DEEF vs. FID

Last updated Jun 4, 2026

DEEF (Xtrackers FTSE Developed ex US Multifactor ETF) and FID (First Trust S&P International Dividend Aristocrats ETF) are both Foreign Large Cap Equities funds - DEEF tracks the FTSE Developed ex US Comprehensive Factor Net Tax (US RIC) Index while FID tracks the S&P International Dividend Aristocrats Index. Both are passively managed. Over the past 5 years, DEEF returned 7.51%/yr vs 7.74%/yr for FID. A 0.78 correlation means they provide meaningful diversification when combined. DEEF charges 0.24%/yr vs 0.60%/yr for FID.

Performance

DEEF vs. FID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and First Trust S&P International Dividend Aristocrats ETF (FID). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DEEF achieves a 10.24% return, which is significantly higher than FID's 8.56% 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%

FID

• 1D: -1.11%
• 1M: 2.56%
• YTD: 8.56%
• 6M: 10.95%
• 1Y: 23.28%
• 3Y*: 17.43%
• 5Y*: 7.74%
• 10Y*: —

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

DEEF vs. FID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
DEEF Xtrackers FTSE Developed ex US Multifactor ETF	10.24%	32.36%	2.77%	16.99%	-16.94%	9.22%	7.90%	19.30%	-13.04%
FID First Trust S&P International Dividend Aristocrats ETF	8.56%	32.07%	5.42%	9.92%	-9.69%	12.90%	-7.56%	20.82%	-8.00%

Correlation

The correlation between DEEF and FID is 0.84, 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	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Aug 30, 2018	0.78

The correlation between DEEF and FID has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.

DEEF vs. FID - Sectors Allocation Comparison

Sectors	DEEF	FID
Industrials	23.4%	13.5%
Financial Services	14.2%	20.8%
Consumer Cyclical	10.8%	4.0%
Consumer Defensive	9.7%	3.7%
Basic Materials	9.6%	4.3%
Utilities	6.8%	17.4%
Real Estate	5.4%	9.4%
Energy	4.9%	8.0%
Technology	4.8%	4.1%
Healthcare	4.4%	3.5%
Communication Services	4.2%	11.5%

Return for Risk

DEEF vs. FID — Risk / Return Rank

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

DEEF

DEEF Risk / Return Rank: 49
DEEF Sharpe Ratio Rank: 52
DEEF Sortino Ratio Rank: 50
DEEF Omega Ratio Rank: 52
DEEF Calmar Ratio Rank: 46
DEEF Martin Ratio Rank: 47

FID

FID Risk / Return Rank: 62
FID Sharpe Ratio Rank: 69
FID Sortino Ratio Rank: 71
FID Omega Ratio Rank: 67
FID Calmar Ratio Rank: 53
FID Martin Ratio Rank: 53

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. FID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) and First Trust S&P International Dividend Aristocrats ETF (FID). 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	FID	Difference
Sharpe ratio: Return per unit of total volatility	1.77	2.30	-0.53
Sortino ratio: Return per unit of downside risk	2.43	3.26	-0.83
Omega ratio: Gain probability vs. loss probability	1.32	1.41	-0.09
Calmar ratio: Return relative to maximum drawdown	2.25	2.62	-0.37
Martin ratio: Return relative to average drawdown	7.82	9.14	-1.33
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. FID - Sharpe Ratio Comparison

The current DEEF Sharpe Ratio is 1.77, which is comparable to the FID Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of DEEF and FID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DEEF	FID	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.77	2.30	-0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.46	+0.05
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	0.39	+0.11

Drawdowns

DEEF vs. FID - Drawdown Comparison

The maximum DEEF drawdown since its inception was -36.48%, smaller than the maximum FID drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for DEEF and FID.

Drawdown Indicators

	DEEF	FID	Difference
Max Drawdown Largest peak-to-trough decline	-36.48%	-39.79%	+3.31%
Max Drawdown (1Y) Largest decline over 1 year	-10.64%	-8.93%	-1.71%
Max Drawdown (3Y) Largest decline over 3 years	-11.07%	-10.97%	-0.10%
Max Drawdown (5Y) Largest decline over 5 years	-31.08%	-29.13%	-1.95%
Max Drawdown (10Y) Largest decline over 10 years	-36.48%	—	—
Current Drawdown Current decline from peak	-3.63%	-1.11%	-2.52%
Average Drawdown Average peak-to-trough decline	-7.09%	-8.47%	+1.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.05%	2.55%	+0.50%

Volatility

DEEF vs. FID - Volatility Comparison

Xtrackers FTSE Developed ex US Multifactor ETF (DEEF) has a higher volatility of 3.88% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 3.00%. This indicates that DEEF's price experiences larger fluctuations and is considered to be riskier than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEEF	FID	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	3.00%	+0.88%
Volatility (6M) Calculated over the trailing 6-month period	11.62%	8.12%	+3.50%
Volatility (1Y) Calculated over the trailing 1-year period	13.53%	10.16%	+3.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.93%	17.04%	-2.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.29%	18.96%	-2.67%

DEEF vs. FID - Expense Ratio Comparison

DEEF has a 0.24% expense ratio, which is lower than FID's 0.60% expense ratio.

Dividends

DEEF vs. FID - Dividend Comparison

DEEF's dividend yield for the trailing twelve months is around 3.38%, less than FID's 4.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
FID First Trust S&P International Dividend Aristocrats ETF	4.02%	4.30%	4.31%	4.19%	4.22%	3.76%	3.91%	3.70%	1.74%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DEEF and FID in my portfolio?

DEEF and FID have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DEEF or FID?

DEEF has higher volatility (3.88%) compared to FID (3.00%). In terms of maximum drawdown, DEEF dropped -36.48% vs FID's -39.79%.

Which ETF is better, DEEF or FID?

On 5-year performance, FID leads with 7.74% vs 7.51% for DEEF. On fees, DEEF is cheaper at 0.24% per year. On volatility, FID has been the lower-risk option at 3.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEEF or FID?

Over the 5-year period, FID has performed better with a 7.74% return vs 7.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEEF or FID?

DEEF is cheaper with a 0.24% expense ratio, compared with 0.60% for FID.

Which ETF pays a higher dividend yield, DEEF or FID?

FID has the higher dividend yield at 4.02%, compared with 3.38% for DEEF.

What is the main difference between DEEF and FID?

DEEF tracks FTSE Developed ex US Comprehensive Factor Net Tax (US RIC) Index, while FID tracks S&P International Dividend Aristocrats Index. They also come from different issuers: Deutsche Bank and First Trust. Their fees differ too: 0.24% for DEEF and 0.60% for FID.

Which has better risk-adjusted returns?

FID currently has the higher Sharpe Ratio (2.30 vs 1.77), 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.