DEUS vs GTIP

Comparison between XTRACKERS RUSSELL US MULTIFACTOR ETF (DEUS, ETF) and GOLDMAN SACHS ACCESS INFLATION PROTECTED USD BOND ETF (GTIP, ETF).

5-Year PerformanceDEUS has outperformed GTIP, delivering a return of +9.3% compared to +1.0%

DEUS vs GTIP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DEUS(ETF)	GTIP(ETF)
Net Assets	$256M	$256M
Expense Ratio	0.17%	0.12%
Max Drawdown	40.85%	21.37%
Sharpe Ratio	1.27	0.15
5Y Beta	0.70	0.03
P/E Ratio	21.22	N/A
Forward P/E	16.28	N/A
5Y Dividends CAGR	10.15%	21.14%
5Y EPS CAGR	14.89%	N/A
Debt to Equity	31.02%	N/A
P/S Ratio	1.41	N/A
P/B Ratio	3.19	N/A

Net Assets

DEUS

$256M

Winner

GTIP

$256M

Expense Ratio

DEUS

0.17%

Winner

GTIP

0.12%

Max Drawdown

DEUS

40.85%

Winner

GTIP

21.37%

Sharpe Ratio

Winner

DEUS

1.27

GTIP

0.15

5Y Beta

DEUS

0.70

Winner

GTIP

0.03

P/E Ratio

DEUS

21.22

GTIP

N/A

Forward P/E

DEUS

16.28

GTIP

N/A

5Y Dividends CAGR

DEUS

10.15%

Winner

GTIP

21.14%

5Y EPS CAGR

DEUS

14.89%

GTIP

N/A

Debt to Equity

DEUS

31.02%

GTIP

N/A

P/S Ratio

DEUS

1.41

GTIP

N/A

P/B Ratio

DEUS

3.19

GTIP

N/A

DEUS vs GTIP - Historical Returns

Returns include dividend reinvestment.

Period	DEUS	GTIP
1 month	+1.92%	-0.37%
3 months	+4.13%	-0.07%
6 months	+11.28%	+0.93%
1 year	+18.76%	+4.39%
5 years(CAGR)	+9.29%	+0.99%
10 years(CAGR)	+11.26%	+2.62%
Max(CAGR)	+11.27%	+3.16%

Winner

DEUS

+1.92%

GTIP

-0.37%

Winner

DEUS

+4.13%

GTIP

-0.07%

Winner

DEUS

+11.28%

GTIP

+0.93%

Winner

DEUS

+18.76%

GTIP

+4.39%

5Y(CAGR)

Winner

DEUS

+9.29%

GTIP

+0.99%

10Y(CAGR)

Winner

DEUS

+11.26%

GTIP

+2.62%

Max(CAGR)

Winner

DEUS

+11.27%

GTIP

+3.16%

DEUS vs GTIP - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	DEUS	GTIP
2026	+10.11%	+1.14%
2025	+10.66%	+6.57%
2024	+14.82%	+2.10%
2023	+14.99%	+3.57%
2022	-10.60%	-11.68%
2021	+28.49%	+5.69%
2020	+8.53%	+10.26%
2019	+29.55%	+8.20%
2018	-9.25%	+0.24%
2017	+19.90%	N/A
2016	+14.51%	+11.38%
2015	+0.45%	N/A

DEUS vs GTIP Drawdown Comparison

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

The maximum drawdown for GTIP was -14.30%, occurring on Oct 10, 2022. Recovery took 1068 trading sessions.

The current DEUS drawdown is -0.76%. The current GTIP drawdown is -0.66%.

Rank	DEUS	GTIP
#1	-40.45% Feb 19, 2020 - Nov 13, 2020	-14.30% Nov 9, 2021 - Feb 12, 2026
#2	-20.90% Dec 29, 2021 - Dec 13, 2023	-10.55% Mar 6, 2020 - Jun 10, 2020
#3	-19.78% Aug 29, 2018 - Jun 19, 2019	-4.21% Aug 23, 2016 - Mar 22, 2019
#4	-16.69% Nov 26, 2024 - Aug 13, 2025	-2.86% Jan 28, 2021 - May 5, 2021
#5	-9.27% Jan 26, 2018 - Aug 20, 2018	-2.38% Aug 29, 2019 - Jan 3, 2020
#6	-8.55% Dec 28, 2015 - Mar 14, 2016	-2.02% Feb 27, 2026 - May 1, 2026
#7	-6.83% Mar 2, 2026 - Apr 30, 2026	-1.87% Feb 10, 2016 - Mar 4, 2016
#8	-6.20% Nov 16, 2021 - Dec 27, 2021	-1.68% Jun 23, 2016 - Jun 30, 2016
#9	-6.20% Mar 28, 2024 - Jul 16, 2024	-1.67% Mar 18, 2016 - Mar 31, 2016
#10	-5.66% Jul 26, 2019 - Oct 21, 2019	-1.55% May 2, 2016 - Jun 3, 2016
#11	-5.53% Aug 15, 2016 - Nov 22, 2016	-1.52% Jan 13, 2016 - Jan 26, 2016
#12	-5.23% Jul 31, 2024 - Aug 21, 2024	-1.47% Oct 27, 2021 - Nov 8, 2021
#13	-5.12% Sep 2, 2021 - Oct 20, 2021	-1.47% Sep 9, 2021 - Oct 26, 2021
#14	-5.09% Jun 8, 2016 - Jul 8, 2016	-1.32% Sep 2, 2020 - Nov 30, 2020
#15	-4.32% Jan 20, 2021 - Feb 8, 2021	-1.29% Jul 14, 2016 - Jul 29, 2016

Correlation

Correlation between DEUS and GTIP is 0.82 which considered as a strong positive correlation - the stocks tend to move together.

0.82

-101

Dividend Comparison (2016 - 2026)

DEUS vs GTIP dividend yield comparison.

Year	DEUS	GTIP
2026	0.25%	1.95%
2025	1.59%	4.58%
2024	1.36%	3.52%
2023	1.49%	2.77%
2022	1.74%	6.47%
2021	1.14%	3.82%
2020	1.61%	1.04%
2019	1.65%	2.34%
2018	1.77%	0.66%
2017	1.31%	0.00%
2016	2.75%	0.00%