DEEF vs. CIL

Last updated Apr 1, 2026

Compare and contrast key facts about Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and VictoryShares International Volatility Wtd ETF (CIL).

DEEF and CIL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEEF is a passively managed fund by Deutsche Bank that tracks the performance of the FTSE Developed ex US Comprehensive Factor Net Tax (US RIC) Index. It was launched on Nov 24, 2015. CIL is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory International 500 Volatility Weighted Index. It was launched on Aug 19, 2015. Both DEEF and CIL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DEEF vs. CIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and VictoryShares International Volatility Wtd ETF (CIL). The values are adjusted to include any dividend payments, if applicable.

DEEF vs. CIL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DEEF Xtrackers FTSE Developed ex US Multifactor ETF	5.41%	32.36%	2.77%	16.99%	-16.94%	9.22%	7.90%	19.30%	-14.50%	29.23%
CIL VictoryShares International Volatility Wtd ETF	5.44%	32.99%	3.76%	16.29%	-16.00%	11.07%	7.21%	19.13%	-13.34%	27.67%

Returns By Period

The year-to-date returns for both investments are quite close, with DEEF having a 5.41% return and CIL slightly higher at 5.44%. Over the past 10 years, DEEF has underperformed CIL with an annualized return of 7.98%, while CIL has yielded a comparatively higher 8.47% annualized return.

DEEF

• 1D: 2.85%
• 1M: -7.64%
• YTD: 5.41%
• 6M: 10.87%
• 1Y: 30.51%
• 3Y*: 16.25%
• 5Y*: 7.77%
• 10Y*: 7.98%

CIL

• 1D: 0.00%
• 1M: 0.00%
• YTD: 5.44%
• 6M: 10.80%
• 1Y: 29.06%
• 3Y*: 16.16%
• 5Y*: 8.79%
• 10Y*: 8.47%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DEEF vs. CIL - Expense Ratio Comparison

DEEF has a 0.24% expense ratio, which is lower than CIL's 0.45% expense ratio.

CIL

VictoryShares International Volatility Wtd ETF

DEEF

Xtrackers FTSE Developed ex US Multifactor ETF

Return for Risk

DEEF vs. CIL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEEF

DEEF Risk / Return Rank: 90
DEEF Sharpe Ratio Rank: 91
DEEF Sortino Ratio Rank: 91
DEEF Omega Ratio Rank: 92
DEEF Calmar Ratio Rank: 88
DEEF Martin Ratio Rank: 89

CIL

CIL Risk / Return Rank: 92
CIL Sharpe Ratio Rank: 94
CIL Sortino Ratio Rank: 95
CIL Omega Ratio Rank: 96
CIL Calmar Ratio Rank: 81
CIL Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DEEF vs. CIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and VictoryShares International Volatility Wtd ETF (CIL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	DEEF	CIL	Difference
Sharpe ratio Return per unit of total volatility	2.04	2.29	-0.26
Sortino ratio Return per unit of downside risk	2.70	3.15	-0.45
Omega ratio Gain probability vs. loss probability	1.41	1.54	-0.13
Calmar ratio Return relative to maximum drawdown	2.79	2.32	+0.47
Martin ratio Return relative to average drawdown	11.11	15.10	-3.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DEEF vs. CIL - Sharpe Ratio Comparison

The current DEEF Sharpe Ratio is 2.04, which is comparable to the CIL Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of DEEF and CIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DEEF	CIL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.04	2.29	-0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.53	0.53	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.49	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.44	+0.04

Correlation

The correlation between DEEF and CIL is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DEEF vs. CIL - Dividend Comparison

DEEF's dividend yield for the trailing twelve months is around 3.53%, more than CIL's 2.38% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEEF Xtrackers FTSE Developed ex US Multifactor ETF	3.53%	3.63%	4.04%	3.96%	3.31%	3.84%	2.71%	3.74%	2.80%	2.61%	4.35%	0.00%
CIL VictoryShares International Volatility Wtd ETF	2.38%	2.70%	3.46%	2.91%	2.41%	3.04%	1.73%	2.69%	2.85%	2.17%	2.34%	0.43%

Drawdowns

DEEF vs. CIL - Drawdown Comparison

The maximum DEEF drawdown since its inception was -36.48%, roughly equal to the maximum CIL drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for DEEF and CIL.

Drawdown Indicators

	DEEF	CIL	Difference
Max Drawdown Largest peak-to-trough decline	-36.48%	-36.27%	-0.21%
Max Drawdown (1Y) Largest decline over 1 year	-10.64%	-9.66%	-0.98%
Max Drawdown (5Y) Largest decline over 5 years	-31.08%	-29.89%	-1.19%
Max Drawdown (10Y) Largest decline over 10 years	-36.48%	-36.27%	-0.21%
Current Drawdown Current decline from peak	-7.85%	-0.58%	-7.27%
Average Drawdown Average peak-to-trough decline	-7.15%	-6.66%	-0.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	1.73%	+0.94%

Volatility

DEEF vs. CIL - Volatility Comparison

Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) has a higher volatility of 7.76% compared to VictoryShares International Volatility Wtd ETF (CIL) at 0.00%. This indicates that DEEF's price experiences larger fluctuations and is considered to be riskier than CIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEEF	CIL	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.76%	0.00%	+7.76%
Volatility (6M) Calculated over the trailing 6-month period	10.43%	5.76%	+4.67%
Volatility (1Y) Calculated over the trailing 1-year period	15.07%	13.30%	+1.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.87%	16.67%	-1.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.24%	17.32%	-1.08%