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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


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S&P 500

Returns By Period

Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) returned 17.36% year-to-date (YTD) and 16.74% over the past 12 months.


DEEF

YTD

17.36%

1M

4.91%

6M

12.58%

1Y

16.74%

3Y*

9.39%

5Y*

9.76%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*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%4.91%17.36%
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%
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%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 8080
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 Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Xtrackers FTSE Developed ex US Multifactor ETF Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 1.09
  • 5-Year: 0.64
  • All Time: 0.41

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Xtrackers FTSE Developed ex US Multifactor ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Xtrackers FTSE Developed ex US Multifactor ETF provided a 3.46% 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

3.46%4.04%3.97%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$0.19$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.


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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 0.47%.


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
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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