DEUS
Technology	41.9%	17.7%
Communication Services	12.2%	3.7%
Consumer Cyclical	10.5%	10.5%
Healthcare	9.0%	11.4%
Financial Services	8.9%	11.7%
Industrials	6.6%	17.0%
Consumer Defensive	4.0%	7.3%
Energy	1.9%	5.1%
Real Estate	1.8%	4.2%
Utilities	1.7%	6.9%
Basic Materials	1.5%	4.5%

Return for Risk

USCA vs. DEUS — Risk / Return Rank

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

USCA

USCA Risk / Return Rank: 33
USCA Sharpe Ratio Rank: 34
USCA Sortino Ratio Rank: 32
USCA Omega Ratio Rank: 33
USCA Calmar Ratio Rank: 30
USCA Martin Ratio Rank: 37

DEUS

DEUS Risk / Return Rank: 58
DEUS Sharpe Ratio Rank: 55
DEUS Sortino Ratio Rank: 58
DEUS Omega Ratio Rank: 51
DEUS Calmar Ratio Rank: 62
DEUS Martin Ratio Rank: 63

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.

USCA vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Climate Action Equity ETF (USCA) 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.

	USCA	DEUS	Difference
Sharpe ratio: Return per unit of total volatility	1.11	1.65	-0.53
Sortino ratio: Return per unit of downside risk	1.58	2.42	-0.85
Omega ratio: Gain probability vs. loss probability	1.20	1.29	-0.09
Calmar ratio: Return relative to maximum drawdown	1.37	2.69	-1.33
Martin ratio: Return relative to average drawdown	5.21	10.20	-4.99

USCA vs. DEUS - Sharpe Ratio Comparison

The current USCA Sharpe Ratio is 1.11, which is lower than the DEUS Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of USCA 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

USCA vs. DEUS - Drawdown Comparison

The maximum USCA drawdown since its inception was -19.14%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for USCA and DEUS.

Drawdown Indicators

	USCA	DEUS	Difference
Max Drawdown Largest peak-to-trough decline	-19.14%	-40.47%	+21.33%
Max Drawdown (1Y) Largest decline over 1 year	-10.25%	-6.83%	-3.42%
Max Drawdown (3Y) Largest decline over 3 years	-19.14%	-16.69%	-2.45%
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	-4.27%	-0.71%	-3.56%
Average Drawdown Average peak-to-trough decline	-2.17%	-4.31%	+2.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	1.80%	+0.88%

Volatility

USCA vs. DEUS - Volatility Comparison

Xtrackers MSCI USA Climate Action Equity ETF (USCA) has a higher volatility of 4.74% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.11%. This indicates that USCA'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

	USCA	DEUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.74%	3.11%	+1.63%
Volatility (6M) Calculated over the trailing 6-month period	9.85%	8.38%	+1.47%
Volatility (1Y) Calculated over the trailing 1-year period	12.62%	11.16%	+1.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.84%	15.56%	-0.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.84%	17.97%	-3.13%

USCA vs. DEUS - Expense Ratio Comparison

USCA has a 0.07% 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

USCA vs. DEUS - Dividend Comparison

USCA's dividend yield for the trailing twelve months is around 1.15%, less than DEUS's 1.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DEUS Xtrackers Russell US Multifactor ETF	1.42%	1.59%	1.36%	1.49%	1.74%	1.14%	1.61%	1.65%	1.77%	1.31%	2.75%
USCA Xtrackers MSCI USA Climate Action Equity ETF	1.15%	1.14%	1.22%	1.15%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both USCA and DEUS in my portfolio?

USCA and DEUS have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, USCA or DEUS?

USCA has higher volatility (4.74%) compared to DEUS (3.11%). In terms of maximum drawdown, USCA dropped -19.14% vs DEUS's -40.47%.

Which ETF is better, USCA or DEUS?

On 3-year performance, USCA leads with 18.60% vs 16.14% for DEUS. On fees, USCA is cheaper at 0.07% per year. On volatility, DEUS has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, USCA or DEUS?

Over the 3-year period, USCA has performed better with a 18.60% return vs 16.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, USCA or DEUS?

USCA is cheaper with a 0.07% expense ratio, compared with 0.17% for DEUS.

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

DEUS has the higher dividend yield at 1.42%, compared with 1.15% for USCA.

What is the main difference between USCA and DEUS?

USCA is categorized as Large Cap Blend Equities, while DEUS is Mid Cap Blend Equities. USCA tracks MSCI USA Climate Action Index - Benchmark TR Gross, while DEUS tracks Russell 1000 Comprehensive Factor Index. Their fees differ too: 0.07% for USCA and 0.17% for DEUS.

Which has better risk-adjusted returns?

DEUS currently has the higher Sharpe Ratio (1.65 vs 1.11), 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.