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USMF vs. DEUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

USMF vs. DEUS

Last updated Aug 4, 2026
Documentation

USMF (WisdomTree US Multifactor Fund) and DEUS (Xtrackers Russell US Multifactor ETF) are both Mid Cap Blend Equities funds - USMF tracks the WisdomTree US Multifactor Index while DEUS tracks the Russell 1000 Comprehensive Factor Index. Both are passively managed. Over the past 5 years, USMF returned 7.47%/yr vs 10.01%/yr for DEUS. Their correlation of 0.90 means they have usually moved in the same direction. USMF charges 0.28%/yr vs 0.17%/yr for DEUS.

Performance

USMF vs. DEUS - Performance Comparison

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

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Returns By Period

In the year-to-date period, USMF achieves a 4.49% return, which is significantly lower than DEUS's 15.73% return.

USMF

1D
0.48%
1M
0.58%
6M
3.78%
YTD
4.49%
1Y
7.20%
3Y*
12.30%
5Y*
7.47%
10Y*
—
ALL TIME*
10.37%

DEUS

1D
0.53%
1M
1.84%
6M
10.76%
YTD
15.73%
1Y
21.67%
3Y*
15.79%
5Y*
10.01%
10Y*
11.41%
ALL TIME*
11.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DEUS

Xtrackers Russell US Multifactor ETF
$638.57K$826.95K$989.73K

USMF

WisdomTree US Multifactor Fund
$1.09M$1.05M$1.76M

USMF vs. DEUS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
USMF
WisdomTree US Multifactor Fund		4.49%4.60%19.65%13.47%-8.82%21.26%12.01%24.06%-4.72%11.27%
DEUS
Xtrackers Russell US Multifactor ETF		15.73%10.41%14.33%14.73%-11.18%26.31%8.81%28.80%-9.16%11.12%

Correlation

The correlation between USMF and DEUS is 0.73, 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.

0.73

Correlation (3Y)
Balances recent behavior with more history.

0.87

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.92

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2017

0.90

The correlation between USMF and DEUS shifts across timeframes, from 0.73 (1 year) to 0.92 (5 years), reflecting how their relationship changes across market environments.

USMF vs. DEUS - Sectors Allocation Comparison

Sectors
USMF
DEUS

Technology

35.6%
10.5%

Financial Services

11.4%
13.8%

Consumer Cyclical

10.4%
11.1%

Communication Services

10.3%
3.2%

Industrials

9.9%
18.7%

Healthcare

9.7%
12.9%

Consumer Defensive

4.5%
7.5%

Energy

2.7%
5.2%

Utilities

2.1%
7.4%

Real Estate

2.0%
5.6%

Basic Materials

1.4%
4.1%

Technology

USMF
35.6%
DEUS
10.5%

Financial Services

USMF
11.4%
DEUS
13.8%

Consumer Cyclical

USMF
10.4%
DEUS
11.1%

Communication Services

USMF
10.3%
DEUS
3.2%

Industrials

USMF
9.9%
DEUS
18.7%

Healthcare

USMF
9.7%
DEUS
12.9%

Consumer Defensive

USMF
4.5%
DEUS
7.5%

Energy

USMF
2.7%
DEUS
5.2%

Utilities

USMF
2.1%
DEUS
7.4%

Real Estate

USMF
2.0%
DEUS
5.6%

Basic Materials

USMF
1.4%
DEUS
4.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree US Multifactor Fund

Xtrackers Russell US Multifactor ETF

Often compared with USMF:
USMF vs. DYNFUSMF vs. VFMFUSMF vs. SCHMUSMF vs. SFLRUSMF vs. SPMOUSMF vs. SPYUSMF vs. VO
Often compared with DEUS:
DEUS vs. JPMEDEUS vs. QLVDEUS vs. SPYDEUS vs. IMCBDEUS vs. DYNFDEUS vs. FLQMDEUS vs. JPST

Return for Risk

USMF vs. DEUS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
USMF
USMF Risk / Return Rank: 2929
Overall Rank
USMF Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
USMF Sortino Ratio Rank: 2626
Sortino Ratio Rank
USMF Omega Ratio Rank: 2424
Omega Ratio Rank
USMF Calmar Ratio Rank: 3333
Calmar Ratio Rank
USMF Martin Ratio Rank: 3535
Martin Ratio Rank
DEUS
DEUS Risk / Return Rank: 8282
Overall Rank
DEUS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DEUS Sortino Ratio Rank: 8484
Sortino Ratio Rank
DEUS Omega Ratio Rank: 7878
Omega Ratio Rank
DEUS Calmar Ratio Rank: 8282
Calmar Ratio Rank
DEUS Martin Ratio Rank: 8484
Martin Ratio Rank
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.

USMF vs. DEUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Multifactor Fund (USMF) 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.

USMFDEUSDifference
Sharpe ratioReturn per unit of total volatility
0.62
1.96

-1.34

Sortino ratioReturn per unit of downside risk
0.96
2.88

-1.92

Omega ratioGain probability vs. loss probability

1.11

1.34

-0.23

Calmar ratioReturn relative to maximum drawdown

1.12

3.19

-2.07

Martin ratioReturn relative to average drawdown

3.41

12.26

-8.85

USMF vs. DEUS - Sharpe Ratio Comparison

The current USMF Sharpe Ratio is 0.62, which is lower than the DEUS Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of USMF 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.

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Drawdowns

USMF vs. DEUS - Drawdown Comparison

The maximum USMF drawdown since its inception was -36.24%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for USMF and DEUS.

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Drawdown Indicators

USMFDEUSDifference

Max Drawdown

Largest peak-to-trough decline

-36.24%

-40.47%

+4.23%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-6.83%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-15.39%

-16.69%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-18.10%

-20.89%

+2.79%

Max Drawdown (10Y)

Largest decline over 10 years

—

-40.47%

—

Current Drawdown

Current decline from peak

-2.03%

-1.01%

-1.02%

Average Drawdown

Average peak-to-trough decline

-4.12%

-4.28%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

1.77%

+0.35%

Volatility

USMF vs. DEUS - Volatility Comparison

WisdomTree US Multifactor Fund (USMF) has a higher volatility of 3.77% compared to Xtrackers Russell US Multifactor ETF (DEUS) at 3.05%. This indicates that USMF'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

USMFDEUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

3.05%

+0.72%

Volatility (6M)

Calculated over the trailing 6-month period

9.26%

8.23%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

11.68%

11.14%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

15.49%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

17.95%

-1.00%

USMF vs. DEUS - Expense Ratio Comparison

USMF has a 0.28% expense ratio, which is higher than DEUS's 0.17% expense ratio.

Dividends

USMF vs. DEUS - Dividend Comparison

USMF's dividend yield for the trailing twelve months is around 1.31%, less than DEUS's 1.38% yield.

PositionTTM2025202420232022202120202019201820172016
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%
USMF
WisdomTree US Multifactor Fund		1.31%1.37%1.22%1.33%1.74%1.42%1.34%1.38%1.45%0.67%0.00%

Frequently Asked Questions

USMF and DEUS have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USMF has higher volatility (3.77%) compared to DEUS (3.05%). In terms of maximum drawdown, USMF dropped -36.24% vs DEUS's -40.47%.

On 5-year performance, DEUS leads with 10.01% vs 7.47% for USMF. On fees, DEUS is cheaper at 0.17% per year. On volatility, DEUS has been the lower-risk option at 3.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DEUS has performed better with a 10.01% return vs 7.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DEUS is cheaper with a 0.17% expense ratio, compared with 0.28% for USMF.

DEUS has the higher dividend yield at 1.38%, compared with 1.31% for USMF.

USMF tracks WisdomTree US Multifactor Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. They also come from different issuers: WisdomTree and Xtrackers. Their fees differ too: 0.28% for USMF and 0.17% for DEUS.

DEUS currently has the higher Sharpe Ratio (1.96 vs 0.62), 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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