Screener
OMFL vs DEUS
Invesco Russell 1000 Dynamic Multifactor ETF vs Xtrackers Russell US Multifactor ETF
Key differences
- DEUS costs 0.12% less per year.
- OMFL is significantly larger than DEUS — larger funds tend to be more liquid and less likely to close.
- OMFL is classified as alternative, while DEUS is equity — different risk/return profiles.
- OMFL follows a systematic alpha strategy; DEUS uses index tracking.
- Over the last 3 years, DEUS has delivered higher annualized returns.
Side-by-side comparison
| OMFL | DEUS | |
|---|---|---|
| Annual cost (TER) | 0.29% | 0.17% |
| Fund size (AUM) | $4.6B | $256M |
| Since | 2017 | 2015 |
| Dividend yield | 0.78% | 1.48% |
| Asset class | alternative | equity |
| Region | north america | north america |
| Strategy | systematic alpha | index tracking |
| CAGR 1Y | +23.5% | +18.5% |
| CAGR 3Y | +14.3% | +16.3% |
| CAGR 5Y | +9.4% | +9.4% |
| Sharpe 3Y | 0.74 | 0.94 |
| Volatility 1Y | 12.16% | 11.12% |
| Max drawdown | -33.24% | -40.47% |
Green dot indicates the better value for that metric. Performance data is historical and does not predict future results.
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