- ISIN
- US2330515154
- CUSIP
- 233051515
- Issuer
- Deutsche Bank
- Inception Date
- Nov 24, 2015
- Region
- Developed Markets (Broad)
- Category
- Foreign Large Cap Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- FTSE Developed ex US Comprehensive Factor Net Tax (US RIC) Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $55M
Share Price Chart
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Performance
DEEF Performance Chart
Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) is up 8.1% since the beginning of the year. DEEF is currently trading at $39 per share. Investors who bought $1,000 worth of DEEF shares 5 years ago would now be looking at an investment worth $1,409.
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Returns By Period
Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) has returned 8.14% so far this year and 20.95% over the past 12 months. Over the last ten years, DEEF has returned 7.90% per year, falling short of the S&P 500 Index benchmark, which averaged 13.33% annually.
Xtrackers FTSE Developed ex US Multifactor ETF
- 1D
- -0.78%
- 1M
- -3.20%
- YTD
- 8.14%
- 6M
- 10.63%
- 1Y
- 20.95%
- 3Y*
- 16.69%
- 5Y*
- 7.10%
- 10Y*
- 7.90%
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- -0.21%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 23.05%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
DEEF Monthly Returns History
Based on dividend-adjusted daily data since Nov 24, 2015, DEEF's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.
Historically, 63% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +12.1%, while the worst month was Mar 2020 at -15.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DEEF closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +8.0%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.15% | 8.54% | -7.64% | 4.57% | 1.24% | -3.10% | 8.14% | ||||||
| 2025 | 3.16% | 2.32% | 1.29% | 4.64% | 4.91% | 3.12% | -0.95% | 4.34% | 0.63% | 0.44% | 2.08% | 2.58% | 32.36% |
| 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% |
| 2023 | 6.85% | -3.22% | 3.27% | 2.57% | -4.33% | 4.26% | 3.22% | -2.82% | -3.45% | -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% |
Benchmark Metrics
Xtrackers FTSE Developed ex US Multifactor ETF has an annualized alpha of -0.54%, beta of 0.69, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since November 25, 2015.
- This ETF participated in 81.66% of S&P 500 Index downside but only 67.15% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.69 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- -0.54%
- Beta
- 0.69
- R²
- 0.59
- Upside Capture
- 67.15%
- Downside Capture
- 81.66%
Expense Ratio
DEEF has an expense ratio of 0.24%, which is considered low.
Return for Risk
Risk / Return Rank
DEEF ranks 48 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and compare them to S&P 500 Index.
| DEEF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.36 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 2.69 | -0.68 |
| Martin ratioReturn relative to average drawdown | 6.90 | 12.34 | -5.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Xtrackers FTSE Developed ex US Multifactor ETF provided a 3.44% dividend yield over the last twelve months, with an annual payout of $1.34 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.34 | $1.31 | $1.14 | $1.13 | $0.84 | $1.21 | $0.82 | $1.08 | $0.70 | $0.78 | $1.04 |
Dividend yield | 3.44% | 3.63% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.00 | $0.10 | ||||||
| 2025 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.48 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.29 | $1.31 |
| 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 |
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.
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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.
The current Xtrackers FTSE Developed ex US Multifactor ETF drawdown is 5.47%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.48%Mar 2020 | 2y 1mo | 8mo 2d | 2y 9moJan 2018 - Nov 2020 |
Bear market2022 | -31.08%Oct 2022 | 1y 1mo | 1y 10mo | 2y 11moSep 2021 - Aug 2024 |
2025 selloff2025 | -11.07%Apr 2025 | 6mo 12d | 15d | 6mo 27dSep 2024 - Apr 2025 |
2026 correction2026 | -10.64%Mar 2026 | 22d | — | 3mo 12dFeb 2026 - now |
2016 pullback2016 | -9.55%Jun 2016 | 17d | 1mo 2d | 1mo 19dJun 2016 - Jul 2016 |
Drawdown Indicators
| DEEF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.48% | -56.78% | +20.30% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -9.10% | -1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -11.07% | -18.90% | +7.83% |
Max Drawdown (5Y)Largest decline over 5 years | -31.08% | -25.43% | -5.65% |
Max Drawdown (10Y)Largest decline over 10 years | -36.48% | -33.92% | -2.56% |
Current DrawdownCurrent decline from peak | -5.47% | -2.97% | -2.50% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -10.72% | +3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 1.97% | +1.12% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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