Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DEUS (Xtrackers Russell US Multifactor ETF) | 11.46% | 19.35% | 16.87% | 9.46% | 11.34% | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 12/21/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DEUS (Xtrackers Russell US Multifactor ETF) | 12/21/2015 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.00 | 19.35 | 16.87 | 9.46 | 11.34 | NA | NA | … | … | 11.46 | 10.41 | 14.32 | 14.75 | -11.19 | 26.31 | 8.86 | 28.80 | -9.15 | 20.21 | 10.60 | 2.50 |
| Sharpe Ratio | NA | 1.45 | 1.01 | 0.44 | 0.54 | NA | NA | … | … | 1.98 | 0.49 | 0.89 | 0.85 | -0.57 | 1.89 | 0.22 | 2.43 | -0.71 | 2.62 | 0.90 | 11.26 |
| Standard Deviation(%) | NA | 11.01 | 13.27 | 15.54 | 18.05 | NA | NA | … | … | 12.20 | 15.28 | 12.04 | 13.19 | 22.11 | 13.88 | 38.58 | 11.25 | 14.91 | 7.49 | 11.56 | 12.74 |
| Draw Down(%) | NA | 6.83 | 16.68 | 20.90 | 40.45 | NA | NA | … | … | 6.83 | 13.87 | 7.61 | 10.95 | 20.80 | 6.20 | 40.45 | 5.66 | 19.77 | 2.84 | 8.55 | 0.00 |
| Yield(%) | 0.00 | 1.69 | 1.87 | 1.69 | 2.49 | 1.79 | 1.34 | … | … | 0.27 | 1.73 | 1.54 | 1.69 | 1.53 | 1.44 | 1.71 | 2.11 | 1.58 | 1.55 | 2.32 | 0.00 |
Data as of 06/04/2026, Common starting date is 12/21/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DEUS (Xtrackers Russell US Multifactor ETF) |
-1.14%
Mar 2017 – Mar 2020 |
6.34%
Sep 2017 – Sep 2022 |
10.73%
Mar 2016 – Mar 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DEUS (Xtrackers Russell US Multifactor ETF) |
20.99%
Dec 2018 – Dec 2021 |
17.17%
Mar 2020 – Mar 2025 |
11.87%
Feb 2016 – Feb 2026 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart