Xtrackers Russell US Multifactor ETF (DEUS) is a ETF from Xtrackers ETFs and Invesco QQQ Trust, Series 1 (QQQ) is a ETF from Invesco (US). Over the past year DEUS returned +20.83% while QQQ returned +26.58%. Year to date, DEUS is up 15.83% versus a gain of 16.83% for QQQ.

Over three years, DEUS compounded at +15.65% per year against +24.70% for QQQ; over five years the annualized figures are +9.89% and +14.88% respectively. Across the full 11-year window we track, QQQ has the edge at +13.06% annualized vs +10.62%. Past performance does not guarantee future results.

QQQ has been the more volatile fund, with annualized monthly volatility of 30.6% compared with 15.8% for DEUS. 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 -83.0% for QQQ. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.

The two funds' monthly returns correlate at 0.74. They usually move together, but the gap leaves some room for diversification.

DEUS charges 0.17% per year while QQQ charges 0.18%. On a $10,000 position that is $17 vs $18 annually, a gap of $1 per year that compounds over a long holding period. On income, DEUS currently yields 1.41% against 0.41% for QQQ.