Xtrackers Russell US Multifactor ETF (DEUS) is a ETF from Xtrackers ETFs and Vanguard Total International Stock ETF (VXUS) is a ETF from Vanguard (US). Over the past year DEUS returned +19.89% while VXUS returned +27.13%. Year to date, DEUS is up 14.59% versus a gain of 11.13% for VXUS.

Over three years, DEUS compounded at +14.89% per year against +17.24% for VXUS; over five years the annualized figures are +9.94% and +8.71% respectively. Across the full 11-year window we track, DEUS has the edge at +10.53% annualized vs +4.66%. Past performance does not guarantee future results.

DEUS has been the more volatile fund, with annualized monthly volatility of 15.8% compared with 15.1% for VXUS. 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 -39.9% for VXUS. 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 0.84. They usually move together, but the gap leaves some room for diversification.

DEUS charges 0.17% per year while VXUS charges 0.05%. On a $10,000 position that is $17 vs $5 annually, a gap of $12 per year that compounds over a long holding period. On income, DEUS currently yields 1.41% against 2.60% for VXUS.