XEML vs. DEUS
XEML (Xtrackers Europe Market Leaders ETF) and DEUS (Xtrackers Russell US Multifactor ETF) are both exchange-traded funds - XEML is a Europe Equities fund tracking the STOXX Europe Total Market Leaders Index, while DEUS is a Mid Cap Blend Equities fund tracking the Russell 1000 Comprehensive Factor Index. Both are passively managed. A 0.65 correlation means they provide meaningful diversification when combined. XEML charges 0.35%/yr vs 0.17%/yr for DEUS.
Performance
XEML vs. DEUS - Performance Comparison
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Returns By Period
In the year-to-date period, XEML achieves a 4.05% return, which is significantly lower than DEUS's 13.05% return.
XEML
- 1D
- 0.95%
- 1M
- 1.17%
- YTD
- 4.05%
- 6M
- 3.58%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DEUS
- 1D
- 0.91%
- 1M
- 2.07%
- YTD
- 13.05%
- 6M
- 11.70%
- 1Y
- 20.42%
- 3Y*
- 16.32%
- 5Y*
- 9.85%
- 10Y*
- 12.00%
XEML vs. DEUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XEML Xtrackers Europe Market Leaders ETF | 4.05% | -0.42% |
DEUS Xtrackers Russell US Multifactor ETF | 13.05% | -0.97% |
Correlation
The correlation between XEML and DEUS is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 23, 2025 | 0.65 |
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Return for Risk
XEML vs. DEUS — Risk / Return Rank
XEML
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DEUS
XEML vs. DEUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Europe Market Leaders ETF (XEML) 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.
| XEML | DEUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.00 | — |
| Martin ratioReturn relative to average drawdown | — | 11.37 | — |
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Drawdowns
XEML vs. DEUS - Drawdown Comparison
The maximum XEML drawdown since its inception was -13.49%, smaller than the maximum DEUS drawdown of -40.47%. Use the drawdown chart below to compare losses from any high point for XEML and DEUS.
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Drawdown Indicators
| XEML | DEUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.49% | -40.47% | +26.98% |
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 DrawdownCurrent decline from peak | -4.46% | 0.00% | -4.46% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -4.31% | -0.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.80% | — |
Volatility
XEML vs. DEUS - Volatility Comparison
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Volatility by Period
| XEML | DEUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.15% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 8.41% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.55% | 11.18% | +8.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.55% | 15.56% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.55% | 17.97% | +1.58% |
XEML vs. DEUS - Expense Ratio Comparison
XEML has a 0.35% expense ratio, which is higher than DEUS's 0.17% expense ratio.
Dividends
XEML vs. DEUS - Dividend Comparison
XEML's dividend yield for the trailing twelve months is around 1.79%, more than DEUS's 1.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DEUS Xtrackers Russell US Multifactor ETF | 1.41% | 1.59% | 1.36% | 1.49% | 1.74% | 1.14% | 1.61% | 1.65% | 1.77% | 1.31% | 2.75% |
XEML Xtrackers Europe Market Leaders ETF | 1.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XEML and DEUS have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DEUS is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DEUS is cheaper with a 0.17% expense ratio, compared with 0.35% for XEML.
XEML has the higher dividend yield at 1.79%, compared with 1.41% for DEUS.
XEML is categorized as Europe Equities, while DEUS is Mid Cap Blend Equities. XEML tracks STOXX Europe Total Market Leaders Index, while DEUS tracks Russell 1000 Comprehensive Factor Index. Their fees differ too: 0.35% for XEML and 0.17% for DEUS.
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