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DEEF vs. DWMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DEEF vs. DWMF

Last updated Jun 4, 2026

DEEF (Xtrackers FTSE Developed ex US Multifactor ETF) and DWMF (WisdomTree International Multifactor Fund) are both Foreign Large Cap Equities funds. DEEF is passively managed, while DWMF is actively managed. Over the past 5 years, DEEF returned 7.51%/yr vs 8.14%/yr for DWMF. Their correlation of 0.85 suggests significant overlap in exposure. DEEF charges 0.24%/yr vs 0.38%/yr for DWMF.

Performance

DEEF vs. DWMF - Performance Comparison

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

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Returns By Period

In the year-to-date period, DEEF achieves a 10.24% return, which is significantly higher than DWMF's 1.89% return.

DEEF

1D
-0.08%
1M
2.38%
YTD
10.24%
6M
13.08%
1Y
23.80%
3Y*
17.65%
5Y*
7.51%
10Y*
8.28%

DWMF

1D
-0.69%
1M
-0.93%
YTD
1.89%
6M
3.01%
1Y
7.73%
3Y*
13.07%
5Y*
8.14%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEEF vs. DWMF - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
DEEF
Xtrackers FTSE Developed ex US Multifactor ETF		10.24%32.36%2.77%16.99%-16.94%9.22%7.90%19.30%-10.81%
DWMF
WisdomTree International Multifactor Fund		1.89%24.42%10.22%10.78%-7.31%11.24%-1.18%16.10%-7.30%

Correlation

The correlation between DEEF and DWMF is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.82

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2018

0.85

The correlation between DEEF and DWMF has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

DEEF vs. DWMF - Sectors Allocation Comparison

Sectors
DEEF
DWMF

Industrials

23.4%
18.9%

Financial Services

14.2%
20.0%

Consumer Cyclical

10.8%
5.5%

Consumer Defensive

9.7%
11.5%

Basic Materials

9.6%
3.7%

Utilities

6.8%
9.2%

Real Estate

5.4%
6.7%

Energy

4.9%
2.0%

Technology

4.8%
4.0%

Healthcare

4.4%
9.0%

Communication Services

4.2%
9.5%

Industrials

DEEF
23.4%
DWMF
18.9%

Financial Services

DEEF
14.2%
DWMF
20.0%

Consumer Cyclical

DEEF
10.8%
DWMF
5.5%

Consumer Defensive

DEEF
9.7%
DWMF
11.5%

Basic Materials

DEEF
9.6%
DWMF
3.7%

Utilities

DEEF
6.8%
DWMF
9.2%

Real Estate

DEEF
5.4%
DWMF
6.7%

Energy

DEEF
4.9%
DWMF
2.0%

Technology

DEEF
4.8%
DWMF
4.0%

Healthcare

DEEF
4.4%
DWMF
9.0%

Communication Services

DEEF
4.2%
DWMF
9.5%

Compare stocks, funds, or ETFs

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

Xtrackers FTSE Developed ex US Multifactor ETF

WisdomTree International Multifactor Fund

Often compared with DEEF:
DEEF vs. QLVDDEEF vs. VOODEEF vs. VYMIDEEF vs. HDEFDEEF vs. SPYDEEF vs. VXUSDEEF vs. EFAV
Often compared with DWMF:
DWMF vs. BROIXDWMF vs. FEPDWMF vs. FEUZDWMF vs. AIVIDWMF vs. DFIVDWMF vs. VXUSDWMF vs. VEA

Return for Risk

DEEF vs. DWMF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DEEF
DEEF Risk / Return Rank: 4949
Overall Rank
DEEF Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
DEEF Sortino Ratio Rank: 5050
Sortino Ratio Rank
DEEF Omega Ratio Rank: 5252
Omega Ratio Rank
DEEF Calmar Ratio Rank: 4646
Calmar Ratio Rank
DEEF Martin Ratio Rank: 4747
Martin Ratio Rank
DWMF
DWMF Risk / Return Rank: 2020
Overall Rank
DWMF Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
DWMF Sortino Ratio Rank: 2020
Sortino Ratio Rank
DWMF Omega Ratio Rank: 2020
Omega Ratio Rank
DWMF Calmar Ratio Rank: 2020
Calmar Ratio Rank
DWMF Martin Ratio Rank: 2121
Martin Ratio Rank
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. DWMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and WisdomTree International Multifactor Fund (DWMF). 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.

DEEFDWMFDifference
Sharpe ratioReturn per unit of total volatility
1.77
0.71

+1.06

Sortino ratioReturn per unit of downside risk
2.43
1.06

+1.38

Omega ratioGain probability vs. loss probability

1.32

1.13

+0.19

Calmar ratioReturn relative to maximum drawdown

2.25

0.89

+1.36

Martin ratioReturn relative to average drawdown

7.82

2.61

+5.21

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. DWMF - Sharpe Ratio Comparison

The current DEEF Sharpe Ratio is 1.77, which is higher than the DWMF Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of DEEF and DWMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

DEEFDWMFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.71

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.73

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.50

0.00

Drawdowns

DEEF vs. DWMF - Drawdown Comparison

The maximum DEEF drawdown since its inception was -36.48%, which is greater than DWMF's maximum drawdown of -29.72%. Use the drawdown chart below to compare losses from any high point for DEEF and DWMF.

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Drawdown Indicators

DEEFDWMFDifference

Max Drawdown

Largest peak-to-trough decline

-36.48%

-29.72%

-6.76%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-8.74%

-1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-11.07%

-8.74%

-2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-31.08%

-17.00%

-14.08%

Max Drawdown (10Y)

Largest decline over 10 years

-36.48%

—

—

Current Drawdown

Current decline from peak

-3.63%

-7.11%

+3.48%

Average Drawdown

Average peak-to-trough decline

-7.09%

-3.90%

-3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.97%

+0.08%

Volatility

DEEF vs. DWMF - Volatility Comparison

Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) has a higher volatility of 3.88% compared to WisdomTree International Multifactor Fund (DWMF) at 3.36%. This indicates that DEEF's price experiences larger fluctuations and is considered to be riskier than DWMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DEEFDWMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

3.36%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

8.73%

+2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

13.53%

11.02%

+2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.93%

11.23%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.29%

14.11%

+2.18%

DEEF vs. DWMF - Expense Ratio Comparison

DEEF has a 0.24% expense ratio, which is lower than DWMF's 0.38% expense ratio.

Dividends

DEEF vs. DWMF - Dividend Comparison

DEEF's dividend yield for the trailing twelve months is around 3.38%, more than DWMF's 2.92% yield.

PositionTTM2025202420232022202120202019201820172016
DEEF
Xtrackers FTSE Developed ex US Multifactor ETF		3.38%3.63%4.04%3.96%3.31%3.84%2.71%3.74%2.80%2.61%4.35%
DWMF
WisdomTree International Multifactor Fund		2.92%2.80%3.50%4.01%3.41%3.54%2.06%2.77%1.15%0.00%0.00%

Frequently Asked Questions

DEEF and DWMF have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DEEF has higher volatility (3.88%) compared to DWMF (3.36%). In terms of maximum drawdown, DEEF dropped -36.48% vs DWMF's -29.72%.

On 5-year performance, DWMF leads with 8.14% vs 7.51% for DEEF. On fees, DEEF is cheaper at 0.24% per year. On volatility, DWMF has been the lower-risk option at 3.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DWMF has performed better with a 8.14% return vs 7.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DEEF is cheaper with a 0.24% expense ratio, compared with 0.38% for DWMF.

DEEF has the higher dividend yield at 3.38%, compared with 2.92% for DWMF.

They also come from different issuers: Deutsche Bank and WisdomTree. Their fees differ too: 0.24% for DEEF and 0.38% for DWMF.

DEEF currently has the higher Sharpe Ratio (1.77 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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