Performance analysis of DEUS (XTRACKERS RUSSELL US MULTIFACTOR ETF)
Annual Return
Over the past 3 years, DEUS has had an average annual return of +14.65%, underperforming the benchmark SPY, which returned +19.63% annual.
Over the past 5 years, DEUS has had an average annual return of +10.10%, underperforming the benchmark SPY, which returned +12.73% annual.
Over the past 10 years, DEUS has had an average annual return of +11.21%, underperforming the benchmark SPY, which returned +15.04% annual.
Since Nov 24, 2015, DEUS has had an average annual return of +11.43%, underperforming the benchmark SPY, which returned +14.58% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +13.87% | +10.41% | +14.33% | +14.74% | -11.19% | +26.32% | +8.86% | +28.79% | -9.14% | +20.21% | +11.39% | +0.45% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.81% | +4.49% | -5.05% | +5.59% | +1.26% | +2.36% | +1.02% | +13.87% | |||||
| 2025 | +3.59% | -1.10% | -2.19% | -1.20% | +3.86% | +2.60% | +0.49% | +2.49% | +0.77% | -1.61% | +2.61% | -0.13% | +10.41% |
| 2024 | +0.28% | +4.91% | +4.38% | -5.64% | +2.80% | -0.04% | +4.96% | +2.17% | +1.70% | -1.17% | +7.42% | -7.25% | +14.33% |
| 2023 | +5.63% | -2.49% | -0.25% | +0.10% | -3.78% | +8.51% | +2.31% | -2.03% | -4.00% | -3.57% | +8.59% | +6.06% | +14.74% |
| 2022 | -6.37% | -1.55% | +2.65% | -6.16% | +1.66% | -7.79% | +7.56% | -2.95% | -8.85% | +10.45% | +6.43% | -4.60% | -11.19% |
| 2021 | -1.16% | +3.58% | +5.96% | +4.44% | +1.26% | +0.04% | +1.68% | +2.97% | -4.54% | +5.85% | -2.21% | +6.38% | +26.32% |
| 2020 | -1.14% | -9.65% | -18.61% | +13.74% | +6.81% | +0.79% | +5.69% | +3.25% | -2.32% | -0.68% | +10.72% | +4.34% | +8.86% |
| 2019 | +8.65% | +4.01% | +0.83% | +3.37% | -5.40% | +6.85% | +1.40% | -1.42% | +2.37% | +0.91% | +3.04% | +1.67% | +28.79% |
| 2018 | +3.88% | -3.89% | -0.44% | -0.52% | +1.32% | +0.33% | +3.28% | +2.66% | -0.60% | -7.32% | +2.34% | -9.60% | -9.14% |
| 2017 | +2.06% | +3.42% | +0.25% | +1.22% | +0.60% | +0.87% | +1.01% | -0.24% | +2.83% | +2.32% | +3.74% | +0.55% | +20.21% |
Drawdown analysis of DEUS (XTRACKERS RUSSELL US MULTIFACTOR ETF)
The maximum drawdown for the DEUS was -40.45%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.
The current DEUS drawdown is -0.58%.
Since Nov 24, 2015 DEUS has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.45% | Feb 19, 2020 | 23 | Mar 23, 2020 | 165 | Nov 13, 2020 | 188 |
| -20.90% | Dec 29, 2021 | 190 | Sep 30, 2022 | 302 | Dec 13, 2023 | 492 |
| -19.78% | Aug 29, 2018 | 80 | Dec 24, 2018 | 121 | Jun 19, 2019 | 201 |
| -16.69% | Nov 26, 2024 | 89 | Apr 8, 2025 | 87 | Aug 13, 2025 | 176 |
| -9.27% | Jan 26, 2018 | 9 | Feb 8, 2018 | 133 | Aug 20, 2018 | 142 |
| -8.54% | Dec 28, 2015 | 29 | Feb 9, 2016 | 23 | Mar 14, 2016 | 52 |
| -6.83% | Mar 2, 2026 | 14 | Mar 20, 2026 | 28 | Apr 30, 2026 | 42 |
| -6.20% | Mar 28, 2024 | 14 | Apr 18, 2024 | 60 | Jul 16, 2024 | 74 |
| -6.20% | Nov 16, 2021 | 10 | Dec 1, 2021 | 17 | Dec 27, 2021 | 27 |
| -5.66% | Jul 26, 2019 | 13 | Aug 14, 2019 | 47 | Oct 21, 2019 | 60 |
| -5.53% | Aug 15, 2016 | 57 | Nov 3, 2016 | 13 | Nov 22, 2016 | 70 |
| -5.23% | Jul 31, 2024 | 3 | Aug 5, 2024 | 12 | Aug 21, 2024 | 15 |
| -5.12% | Sep 2, 2021 | 19 | Sep 30, 2021 | 14 | Oct 20, 2021 | 33 |
| -5.10% | Jun 8, 2016 | 13 | Jun 27, 2016 | 8 | Jul 8, 2016 | 21 |
| -4.33% | Jan 20, 2021 | 7 | Jan 29, 2021 | 6 | Feb 8, 2021 | 13 |
| -4.09% | Feb 12, 2021 | 13 | Mar 4, 2021 | 4 | Mar 10, 2021 | 17 |
| -3.94% | Jul 12, 2021 | 5 | Jul 19, 2021 | 8 | Jul 29, 2021 | 13 |
| -3.90% | May 7, 2021 | 3 | May 12, 2021 | 41 | Jul 12, 2021 | 44 |
| -3.82% | Sep 11, 2025 | 50 | Nov 20, 2025 | 4 | Nov 26, 2025 | 54 |
| -3.63% | Aug 30, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
| -3.62% | Jan 17, 2020 | 9 | Jan 31, 2020 | 8 | Feb 12, 2020 | 17 |
| -2.95% | Oct 18, 2024 | 11 | Nov 4, 2024 | 2 | Nov 6, 2024 | 13 |
| -2.90% | Jul 16, 2024 | 6 | Jul 24, 2024 | 5 | Jul 31, 2024 | 11 |
| -2.84% | Mar 1, 2017 | 31 | Apr 13, 2017 | 7 | Apr 25, 2017 | 38 |
| -2.75% | Jul 25, 2017 | 18 | Aug 18, 2017 | 17 | Sep 13, 2017 | 35 |