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Xtrackers FTSE Developed ex US Multifactor ETF (DE...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US2330515154

CUSIP

233051515

Inception Date

Nov 24, 2015

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

FTSE Developed ex US Comprehensive Factor Net Tax (US RIC) Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

DEEF has an expense ratio of 0.24%, which is considered low.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Xtrackers FTSE Developed ex US Multifactor ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
76.97%
170.46%
DEEF (Xtrackers FTSE Developed ex US Multifactor ETF)
Benchmark (^GSPC)

Returns By Period

Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) returned 14.41% year-to-date (YTD) and 13.44% over the past 12 months.


DEEF

YTD

14.41%

1M

13.67%

6M

10.21%

1Y

13.44%

5Y*

10.83%

10Y*

N/A

^GSPC (Benchmark)

YTD

-4.67%

1M

10.50%

6M

-3.04%

1Y

8.23%

5Y*

14.30%

10Y*

10.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of DEEF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.16%2.32%1.28%4.64%2.28%14.41%
2024-1.38%2.09%3.38%-3.22%3.82%-2.90%5.05%3.51%1.47%-5.60%1.29%-4.07%2.77%
20236.85%-3.22%3.27%2.57%-4.33%4.27%3.22%-2.82%-3.46%-3.08%8.01%5.61%16.99%
2022-3.93%-1.60%-0.30%-5.48%0.52%-8.52%4.73%-5.30%-10.90%3.31%12.13%-0.95%-16.94%
2021-0.64%0.43%3.90%2.32%3.38%-0.79%1.25%0.76%-3.71%2.07%-4.55%4.88%9.22%
2020-2.01%-8.71%-15.50%8.39%5.80%2.60%2.87%6.36%-1.00%-3.27%10.16%5.11%7.91%
20197.76%1.76%0.62%0.95%-4.11%4.66%-1.85%-1.18%2.65%3.19%1.08%2.77%19.30%
20183.81%-4.38%-0.31%0.91%-0.94%-2.00%1.46%-1.32%0.03%-7.53%-0.04%-4.73%-14.50%
20174.02%1.49%2.77%2.37%2.98%1.00%2.97%0.93%1.98%2.26%0.65%2.55%29.23%
2016-4.89%5.37%1.23%-0.04%-7.65%10.87%0.81%1.16%-4.77%-2.59%1.51%-0.29%
20150.00%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 79, DEEF is among the top 21% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DEEF is 7979
Overall Rank
The Sharpe Ratio Rank of DEEF is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of DEEF is 7979
Sortino Ratio Rank
The Omega Ratio Rank of DEEF is 7777
Omega Ratio Rank
The Calmar Ratio Rank of DEEF is 8787
Calmar Ratio Rank
The Martin Ratio Rank of DEEF is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current Xtrackers FTSE Developed ex US Multifactor ETF Sharpe ratio is 0.98. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Xtrackers FTSE Developed ex US Multifactor ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.98
0.55
DEEF (Xtrackers FTSE Developed ex US Multifactor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Xtrackers FTSE Developed ex US Multifactor ETF provided a 3.54% dividend yield over the last twelve months, with an annual payout of $1.14 per share. The fund has been increasing its distributions for 2 consecutive years.


3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend$1.14$1.14$1.13$0.84$1.21$0.82$1.08$0.70$0.78$1.04

Dividend yield

3.54%4.04%3.96%3.31%3.84%2.71%3.74%2.80%2.61%4.35%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers FTSE Developed ex US Multifactor ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.07$0.00$0.00$0.07
2024$0.00$0.00$0.07$0.00$0.00$0.41$0.00$0.00$0.50$0.00$0.00$0.16$1.14
2023$0.00$0.00$0.10$0.00$0.00$0.40$0.00$0.00$0.45$0.00$0.00$0.18$1.13
2022$0.00$0.00$0.07$0.00$0.00$0.41$0.00$0.00$0.16$0.00$0.00$0.20$0.84
2021$0.00$0.00$0.08$0.00$0.00$0.49$0.00$0.00$0.33$0.00$0.00$0.32$1.21
2020$0.00$0.00$0.08$0.00$0.00$0.15$0.00$0.00$0.43$0.00$0.00$0.16$0.82
2019$0.00$0.00$0.08$0.00$0.00$0.33$0.00$0.00$0.43$0.00$0.00$0.24$1.08
2018$0.00$0.00$0.05$0.00$0.00$0.31$0.00$0.00$0.25$0.00$0.00$0.10$0.70
2017$0.00$0.00$0.02$0.00$0.00$0.30$0.00$0.00$0.28$0.00$0.00$0.19$0.78
2016$0.14$0.00$0.00$0.24$0.00$0.00$0.47$0.00$0.00$0.19$1.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay0
-8.74%
DEEF (Xtrackers FTSE Developed ex US Multifactor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers FTSE Developed ex US Multifactor ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Xtrackers FTSE Developed ex US Multifactor ETF was 36.48%, occurring on Mar 23, 2020. Recovery took 170 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.48%Jan 29, 2018541Mar 23, 2020170Nov 20, 2020711
-31.08%Sep 7, 2021280Oct 14, 2022462Aug 19, 2024742
-11.07%Sep 27, 2024131Apr 7, 202510Apr 22, 2025141
-9.59%Jun 10, 20167Jun 27, 20169Jul 29, 201616
-9.04%Sep 8, 201642Nov 16, 201655Mar 17, 201797

Volatility

Volatility Chart

The current Xtrackers FTSE Developed ex US Multifactor ETF volatility is 6.78%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.78%
11.45%
DEEF (Xtrackers FTSE Developed ex US Multifactor ETF)
Benchmark (^GSPC)