Xtrackers Russell US Multifactor ETF (DEUS) Performance
DEUS total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +15.6% since Dec 31, 2025
- 1 year
- +16.9% total return
- 5 years
- +9.0% a year
- 10 years
- +11.7% a year
- Since first price
- +11.2% a year since 2015
DEUS trailing returns vs SPY, QQQ, AGG
| Period | DEUS total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +3.7% | +3.7% | −1.0% | −5.0% | +0.9% |
| 3 months | +1.8% | +1.4% | +3.2% | +1.9% | −0.4% |
| 6 months | +6.7% | +5.9% | +7.8% | +8.4% | −1.5% |
| YTD | +15.6% | +14.4% | +12.3% | +15.1% | −1.0% |
| 1 year | +16.9% | +15.1% | +14.4% | +15.9% | −1.1% |
| 3 years | +68.1%+18.9%/yr | +60.7% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +53.9%+9.0%/yr | +42.2% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +203.3%+11.7%/yr | +156.7% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionNov 24, 2015 | +219.6%+11.2%/yr | +168.4% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: DEUS vs SPY
From Nov 24, 2015: DEUS grew to $31,959, SPY to $43,423.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DEUS returns by calendar year
8 of 10 full years positive. Best 2019 (+28.8%), worst 2022 (−11.2%). 2026 is year to date.
DEUS annual returns table
| Year | DEUS | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +15.6% | −6.8% | +12.3% | +15.1% | −1.0% |
| 2025 | +10.4% | −13.9% | +17.7% | +20.8% | +7.2% |
| 2024 | +14.3% | −7.6% | +24.9% | +25.6% | +1.3% |
| 2023 | +14.7% | −10.9% | +26.2% | +54.9% | +5.7% |
| 2022 | −11.2% | −20.8% | −18.2% | −32.6% | −13.0% |
| 2021 | +26.3% | −6.2% | +28.7% | +27.4% | −1.8% |
| 2020 | +8.8% | −40.5% | +18.3% | +48.6% | +7.5% |
| 2019 | +28.8% | −5.7% | +31.2% | +39.0% | +8.5% |
| 2018 | −9.2% | −19.8% | −4.6% | −0.1% | +0.1% |
| 2017 | +20.2% | −2.8% | +21.7% | +32.7% | +3.6% |
| 2016 | +10.7% | −6.0% | +12.0% | +7.1% | +2.4% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
DEUS largest drawdowns
Now 2.0% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 19, 2020 | −40.5% | Mar 23, 2020 | Nov 13, 2020 | 33 days | 9 months |
| Dec 29, 2021 | −20.9% | Sep 30, 2022 | Dec 13, 2023 | 9 months | 2.0 years |
| Aug 29, 2018 | −19.8% | Dec 24, 2018 | Jun 19, 2019 | 4 months | 10 months |
| Nov 26, 2024 | −16.7% | Apr 8, 2025 | Aug 13, 2025 | 4 months | 9 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
DEUS risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2015 |
|---|---|---|---|---|
| Annualized return | +15.5% | +9.3% | +11.0% | +10.8% |
| Volatility (annualized) | 12.8% | 15.5% | 16.1% | 15.7% |
| Sharpe ratio | 0.86 | 0.42 | 0.59 | 0.60 |
| Sortino ratio | 1.40 | 0.65 | 0.87 | 0.89 |
| Best month | +8.6% | +10.5% | +13.7% | +13.7% |
| Worst month | −7.3% | −8.9% | −18.6% | −18.6% |
| Best 12 months | +32.2% | +32.2% | +62.5% | +62.5% |
| Worst 12 months | +2.5% | −12.8% | −17.9% | −17.9% |
| Positive months | 67% | 58% | 65% | 64% |
| Beta vs S&P 500 | 0.77 | 0.86 | 0.96 | — |
| Correlation with S&P 500 | 0.75 | 0.87 | 0.92 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
DEUS rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 120 | −17.9% | +11.6% | +62.5% | 85% |
| 3-year (a year) | 96 | −1.2% | +10.4% | +21.0% | 99% |
| 5-year (a year) | 72 | +6.3% | +10.9% | +17.2% | 100% |
| 10-year (a year) | 12 | +10.7% | +11.4% | +11.9% | 100% |
Every holding period starting at a month-end since 2015. Returns for 3 years and longer are annualized.
DEUS performance overview
Xtrackers Russell US Multifactor ETF (DEUS) returned +16.9% over the past year and +11.7% a year over ten years, with distributions reinvested. Since its first recorded price in 2015 it has returned +11.2% a year, turning $10,000 into about $31,959. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −40.5%, from Feb 19, 2020 to Mar 23, 2020, and it took 8 months to get back to the old high. DEUS finished 8 of its 10 full calendar years with a gain; the best year was 2019 (+28.8%) and the worst 2022 (−11.2%). Volatility has been 15.7% a year.
Related: DEUS chart, DEUS holdings, DEUS dividends, DEUS valuation. See the DEUS overview for the latest quote and fund facts.
DEUS performance FAQ
What is the DEUS return over the past year?
DEUS returned +16.9% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 15.1%.
What is the average annual return of DEUS?
DEUS has returned +9.0% a year over 5 years, +11.7% a year over 10 years, +11.2% a year since November 24, 2015 (total return, distributions reinvested).
How much would $10,000 invested in DEUS be worth?
$10,000 invested in DEUS at its first recorded close on November 24, 2015 would be worth about $31,959 on October 23, 2026 with distributions reinvested.
What was the worst year for DEUS?
The worst calendar year was 2022, with a total return of −11.2%. The best was 2019 at +28.8%.
What is the biggest drawdown of DEUS?
The largest peak-to-trough decline was −40.5% between February 19, 2020 and March 23, 2020. It recovered to the old high on November 13, 2020, 8 months after the bottom.
How volatile is DEUS?
Over the past 3 years DEUS had an annualized volatility of 12.8% and a Sharpe ratio of 0.86 (excess return over 1–3 month T-bills per unit of risk).