DEUS vs BSMT

Comparison between XTRACKERS RUSSELL US MULTIFACTOR ETF (DEUS, ETF) and INVESCO BULLETSHARES 2029 MUNICIPAL BOND ETF (BSMT, ETF).

5-Year PerformanceDEUS has outperformed BSMT, delivering a return of +9.7% compared to -0.3%

DEUS vs BSMT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DEUS(ETF)	BSMT(ETF)
Net Assets	$272M	$271M
Expense Ratio	0.17%	0.18%
Max Drawdown	40.85%	17.74%
Sharpe Ratio	1.40	0.56
5Y Beta	0.70	0.01
P/E Ratio	22.18	N/A
Forward P/E	16.53	N/A
5Y Dividends CAGR	10.15%	9.71%
5Y EPS CAGR	14.26%	N/A
Debt to Equity	24.46%	N/A
P/S Ratio	1.44	N/A
P/B Ratio	3.25	N/A

Net Assets

Winner

DEUS

$272M

BSMT

$271M

Expense Ratio

Winner

DEUS

0.17%

BSMT

0.18%

Max Drawdown

DEUS

40.85%

Winner

BSMT

17.74%

Sharpe Ratio

Winner

DEUS

1.40

BSMT

0.56

5Y Beta

DEUS

0.70

Winner

BSMT

0.01

P/E Ratio

DEUS

22.18

BSMT

N/A

Forward P/E

DEUS

16.53

BSMT

N/A

5Y Dividends CAGR

Winner

DEUS

10.15%

BSMT

9.71%

5Y EPS CAGR

DEUS

14.26%

BSMT

N/A

Debt to Equity

DEUS

24.46%

BSMT

N/A

P/S Ratio

DEUS

1.44

BSMT

N/A

P/B Ratio

DEUS

3.25

BSMT

N/A

DEUS vs BSMT - Historical Returns

Returns include dividend reinvestment.

Period	DEUS	BSMT
1 month	+3.40%	+0.20%
3 months	+9.31%	+0.15%
6 months	+12.33%	+1.15%
1 year	+19.99%	+4.61%
5 years(CAGR)	+9.68%	-0.28%
10 years(CAGR)	+11.55%	N/A
Max(CAGR)	+11.45%	+0.94%

Winner

DEUS

+3.40%

BSMT

+0.20%

Winner

DEUS

+9.31%

BSMT

+0.15%

Winner

DEUS

+12.33%

BSMT

+1.15%

Winner

DEUS

+19.99%

BSMT

+4.61%

5Y(CAGR)

Winner

DEUS

+9.68%

BSMT

-0.28%

10Y(CAGR)

DEUS

+11.55%

BSMT

N/A

Max(CAGR)

Winner

DEUS

+11.45%

BSMT

+0.94%

DEUS vs BSMT - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	DEUS	BSMT
2026	+12.18%	+0.76%
2025	+10.66%	+3.62%
2024	+14.82%	+0.36%
2023	+14.99%	+5.16%
2022	-10.60%	-10.94%
2021	+28.49%	+1.42%
2020	+8.53%	+6.96%
2019	+29.55%	-0.35%
2018	-9.25%	N/A
2017	+19.90%	N/A
2016	+14.51%	N/A
2015	+0.45%	N/A

DEUS vs BSMT Drawdown Comparison

The maximum drawdown for DEUS was -40.45%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.

The maximum drawdown for BSMT was -16.19%, occurring on Oct 31, 2022. This drawdown has not yet recovered.

The current BSMT drawdown is -2.23%.

Rank	DEUS	BSMT
#1	-40.45% Feb 19, 2020 - Nov 13, 2020	-16.19% Jul 19, 2021 - Oct 31, 2022
#2	-20.90% Dec 29, 2021 - Dec 13, 2023	-15.09% Feb 27, 2020 - Jul 23, 2020
#3	-19.78% Aug 29, 2018 - Jun 19, 2019	-3.42% Feb 11, 2021 - Jun 9, 2021
#4	-16.69% Nov 26, 2024 - Aug 13, 2025	-2.88% Aug 10, 2020 - Dec 8, 2020
#5	-9.27% Jan 26, 2018 - Aug 20, 2018	-2.14% Oct 9, 2019 - Jan 9, 2020
#6	-8.55% Dec 28, 2015 - Mar 14, 2016	-0.72% Jun 10, 2021 - Jul 6, 2021
#7	-6.83% Mar 2, 2026 - Apr 30, 2026	-0.53% Jan 6, 2021 - Jan 26, 2021
#8	-6.20% Nov 16, 2021 - Dec 27, 2021	-0.52% Sep 25, 2019 - Oct 9, 2019
#9	-6.20% Mar 28, 2024 - Jul 16, 2024	-0.47% Jan 31, 2020 - Feb 18, 2020
#10	-5.66% Jul 26, 2019 - Oct 21, 2019	-0.25% Jul 31, 2020 - Aug 4, 2020
#11	-5.53% Aug 15, 2016 - Nov 22, 2016	-0.15% Dec 28, 2020 - Dec 30, 2020
#12	-5.23% Jul 31, 2024 - Aug 21, 2024	-0.14% Jan 27, 2020 - Jan 31, 2020
#13	-5.12% Sep 2, 2021 - Oct 20, 2021	-0.13% Dec 21, 2020 - Dec 28, 2020
#14	-5.09% Jun 8, 2016 - Jul 8, 2016	-0.13% Aug 4, 2020 - Aug 10, 2020
#15	-4.32% Jan 20, 2021 - Feb 8, 2021	-0.10% Jul 28, 2020 - Jul 31, 2020

Correlation

Correlation between DEUS and BSMT is 0.29 which considered as a very weak or no correlation - the stocks move independently of each other.

0.29

-101

Dividend Comparison (2016 - 2026)

DEUS vs BSMT dividend yield comparison.

Year	DEUS	BSMT
2026	0.25%	1.13%
2025	1.59%	2.78%
2024	1.36%	2.80%
2023	1.49%	2.62%
2022	1.74%	1.65%
2021	1.14%	1.31%
2020	1.61%	1.82%
2019	1.65%	0.48%
2018	1.77%	0.00%
2017	1.31%	0.00%
2016	2.75%	0.00%