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DEEF vs. IFLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DEEF vs. IFLO

Last updated Jun 26, 2026

DEEF (Xtrackers FTSE Developed ex US Multifactor ETF) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds. Over the past year, DEEF returned 20.84% vs 32.28% for IFLO. A 0.80 correlation means they provide meaningful diversification when combined. DEEF charges 0.24%/yr vs 0.56%/yr for IFLO.

Performance

DEEF vs. IFLO - 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 Free Cash Flow ETF (IFLO). 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 8.64% return, which is significantly lower than IFLO's 16.93% return.

DEEF

1D
0.46%
1M
-2.50%
YTD
8.64%
6M
8.32%
1Y
20.84%
3Y*
17.09%
5Y*
7.34%
10Y*
9.04%

IFLO

1D
0.43%
1M
-1.62%
YTD
16.93%
6M
16.46%
1Y
32.28%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEEF vs. IFLO - Yearly Performance Comparison

2026 (YTD)2025
DEEF
Xtrackers FTSE Developed ex US Multifactor ETF		8.64%11.23%
IFLO
VictoryShares International Free Cash Flow ETF		16.93%13.12%

Correlation

The correlation between DEEF and IFLO is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.80

DEEF vs. IFLO - Sectors Allocation Comparison

Sectors
DEEF
IFLO

Industrials

25.0%
18.1%

Financial Services

14.2%
1.1%

Consumer Cyclical

10.8%
13.8%

Consumer Defensive

10.0%
2.8%

Basic Materials

9.2%
11.3%

Utilities

6.9%
1.0%

Real Estate

5.5%
0.0%

Energy

5.1%
12.1%

Technology

4.8%
21.5%

Communication Services

4.4%
6.7%

Healthcare

4.2%
11.7%

Industrials

DEEF
25.0%
IFLO
18.1%

Financial Services

DEEF
14.2%
IFLO
1.1%

Consumer Cyclical

DEEF
10.8%
IFLO
13.8%

Consumer Defensive

DEEF
10.0%
IFLO
2.8%

Basic Materials

DEEF
9.2%
IFLO
11.3%

Utilities

DEEF
6.9%
IFLO
1.0%

Real Estate

DEEF
5.5%
IFLO
0.0%

Energy

DEEF
5.1%
IFLO
12.1%

Technology

DEEF
4.8%
IFLO
21.5%

Communication Services

DEEF
4.4%
IFLO
6.7%

Healthcare

DEEF
4.2%
IFLO
11.7%

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

VictoryShares International Free Cash Flow ETF

Often compared with DEEF:
DEEF vs. QLVDDEEF vs. VOODEEF vs. VYMIDEEF vs. HDEFDEEF vs. EFAVDEEF vs. SPYDEEF vs. VXUS
Often compared with IFLO:
IFLO vs. ABIIFLO vs. GLOWIFLO vs. EFASIFLO vs. CFAIFLO vs. CFOIFLO vs. FDTIFLO vs. AVDV

Return for Risk

DEEF vs. IFLO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DEEF
DEEF Risk / Return Rank: 4747
Overall Rank
DEEF Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
DEEF Sortino Ratio Rank: 4747
Sortino Ratio Rank
DEEF Omega Ratio Rank: 4949
Omega Ratio Rank
DEEF Calmar Ratio Rank: 4444
Calmar Ratio Rank
DEEF Martin Ratio Rank: 4444
Martin Ratio Rank
IFLO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. IFLO - 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 Free Cash Flow ETF (IFLO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

DEEFIFLODifference
Sharpe ratioReturn per unit of total volatility
1.51

—

—

Sortino ratioReturn per unit of downside risk
2.11

—

—

Omega ratioGain probability vs. loss probability

1.28

—

—

Calmar ratioReturn relative to maximum drawdown

1.97

—

—

Martin ratioReturn relative to average drawdown

6.43

—

—

DEEF vs. IFLO - Sharpe Ratio Comparison

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Drawdowns

DEEF vs. IFLO - Drawdown Comparison

The maximum DEEF drawdown since its inception was -36.48%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for DEEF and IFLO.

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Drawdown Indicators

DEEFIFLODifference

Max Drawdown

Largest peak-to-trough decline

-36.48%

-6.44%

-30.04%

Max Drawdown (1Y)

Largest decline over 1 year

-10.64%

-6.44%

-4.20%

Max Drawdown (3Y)

Largest decline over 3 years

-11.07%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-31.08%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-36.48%

—

—

Current Drawdown

Current decline from peak

-5.03%

-3.37%

-1.66%

Average Drawdown

Average peak-to-trough decline

-7.07%

-1.25%

-5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

—

—

Volatility

DEEF vs. IFLO - Volatility Comparison

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Volatility by Period

DEEFIFLODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.03%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

12.09%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

13.85%

14.75%

-0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.98%

14.75%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

14.75%

+1.29%

DEEF vs. IFLO - Expense Ratio Comparison

DEEF has a 0.24% expense ratio, which is lower than IFLO's 0.56% expense ratio.

Dividends

DEEF vs. IFLO - Dividend Comparison

DEEF's dividend yield for the trailing twelve months is around 3.49%, more than IFLO's 1.51% yield.

PositionTTM2025202420232022202120202019201820172016
DEEF
Xtrackers FTSE Developed ex US Multifactor ETF		3.49%3.63%4.04%3.96%3.31%3.84%2.71%3.74%2.80%2.61%4.35%
IFLO
VictoryShares International Free Cash Flow ETF		1.51%0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DEEF and IFLO have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, IFLO leads with 32.28% vs 20.84% for DEEF. On fees, DEEF is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IFLO has performed better with a 32.28% return vs 20.84%. 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 0.56% for IFLO.

DEEF has the higher dividend yield at 3.49%, compared with 1.51% for IFLO.

They also come from different issuers: Deutsche Bank and VictoryShares. Their fees differ too: 0.24% for DEEF and 0.56% for IFLO.

Portfolio Optimizer

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