DEEF vs. EFAV
Compare and contrast key facts about Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and iShares Edge MSCI Min Vol EAFE ETF (EFAV).
DEEF and EFAV 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. EFAV is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Minimum Volatility Index. It was launched on Oct 18, 2011. Both DEEF and EFAV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEEF or EFAV.
Correlation
The correlation between DEEF and EFAV is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DEEF vs. EFAV - Performance Comparison
Key characteristics
DEEF:
0.98
EFAV:
1.91
DEEF:
1.45
EFAV:
2.57
DEEF:
1.19
EFAV:
1.36
DEEF:
1.37
EFAV:
2.66
DEEF:
3.19
EFAV:
6.59
DEEF:
4.75%
EFAV:
3.49%
DEEF:
15.47%
EFAV:
12.05%
DEEF:
-36.48%
EFAV:
-27.56%
DEEF:
0.00%
EFAV:
0.00%
Returns By Period
In the year-to-date period, DEEF achieves a 14.41% return, which is significantly lower than EFAV's 17.96% return.
DEEF
14.41%
13.67%
10.21%
13.44%
10.83%
N/A
EFAV
17.96%
10.77%
13.01%
21.86%
8.27%
4.95%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DEEF vs. EFAV - Expense Ratio Comparison
DEEF has a 0.24% expense ratio, which is higher than EFAV's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DEEF vs. EFAV — Risk-Adjusted Performance Rank
DEEF
EFAV
DEEF vs. EFAV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and iShares Edge MSCI Min Vol EAFE ETF (EFAV). 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.
Dividends
DEEF vs. EFAV - Dividend Comparison
DEEF's dividend yield for the trailing twelve months is around 3.54%, more than EFAV's 2.74% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEEF Xtrackers FTSE Developed ex US Multifactor ETF | 3.54% | 4.04% | 3.96% | 3.31% | 3.84% | 2.71% | 3.74% | 2.80% | 2.61% | 4.35% | 0.00% | 0.00% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 2.74% | 3.24% | 3.07% | 2.53% | 2.47% | 1.33% | 4.19% | 3.34% | 2.45% | 3.94% | 2.49% | 3.57% |
Drawdowns
DEEF vs. EFAV - Drawdown Comparison
The maximum DEEF drawdown since its inception was -36.48%, which is greater than EFAV's maximum drawdown of -27.56%. Use the drawdown chart below to compare losses from any high point for DEEF and EFAV. For additional features, visit the drawdowns tool.
Volatility
DEEF vs. EFAV - Volatility Comparison
Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) has a higher volatility of 6.78% compared to iShares Edge MSCI Min Vol EAFE ETF (EFAV) at 5.66%. This indicates that DEEF's price experiences larger fluctuations and is considered to be riskier than EFAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.