DEUS vs SPY

DEUS vs SPY

Which is better, DEUS or SPY?

Mid Cap Blend against Large Cap Blend.

SPY has a lower expense ratio. SPY led over 1Y, 3Y, 5Y and the full window. The two have moved almost in lockstep, correlation 0.92. DEUS is less concentrated, with 6.5% of the fund in its ten largest positions against 38.0%.

Lower Fees: SPYHigher Returns: SPYLess Concentrated: DEUS

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricDEUSSPY
Expense Ratio0.17%0.09%Best
AUM$303M$814.4B
Dividend Yield1.38%1.01%
Holdings868505
YTD Return+15.80%Best+13.78%
1Y Return+18.82%+21.44%Best
3Y Return (annualized)+16.53%+21.38%Best
5Y Return (annualized)+9.39%+12.80%Best
Volatility (annualized)15.7%15.1%Best
Max Drawdown-40.9%-34.1%Best
$10,000 over 5 years$15,663$18,262Best
Top 10 Weight6.5%Best38.0%
Fund FamilyXtrackers ETFsState Street Investment Management
CategoryEquityEquity
StyleMid Cap BlendLarge Cap Blend
InceptionNov 24, 2015Jan 22, 1993

Volatility and max drawdown are measured over the window both funds cover: Nov 24, 2015 to Sep 3, 2026 (10.8 years).

DEUS vs SPY growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 10.8 years both funds cover.

DEUS vs SPY Performance

Xtrackers Russell US Multifactor ETF (DEUS) is an ETF from Xtrackers ETFs and State Street SPDR S&P 500 ETF Trust (SPY) is an ETF from State Street Investment Management. Over the past year DEUS returned +18.82% while SPY returned +21.44%. Year to date, DEUS is up 15.80% versus a gain of 13.78% for SPY.

Over three years, DEUS compounded at +16.53% per year against +21.38% for SPY; over five years the annualized figures are +9.39% and +12.80% respectively. Across the full 11-year window we track, SPY has the edge at +13.67% annualized vs +10.54%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

DEUS has been the more volatile fund, with annualized monthly volatility of 15.7% compared with 15.1% for SPY. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -40.9% for DEUS and -34.1% for SPY. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.92. They move almost in lockstep, so holding both mostly duplicates the same exposure.

Fees and Cost Over Time

DEUS charges 0.17% per year while SPY charges 0.09%. On a $10,000 position that is $17 vs $9 annually, a gap of $8 per year that compounds over a long holding period. On income, DEUS currently yields 1.38% against 1.01% for SPY.

Holdings Overlap

DEUS already in SPY67.8%
SPY already in DEUS91.9%

67.8% of DEUS's money is in holdings SPY also owns. 91.9% of SPY's money is in holdings DEUS also owns.

Most of SPY is already inside DEUS. Owning both mostly buys the same companies twice.

468 positions in common, counted across the 864 positions we hold weights for in DEUS and 504 in SPY, against full books of 868 and 505.

What only one of them owns

Our book lists 32 positions for SPY that do not appear in our book for DEUS (7.8% of the fund), and 372 for DEUS that do not appear in SPY (29.9%).

Some of those will be the same company recorded under a different code in one of the two books, so the real difference in what you would own is no larger than this and may be smaller. We do not name the individual positions here for that reason.

Top Shared Holdings

StockWeight in DEUSWeight in SPYDifference
NVDANvidia Corp.0.03%7.71%7.68%
AAPLApple, Inc0.28%6.83%6.55%
MSFTMicrosoft Corp 4.100 Feb 06 370.09%5.50%5.41%
AMZNAmazon.Com Inc0.04%4.08%4.04%
GOOGLAlphabet Inc.Class A0.12%3.33%3.21%
AVGOBroadcom Inc0.02%2.97%2.95%
GOOGAlphabet Inc. C0.10%2.67%2.57%
METAMeta Platform Inc 0.02%1.94%1.92%
MUMicron Technology, Inc.0.01%1.51%1.50%
BRK.BBerkshire Hathaway Inc Brk/B Us Equity0.04%1.42%1.38%

91.9% of SPY is already inside DEUS.

You probably hold more than these two. Add the rest and see how much of the whole book is the same companies twice.

DEUSSPY

Free for up to 10 holdings. No account needed.

Frequently Asked Questions

Which is cheaper, DEUS or SPY?

DEUS has an expense ratio of 0.17% while SPY charges 0.09%. SPY is the cheaper option, by $8 a year on a $10,000 investment.

Which performed better, DEUS or SPY?

Over the past year DEUS returned +18.82% vs +21.44% for SPY, so SPY leads on 1-year performance. Over the longest common window we track (11 years), DEUS annualized +10.54% vs +13.67% for SPY. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, DEUS or SPY?

DEUS has been the more volatile fund at 15.7% annualized versus 15.1% for SPY. Worst drawdown: DEUS -40.9% vs SPY -34.1%.

Should I hold both DEUS and SPY?

DEUS and SPY have a monthly-return correlation of 0.92, so they move almost identically. What is left to separate them is the fee and the index each one tracks. This is information, not a recommendation.

What is the holdings overlap between DEUS and SPY?

91.9% of SPY's money is in holdings DEUS also owns. 91.9% of SPY's is in holdings DEUS also owns. They hold 468 positions in common, counted across the 864 positions we hold weights for in DEUS and 504 in SPY.

Which pays a higher dividend, DEUS or SPY?

DEUS yields 1.38% while SPY yields 1.01%, so DEUS currently pays the higher dividend yield.

Is SPY better than DEUS?

SPY has a lower expense ratio. SPY led over 1Y, 3Y, 5Y and the full window. The two have moved almost in lockstep, correlation 0.92. DEUS is less concentrated, with 6.5% of the fund in its ten largest positions against 38.0%. Which one suits a particular account depends on what it is for. This is information, not a recommendation.