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dios m. (Noun) "god"
10th cent. From Latin deus 'id.,' from Old Latin deiuos. From Proto-Italic *deiwo- 'id.' From Proto-Indo-European *dei̯-u̯-o- 'id.' From earlier *di̯-eu̯-, the name of the Indo-European sky god. See also día.
Indo-European
Romance
Asturian dios, Portuguese deus, Galician deus, Catalan déu, French dieu, Italian dio, Romanian zeu, Sardinian déu
Italic
Oscan διωϝηις (dioweis), Umbrian di "Zeus!," Pre-Samnite δι- (di-), Marrucinian ioues, Paelignian iouiois "to the gods," Marsian iouies 'id.'
Celtic
Old Irish dïe "day," Old Welsh did 'id.,' Old Breton ded 'id.,' Old Cornish det 'id.'
Germanic
Old Norse Týr "Tyr," Old English Tiw (English Týr, Tuesday)
Balto-Slavic
Old Church Slavonic dьnь "day," Lithuanian diẽvas, Old Prussian deiwas
Hellenic
Ancient Greek Zεύς (dzeys) "Zeus," Mycenaean di-we
Messapian
Messapian zis "Zeus"
Armenian
Armenian tiw
Indo-Iranian
Sanskrit devá- "god," Old Avestan daēuua- "god (of the pre-Zoroastrian peoples)"

The expected evolution of Latin into Spanish would have been **dio. Perhaps -s was conserved due to the important role of the word and its frequent use.